S&P500 Cash Index
Trading Metrics calculated at close of trading on 09-Feb-2011
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.21)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.33
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 0.8%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.0%
3-Month (63d)
8.9%
6-Month (126d)
21.2%
1-Year (252d)
23.7%
Year-To-Date (YTD)
3.9%
52-Week Range
52W Low: 1,010.91 (30.7%)
Position (99%)
52W High: 1,324.87 (0.3%)
Daily Pivots for day following 09-Feb-2011
Weekly Pivots for week ending 04-Feb-2011
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,365.55 |
| 2.618 | 1,349.80 |
| 1.618 | 1,340.15 |
| 1.000 | 1,334.19 |
| 0.618 | 1,330.50 |
| HIGH | 1,324.54 |
| 0.618 | 1,320.85 |
| 0.500 | 1,319.72 |
| 0.382 | 1,318.58 |
| LOW | 1,314.89 |
| 0.618 | 1,308.93 |
| 1.000 | 1,305.24 |
| 1.618 | 1,299.28 |
| 2.618 | 1,289.63 |
| 4.250 | 1,273.88 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,250.78 |
| 38.2% | 1,204.94 |
| 50.0% | 1,167.89 |
| 61.8% | 1,130.84 |
| 78.6% | 1,078.10 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,316.49 | 4.39 | 0.3% | Above |
| 10-Day SMA | 1,305.61 | 15.27 | 1.2% | Above |
| 20-Day SMA | 1,296.91 | 23.97 | 1.8% | Above |
| 50-Day SMA | 1,266.81 | 54.07 | 4.3% | Above |
| 100-Day SMA | 1,222.06 | 98.82 | 8.1% | Above |
| 200-Day SMA | 1,160.10 | 160.78 | 13.9% | Above |
Bollinger Bands (20, 2):
Upper: 1,324.86
Middle: 1,296.91
Lower: 1,268.97
Bandwidth: 4.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,299.98
Kijun-sen: 1,293.28
Span A: 1,296.63
Span B: 1,249.26
Chikou Span: 1,271.89
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.29
Neutral 30–70MACD (12, 26, 9)
Bullish Cross14.97
Signal: 13.54 · Hist: 1.44Stochastic (14, 3)
Bearish%K: 91.98
%D: 94.69StochRSI (14)
Neutral%K: 88.81
%D: 78.18ADX (14) & Trend
Strong Trend25.42
+DI: 32.34 · -DI: 18.72CCI (20)
Oversold146.80
Range -100 to +100Williams %R (14)
Bearish-8.02
Range -100 to 0Ultimate Oscillator
Bullish75.83
Periods: 7, 14, 28ROC (12)
Bearish2.33%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control19.43
Bull: 19.43 · Bear: 9.78High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,324.87 | 1,294.83 | 30.04 | 2.3% | 10.52 | 0.8% | 87% | False | False | 0 |
| 10 | 1,324.87 | 1,275.10 | 49.77 | 3.8% | 12.24 | 0.9% | 92% | False | False | 0 |
| 20 | 1,324.87 | 1,271.26 | 53.61 | 4.1% | 11.11 | 0.8% | 93% | False | False | 0 |
| 40 | 1,324.87 | 1,232.85 | 92.02 | 7.0% | 9.70 | 0.7% | 96% | False | False | 0 |
| 60 | 1,324.87 | 1,173.00 | 151.87 | 11.5% | 10.51 | 0.8% | 97% | False | False | 0 |
| 80 | 1,324.87 | 1,159.71 | 165.16 | 12.5% | 11.10 | 0.8% | 98% | False | False | 0 |
| 100 | 1,324.87 | 1,122.79 | 202.08 | 15.3% | 11.62 | 0.9% | 98% | False | False | 0 |
| 120 | 1,324.87 | 1,039.70 | 285.17 | 21.6% | 11.97 | 0.9% | 99% | False | False | 0 |