S&P500 Cash Index
Trading Metrics calculated at close of trading on 16-Dec-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.42)
Moving Averages
Strong Buy
+1.00
Oscillators
Neutral
0.00
Price Levels
Buy
+0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
5.5%
3-Month (63d)
10.4%
6-Month (126d)
11.2%
1-Year (252d)
12.1%
Year-To-Date (YTD)
9.7%
52-Week Range
52W Low: 1,010.91 (22.9%)
Position (98%)
52W High: 1,246.73 (0.3%)
Daily Pivots for day following 16-Dec-2010
Weekly Pivots for week ending 10-Dec-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,290.08 |
| 2.618 | 1,272.29 |
| 1.618 | 1,261.39 |
| 1.000 | 1,254.65 |
| 0.618 | 1,250.49 |
| HIGH | 1,243.75 |
| 0.618 | 1,239.59 |
| 0.500 | 1,238.30 |
| 0.382 | 1,237.01 |
| LOW | 1,232.85 |
| 0.618 | 1,226.11 |
| 1.000 | 1,221.95 |
| 1.618 | 1,215.21 |
| 2.618 | 1,204.31 |
| 4.250 | 1,186.52 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,191.08 |
| 38.2% | 1,156.65 |
| 50.0% | 1,128.82 |
| 61.8% | 1,100.99 |
| 78.6% | 1,061.38 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,240.11 | 2.76 | 0.2% | Above |
| 10-Day SMA | 1,233.34 | 9.53 | 0.8% | Above |
| 20-Day SMA | 1,214.60 | 28.27 | 2.3% | Above |
| 50-Day SMA | 1,198.74 | 44.13 | 3.7% | Above |
| 100-Day SMA | 1,153.34 | 89.53 | 7.8% | Above |
| 200-Day SMA | 1,141.00 | 101.87 | 8.9% | Above |
Bollinger Bands (20, 2):
Upper: 1,256.89
Middle: 1,214.60
Lower: 1,172.31
Bandwidth: 7.0%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,233.12
Kijun-sen: 1,209.87
Span A: 1,221.49
Span B: 1,193.70
Chikou Span: 1,213.40
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral66.37
Neutral 30–70MACD (12, 26, 9)
Bullish Cross13.69
Signal: 11.54 · Hist: 2.15Stochastic (14, 3)
Neutral%K: 94.72
%D: 90.65StochRSI (14)
Bearish%K: 90.37
%D: 94.43ADX (14) & Trend
Strong Trend21.73
+DI: 30.14 · -DI: 18.17CCI (20)
Neutral87.91
Range -100 to +100Williams %R (14)
Neutral-5.28
Range -100 to 0Ultimate Oscillator
Neutral63.26
Periods: 7, 14, 28ROC (12)
Bullish5.28%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control15.91
Bull: 15.91 · Bear: 5.01High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,246.73 | 1,232.58 | 14.15 | 1.1% | 8.75 | 0.7% | 73% | False | False | 0 |
| 10 | 1,246.73 | 1,216.82 | 29.91 | 2.4% | 8.67 | 0.7% | 87% | False | False | 0 |
| 20 | 1,246.73 | 1,173.64 | 73.09 | 5.9% | 11.60 | 0.9% | 95% | False | False | 0 |
| 40 | 1,246.73 | 1,171.17 | 75.56 | 6.1% | 12.09 | 1.0% | 95% | False | False | 0 |
| 60 | 1,246.73 | 1,122.79 | 123.94 | 10.0% | 12.67 | 1.0% | 97% | False | False | 0 |
| 80 | 1,246.73 | 1,039.70 | 207.03 | 16.7% | 12.94 | 1.0% | 98% | False | False | 0 |
| 100 | 1,246.73 | 1,039.70 | 207.03 | 16.7% | 13.30 | 1.1% | 98% | False | False | 0 |
| 120 | 1,246.73 | 1,010.91 | 235.82 | 19.0% | 14.37 | 1.2% | 98% | False | False | 0 |