S&P500 Cash Index
Trading Metrics calculated at close of trading on 06-May-2011
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
NEUTRAL(+0.05)
Moving Averages
Buy
+0.33
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
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)
0.3%
3-Month (63d)
2.2%
6-Month (126d)
9.8%
1-Year (252d)
20.6%
Year-To-Date (YTD)
5.4%
52-Week Range
52W Low: 1,010.91 (32.6%)
Position (92%)
52W High: 1,370.58 (2.2%)
Daily Pivots for day following 06-May-2011
Weekly Pivots for week ending 06-May-2011
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,434.17 |
| 2.618 | 1,403.53 |
| 1.618 | 1,384.75 |
| 1.000 | 1,373.14 |
| 0.618 | 1,365.97 |
| HIGH | 1,354.36 |
| 0.618 | 1,347.19 |
| 0.500 | 1,344.97 |
| 0.382 | 1,342.75 |
| LOW | 1,335.58 |
| 0.618 | 1,323.97 |
| 1.000 | 1,316.80 |
| 1.618 | 1,305.19 |
| 2.618 | 1,286.41 |
| 4.250 | 1,255.77 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,285.70 |
| 38.2% | 1,233.19 |
| 50.0% | 1,190.74 |
| 61.8% | 1,148.30 |
| 78.6% | 1,087.88 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,348.09 | -7.89 | -0.6% | Below |
| 10-Day SMA | 1,350.27 | -10.07 | -0.7% | Below |
| 20-Day SMA | 1,335.18 | 5.02 | 0.4% | Above |
| 50-Day SMA | 1,320.42 | 19.78 | 1.5% | Above |
| 100-Day SMA | 1,304.00 | 36.20 | 2.8% | Above |
| 200-Day SMA | 1,226.73 | 113.47 | 9.2% | Above |
Bollinger Bands (20, 2):
Upper: 1,371.14
Middle: 1,335.18
Lower: 1,299.22
Bandwidth: 5.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,349.88
Kijun-sen: 1,332.64
Span A: 1,341.26
Span B: 1,310.34
Chikou Span: 1,328.26
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral53.12
Neutral 30–70MACD (12, 26, 9)
Bearish Cross8.53
Signal: 9.15 · Hist: -0.62Stochastic (14, 3)
Neutral%K: 59.96
%D: 60.85StochRSI (14)
Neutral%K: 38.99
%D: 55.96ADX (14) & Trend
Neutral13.97
+DI: 26.63 · -DI: 26.23CCI (20)
Neutral37.25
Range -100 to +100Williams %R (14)
Neutral-40.04
Range -100 to 0Ultimate Oscillator
Neutral49.04
Periods: 7, 14, 28ROC (12)
Bearish2.10%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control11.34
Bull: 11.34 · Bear: -7.44High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,370.58 | 1,329.17 | 41.41 | 3.1% | 15.06 | 1.1% | 27% | False | False | 0 |
| 10 | 1,370.58 | 1,329.17 | 41.41 | 3.1% | 12.14 | 0.9% | 27% | False | False | 0 |
| 20 | 1,370.58 | 1,294.70 | 75.88 | 5.7% | 12.22 | 0.9% | 60% | False | False | 0 |
| 40 | 1,370.58 | 1,250.11 | 120.47 | 9.0% | 12.57 | 0.9% | 75% | False | False | 0 |
| 60 | 1,370.58 | 1,250.11 | 120.47 | 9.0% | 13.27 | 1.0% | 75% | False | False | 0 |
| 80 | 1,370.58 | 1,250.11 | 120.47 | 9.0% | 12.73 | 0.9% | 75% | False | False | 0 |
| 100 | 1,370.58 | 1,232.85 | 137.73 | 10.3% | 11.84 | 0.9% | 78% | False | False | 0 |
| 120 | 1,370.58 | 1,173.00 | 197.58 | 14.7% | 11.89 | 0.9% | 85% | False | False | 0 |