S&P500 Cash Index
Trading Metrics calculated at close of trading on 08-Oct-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG BUY(+0.53)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
5.5%
3-Month (63d)
8.0%
6-Month (126d)
-2.6%
1-Year (252d)
9.4%
Year-To-Date (YTD)
2.8%
52-Week Range
52W Low: 1,010.91 (15.3%)
Position (74%)
52W High: 1,219.80 (4.5%)
Daily Pivots for day following 08-Oct-2010
Weekly Pivots for week ending 08-Oct-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,219.37 |
| 2.618 | 1,199.54 |
| 1.618 | 1,187.39 |
| 1.000 | 1,179.88 |
| 0.618 | 1,175.24 |
| HIGH | 1,167.73 |
| 0.618 | 1,163.09 |
| 0.500 | 1,161.65 |
| 0.382 | 1,160.22 |
| LOW | 1,155.58 |
| 0.618 | 1,148.07 |
| 1.000 | 1,143.43 |
| 1.618 | 1,135.92 |
| 2.618 | 1,123.77 |
| 4.250 | 1,103.94 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,170.50 |
| 38.2% | 1,140.00 |
| 50.0% | 1,115.36 |
| 61.8% | 1,090.71 |
| 78.6% | 1,055.61 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,156.19 | 8.96 | 0.8% | Above |
| 10-Day SMA | 1,150.30 | 14.85 | 1.3% | Above |
| 20-Day SMA | 1,140.58 | 24.57 | 2.2% | Above |
| 50-Day SMA | 1,110.25 | 54.90 | 4.9% | Above |
| 100-Day SMA | 1,096.03 | 69.12 | 6.3% | Above |
| 200-Day SMA | 1,119.29 | 45.86 | 4.1% | Above |
Bollinger Bands (20, 2):
Upper: 1,167.46
Middle: 1,140.58
Lower: 1,113.70
Bandwidth: 4.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,149.80
Kijun-sen: 1,124.06
Span A: 1,136.93
Span B: 1,103.72
Chikou Span: 1,080.29
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral66.08
Neutral 30–70MACD (12, 26, 9)
Bullish Cross15.55
Signal: 14.48 · Hist: 1.07Stochastic (14, 3)
Neutral%K: 94.26
%D: 91.07StochRSI (14)
Neutral%K: 71.87
%D: 60.85ADX (14) & Trend
Strong Trend23.25
+DI: 26.43 · -DI: 15.60CCI (20)
Neutral147.89
Range -100 to +100Williams %R (14)
Neutral-5.74
Range -100 to 0Ultimate Oscillator
Neutral58.76
Periods: 7, 14, 28ROC (12)
Bullish2.72%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral20.53
Bull: 20.53 · Bear: 8.38High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,167.73 | 1,131.87 | 35.86 | 3.1% | 14.09 | 1.2% | 93% | True | False | 0 |
| 10 | 1,167.73 | 1,131.87 | 35.86 | 3.1% | 13.66 | 1.2% | 93% | True | False | 0 |
| 20 | 1,167.73 | 1,113.38 | 54.35 | 4.7% | 13.05 | 1.1% | 95% | True | False | 0 |
| 40 | 1,167.73 | 1,039.70 | 128.03 | 11.0% | 14.03 | 1.2% | 98% | True | False | 0 |
| 60 | 1,167.73 | 1,039.70 | 128.03 | 11.0% | 14.98 | 1.3% | 98% | True | False | 0 |
| 80 | 1,167.73 | 1,010.91 | 156.82 | 13.5% | 15.74 | 1.4% | 98% | True | False | 0 |
| 100 | 1,167.73 | 1,010.91 | 156.82 | 13.5% | 17.44 | 1.5% | 98% | True | False | 0 |
| 120 | 1,219.80 | 1,010.91 | 208.89 | 17.9% | 18.95 | 1.6% | 74% | False | False | 0 |