S&P500 Cash Index
Trading Metrics calculated at close of trading on 02-Feb-2011
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.44
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 0.9%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
2.5%
3-Month (63d)
9.3%
6-Month (126d)
15.7%
1-Year (252d)
18.8%
Year-To-Date (YTD)
2.5%
52-Week Range
52W Low: 1,010.91 (29.0%)
Position (98%)
52W High: 1,308.86 (0.4%)
Daily Pivots for day following 02-Feb-2011
Weekly Pivots for week ending 28-Jan-2011
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,328.82 |
| 2.618 | 1,320.67 |
| 1.618 | 1,315.68 |
| 1.000 | 1,312.60 |
| 0.618 | 1,310.69 |
| HIGH | 1,307.61 |
| 0.618 | 1,305.70 |
| 0.500 | 1,305.11 |
| 0.382 | 1,304.53 |
| LOW | 1,302.62 |
| 0.618 | 1,299.54 |
| 1.000 | 1,297.63 |
| 1.618 | 1,294.55 |
| 2.618 | 1,289.56 |
| 4.250 | 1,281.41 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,238.54 |
| 38.2% | 1,195.04 |
| 50.0% | 1,159.88 |
| 61.8% | 1,124.73 |
| 78.6% | 1,074.67 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,294.72 | 9.31 | 0.7% | Above |
| 10-Day SMA | 1,291.59 | 12.44 | 1.0% | Above |
| 20-Day SMA | 1,286.10 | 17.93 | 1.4% | Above |
| 50-Day SMA | 1,254.24 | 49.79 | 4.0% | Above |
| 100-Day SMA | 1,212.42 | 91.61 | 7.6% | Above |
| 200-Day SMA | 1,157.32 | 146.71 | 12.7% | Above |
Bollinger Bands (20, 2):
Upper: 1,307.40
Middle: 1,286.10
Lower: 1,264.79
Bandwidth: 3.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,291.98
Kijun-sen: 1,281.53
Span A: 1,286.75
Span B: 1,241.25
Chikou Span: 1,257.54
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral63.90
Neutral 30–70MACD (12, 26, 9)
Bearish Cross12.06
Signal: 12.51 · Hist: -0.45Stochastic (14, 3)
Neutral%K: 87.15
%D: 77.90StochRSI (14)
Neutral%K: 41.28
%D: 31.69ADX (14) & Trend
Neutral26.65
+DI: 33.10 · -DI: 20.23CCI (20)
Neutral164.09
Range -100 to +100Williams %R (14)
Bearish-12.85
Range -100 to 0Ultimate Oscillator
Neutral60.25
Periods: 7, 14, 28ROC (12)
Bearish0.83%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control17.12
Bull: 17.12 · Bear: 12.13High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,308.86 | 1,275.10 | 33.76 | 2.6% | 13.97 | 1.1% | 86% | False | False | 0 |
| 10 | 1,308.86 | 1,271.26 | 37.60 | 2.9% | 11.85 | 0.9% | 87% | False | False | 0 |
| 20 | 1,308.86 | 1,261.70 | 47.16 | 3.6% | 11.08 | 0.8% | 90% | False | False | 0 |
| 40 | 1,308.86 | 1,219.50 | 89.36 | 6.9% | 9.47 | 0.7% | 95% | False | False | 0 |
| 60 | 1,308.86 | 1,173.00 | 135.86 | 10.4% | 10.74 | 0.8% | 96% | False | False | 0 |
| 80 | 1,308.86 | 1,155.71 | 153.15 | 11.7% | 11.23 | 0.9% | 97% | False | False | 0 |
| 100 | 1,308.86 | 1,113.38 | 195.48 | 15.0% | 11.59 | 0.9% | 98% | False | False | 0 |
| 120 | 1,308.86 | 1,039.70 | 269.16 | 20.6% | 12.16 | 0.9% | 98% | False | False | 0 |