S&P500 Cash Index
Trading Metrics calculated at close of trading on 07-Apr-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.21)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Sell
-0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 0.9%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
3.9%
3-Month (63d)
4.0%
6-Month (126d)
13.6%
1-Year (252d)
41.5%
Year-To-Date (YTD)
4.4%
52-Week Range
52W Low: 814.53 (45.2%)
Position (98%)
52W High: 1,191.80 (0.8%)
Daily Pivots for day following 07-Apr-2010
Weekly Pivots for week ending 02-Apr-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,242.09 |
| 2.618 | 1,221.93 |
| 1.618 | 1,209.58 |
| 1.000 | 1,201.95 |
| 0.618 | 1,197.23 |
| HIGH | 1,189.60 |
| 0.618 | 1,184.88 |
| 0.500 | 1,183.42 |
| 0.382 | 1,181.97 |
| LOW | 1,177.25 |
| 0.618 | 1,169.62 |
| 1.000 | 1,164.90 |
| 1.618 | 1,157.27 |
| 2.618 | 1,144.92 |
| 4.250 | 1,124.76 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,102.76 |
| 38.2% | 1,047.68 |
| 50.0% | 1,003.16 |
| 61.8% | 958.65 |
| 78.6% | 895.27 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,181.37 | 1.07 | 0.1% | Above |
| 10-Day SMA | 1,175.35 | 7.09 | 0.6% | Above |
| 20-Day SMA | 1,167.06 | 15.38 | 1.3% | Above |
| 50-Day SMA | 1,125.72 | 56.72 | 5.0% | Above |
| 100-Day SMA | 1,120.19 | 62.25 | 5.6% | Above |
| 200-Day SMA | 1,065.34 | 117.11 | 11.0% | Above |
Bollinger Bands (20, 2):
Upper: 1,190.86
Middle: 1,167.06
Lower: 1,143.26
Bandwidth: 4.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,176.64
Kijun-sen: 1,154.15
Span A: 1,165.40
Span B: 1,118.15
Chikou Span: 1,115.71
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral67.91
Neutral 30–70MACD (12, 26, 9)
Bullish Cross15.43
Signal: 15.35 · Hist: 0.09Stochastic (14, 3)
Neutral%K: 75.95
%D: 89.70StochRSI (14)
Neutral%K: 60.77
%D: 57.28ADX (14) & Trend
Strong Trend32.23
+DI: 30.14 · -DI: 14.56CCI (20)
Oversold116.22
Range -100 to +100Williams %R (14)
Neutral-24.05
Range -100 to 0Ultimate Oscillator
Neutral62.05
Periods: 7, 14, 28ROC (12)
Bearish1.94%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control16.57
Bull: 16.57 · Bear: 4.22High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,191.80 | 1,165.77 | 26.03 | 2.2% | 9.99 | 0.8% | 64% | False | False | 0 |
| 10 | 1,191.80 | 1,161.48 | 30.32 | 2.6% | 10.11 | 0.9% | 69% | False | False | 0 |
| 20 | 1,191.80 | 1,138.99 | 52.81 | 4.5% | 10.13 | 0.9% | 82% | False | False | 0 |
| 40 | 1,191.80 | 1,059.34 | 132.46 | 11.2% | 11.00 | 0.9% | 93% | False | False | 0 |
| 60 | 1,191.80 | 1,044.50 | 147.30 | 12.5% | 13.06 | 1.1% | 94% | False | False | 0 |
| 80 | 1,191.80 | 1,044.50 | 147.30 | 12.5% | 11.87 | 1.0% | 94% | False | False | 0 |
| 100 | 1,191.80 | 1,044.50 | 147.30 | 12.5% | 12.20 | 1.0% | 94% | False | False | 0 |
| 120 | 1,191.80 | 1,029.38 | 162.42 | 13.7% | 13.11 | 1.1% | 94% | False | False | 0 |