S&P500 Cash Index
Trading Metrics calculated at close of trading on 10-May-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.21)
Moving Averages
Neutral
0.00
Oscillators
Buy
+0.33
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.2%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-2.9%
3-Month (63d)
8.8%
6-Month (126d)
8.7%
1-Year (252d)
24.8%
Year-To-Date (YTD)
2.4%
52-Week Range
52W Low: 869.32 (33.4%)
Position (83%)
52W High: 1,219.80 (4.9%)
Daily Pivots for day following 10-May-2010
Weekly Pivots for week ending 07-May-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,340.56 |
| 2.618 | 1,272.71 |
| 1.618 | 1,231.13 |
| 1.000 | 1,205.43 |
| 0.618 | 1,189.55 |
| HIGH | 1,163.85 |
| 0.618 | 1,147.97 |
| 0.500 | 1,143.06 |
| 0.382 | 1,138.15 |
| LOW | 1,122.27 |
| 0.618 | 1,096.57 |
| 1.000 | 1,080.69 |
| 1.618 | 1,054.99 |
| 2.618 | 1,013.41 |
| 4.250 | 945.56 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,137.09 |
| 38.2% | 1,085.92 |
| 50.0% | 1,044.56 |
| 61.8% | 1,003.20 |
| 78.6% | 944.32 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,147.65 | 12.08 | 1.1% | Above |
| 10-Day SMA | 1,170.90 | -11.17 | -1.0% | Below |
| 20-Day SMA | 1,188.47 | -28.74 | -2.4% | Below |
| 50-Day SMA | 1,171.63 | -11.90 | -1.0% | Below |
| 100-Day SMA | 1,140.23 | 19.50 | 1.7% | Above |
| 200-Day SMA | 1,096.71 | 63.02 | 5.7% | Above |
Bollinger Bands (20, 2):
Upper: 1,244.02
Middle: 1,188.47
Lower: 1,132.92
Bandwidth: 9.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,137.57
Kijun-sen: 1,142.80
Span A: 1,140.18
Span B: 1,142.80
Chikou Span: 1,178.10
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral45.95
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-7.69
Signal: 1.67 · Hist: -9.37Stochastic (14, 3)
Neutral%K: 61.00
%D: 43.59StochRSI (14)
Bullish%K: 12.92
%D: 4.31ADX (14) & Trend
Neutral27.45
+DI: 17.02 · -DI: 38.95CCI (20)
Overbought-124.26
Range -100 to +100Williams %R (14)
Neutral-39.00
Range -100 to 0Ultimate Oscillator
Neutral55.46
Periods: 7, 14, 28ROC (12)
Bullish-4.05%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-6.04
Bull: -6.04 · Bear: -47.62High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,197.50 | 1,065.79 | 131.71 | 11.4% | 46.30 | 4.0% | 71% | False | False | 0 |
| 10 | 1,211.38 | 1,065.79 | 145.59 | 12.6% | 32.88 | 2.8% | 65% | False | False | 0 |
| 20 | 1,219.80 | 1,065.79 | 154.01 | 13.3% | 22.83 | 2.0% | 61% | False | False | 0 |
| 40 | 1,219.80 | 1,065.79 | 154.01 | 13.3% | 16.47 | 1.4% | 61% | False | False | 0 |
| 60 | 1,219.80 | 1,062.97 | 156.83 | 13.5% | 14.48 | 1.2% | 62% | False | False | 0 |
| 80 | 1,219.80 | 1,044.50 | 175.30 | 15.1% | 15.38 | 1.3% | 66% | False | False | 0 |
| 100 | 1,219.80 | 1,044.50 | 175.30 | 15.1% | 14.10 | 1.2% | 66% | False | False | 0 |
| 120 | 1,219.80 | 1,044.50 | 175.30 | 15.1% | 13.84 | 1.2% | 66% | False | False | 0 |