S&P500 Cash Index
Trading Metrics calculated at close of trading on 26-Apr-2011
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.47)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
2.5%
3-Month (63d)
4.3%
6-Month (126d)
13.6%
1-Year (252d)
13.8%
Year-To-Date (YTD)
5.9%
52-Week Range
52W Low: 1,010.91 (33.3%)
Position (99%)
52W High: 1,349.55 (0.2%)
Daily Pivots for day following 26-Apr-2011
Weekly Pivots for week ending 22-Apr-2011
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,403.95 |
| 2.618 | 1,383.06 |
| 1.618 | 1,370.26 |
| 1.000 | 1,362.35 |
| 0.618 | 1,357.46 |
| HIGH | 1,349.55 |
| 0.618 | 1,344.66 |
| 0.500 | 1,343.15 |
| 0.382 | 1,341.64 |
| LOW | 1,336.75 |
| 0.618 | 1,328.84 |
| 1.000 | 1,323.95 |
| 1.618 | 1,316.04 |
| 2.618 | 1,303.24 |
| 4.250 | 1,282.35 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,269.63 |
| 38.2% | 1,220.19 |
| 50.0% | 1,180.23 |
| 61.8% | 1,140.27 |
| 78.6% | 1,083.38 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,332.57 | 14.67 | 1.1% | Above |
| 10-Day SMA | 1,323.08 | 24.16 | 1.8% | Above |
| 20-Day SMA | 1,326.19 | 21.05 | 1.6% | Above |
| 50-Day SMA | 1,316.19 | 31.05 | 2.4% | Above |
| 100-Day SMA | 1,294.15 | 53.09 | 4.1% | Above |
| 200-Day SMA | 1,215.98 | 131.26 | 10.8% | Above |
Bollinger Bands (20, 2):
Upper: 1,346.59
Middle: 1,326.19
Lower: 1,305.80
Bandwidth: 3.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,322.13
Kijun-sen: 1,316.80
Span A: 1,319.46
Span B: 1,299.83
Chikou Span: 1,279.20
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral63.59
Neutral 30–70MACD (12, 26, 9)
Bullish Cross6.08
Signal: 4.25 · Hist: 1.83Stochastic (14, 3)
Neutral%K: 95.79
%D: 93.91StochRSI (14)
Neutral%K: 92.74
%D: 80.84ADX (14) & Trend
Neutral13.51
+DI: 29.02 · -DI: 23.02CCI (20)
Neutral141.47
Range -100 to +100Williams %R (14)
Neutral-4.21
Range -100 to 0Ultimate Oscillator
Neutral67.09
Periods: 7, 14, 28ROC (12)
Bullish1.03%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral22.56
Bull: 22.56 · Bear: 9.76High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,349.55 | 1,303.97 | 45.58 | 3.4% | 9.16 | 0.7% | 95% | True | False | 0 |
| 10 | 1,349.55 | 1,294.70 | 54.85 | 4.1% | 11.26 | 0.8% | 96% | True | False | 0 |
| 20 | 1,349.55 | 1,294.70 | 54.85 | 4.1% | 10.80 | 0.8% | 96% | True | False | 0 |
| 40 | 1,349.55 | 1,250.11 | 99.44 | 7.4% | 13.78 | 1.0% | 98% | True | False | 0 |
| 60 | 1,349.55 | 1,250.11 | 99.44 | 7.4% | 13.03 | 1.0% | 98% | True | False | 0 |
| 80 | 1,349.55 | 1,250.11 | 99.44 | 7.4% | 12.54 | 0.9% | 98% | True | False | 0 |
| 100 | 1,349.55 | 1,206.81 | 142.74 | 10.6% | 11.54 | 0.9% | 98% | True | False | 0 |
| 120 | 1,349.55 | 1,173.00 | 176.55 | 13.1% | 11.96 | 0.9% | 99% | True | False | 0 |