S&P500 Cash Index
Trading Metrics calculated at close of trading on 17-Aug-2012
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.37)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.11
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)
3.0%
3-Month (63d)
9.5%
6-Month (126d)
4.2%
1-Year (252d)
24.3%
Year-To-Date (YTD)
11.0%
52-Week Range
52W Low: 1,074.77 (32.0%)
Position (99%)
52W High: 1,422.38 (0.3%)
Daily Pivots for day following 17-Aug-2012
Weekly Pivots for week ending 17-Aug-2012
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,435.88 |
| 2.618 | 1,429.29 |
| 1.618 | 1,425.25 |
| 1.000 | 1,422.75 |
| 0.618 | 1,421.21 |
| HIGH | 1,418.71 |
| 0.618 | 1,417.17 |
| 0.500 | 1,416.69 |
| 0.382 | 1,416.21 |
| LOW | 1,414.67 |
| 0.618 | 1,412.17 |
| 1.000 | 1,410.63 |
| 1.618 | 1,408.13 |
| 2.618 | 1,404.09 |
| 4.250 | 1,397.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,340.34 |
| 38.2% | 1,289.59 |
| 50.0% | 1,248.58 |
| 61.8% | 1,207.56 |
| 78.6% | 1,149.16 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,409.45 | 8.71 | 0.6% | Above |
| 10-Day SMA | 1,405.37 | 12.79 | 0.9% | Above |
| 20-Day SMA | 1,386.12 | 32.04 | 2.3% | Above |
| 50-Day SMA | 1,361.23 | 56.93 | 4.2% | Above |
| 100-Day SMA | 1,359.87 | 58.29 | 4.3% | Above |
| 200-Day SMA | 1,330.20 | 87.96 | 6.6% | Above |
Bollinger Bands (20, 2):
Upper: 1,433.71
Middle: 1,386.12
Lower: 1,338.52
Bandwidth: 6.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,406.59
Kijun-sen: 1,373.97
Span A: 1,390.28
Span B: 1,352.16
Chikou Span: 1,334.76
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.59
Neutral 30–70MACD (12, 26, 9)
Bullish Cross15.67
Signal: 13.88 · Hist: 1.79Stochastic (14, 3)
Neutral%K: 99.14
%D: 95.98StochRSI (14)
Neutral%K: 98.52
%D: 95.85ADX (14) & Trend
Neutral17.39
+DI: 33.33 · -DI: 18.29CCI (20)
Neutral109.84
Range -100 to +100Williams %R (14)
Neutral-0.86
Range -100 to 0Ultimate Oscillator
Neutral68.76
Periods: 7, 14, 28ROC (12)
Bullish3.11%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control19.06
Bull: 19.06 · Bear: 15.02High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,418.71 | 1,397.32 | 21.39 | 1.5% | 8.24 | 0.6% | 97% | True | False | 0 |
| 10 | 1,418.71 | 1,391.04 | 27.67 | 2.0% | 8.80 | 0.6% | 98% | True | False | 0 |
| 20 | 1,418.71 | 1,329.24 | 89.47 | 6.3% | 14.04 | 1.0% | 99% | True | False | 0 |
| 40 | 1,418.71 | 1,309.27 | 109.44 | 7.7% | 15.02 | 1.1% | 99% | True | False | 0 |
| 60 | 1,418.71 | 1,266.74 | 151.97 | 10.7% | 16.37 | 1.2% | 100% | True | False | 0 |
| 80 | 1,418.71 | 1,266.74 | 151.97 | 10.7% | 16.48 | 1.2% | 100% | True | False | 0 |
| 100 | 1,422.38 | 1,266.74 | 155.64 | 11.0% | 16.39 | 1.2% | 97% | False | False | 0 |
| 120 | 1,422.38 | 1,266.74 | 155.64 | 11.0% | 15.54 | 1.1% | 97% | False | False | 0 |