S&P500 Cash Index
Trading Metrics calculated at close of trading on 08-Apr-2013
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.37)
Moving Averages
Strong Buy
+1.00
Oscillators
Neutral
0.00
Price Levels
Buy
+0.50
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)
1.2%
3-Month (63d)
6.6%
6-Month (126d)
8.1%
1-Year (252d)
10.6%
Year-To-Date (YTD)
6.9%
52-Week Range
52W Low: 1,266.74 (23.4%)
Position (97%)
52W High: 1,573.66 (0.7%)
Daily Pivots for day following 08-Apr-2013
Weekly Pivots for week ending 05-Apr-2013
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,624.44 |
| 2.618 | 1,600.87 |
| 1.618 | 1,586.43 |
| 1.000 | 1,577.51 |
| 0.618 | 1,571.99 |
| HIGH | 1,563.07 |
| 0.618 | 1,557.55 |
| 0.500 | 1,555.85 |
| 0.382 | 1,554.15 |
| LOW | 1,548.63 |
| 0.618 | 1,539.71 |
| 1.000 | 1,534.19 |
| 1.618 | 1,525.27 |
| 2.618 | 1,510.83 |
| 4.250 | 1,487.26 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,501.23 |
| 38.2% | 1,456.42 |
| 50.0% | 1,420.20 |
| 61.8% | 1,383.98 |
| 78.6% | 1,332.42 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,560.05 | 3.02 | 0.2% | Above |
| 10-Day SMA | 1,560.99 | 2.08 | 0.1% | Above |
| 20-Day SMA | 1,557.95 | 5.12 | 0.3% | Above |
| 50-Day SMA | 1,532.48 | 30.59 | 2.0% | Above |
| 100-Day SMA | 1,480.92 | 82.15 | 5.5% | Above |
| 200-Day SMA | 1,442.08 | 120.99 | 8.4% | Above |
Bollinger Bands (20, 2):
Upper: 1,570.74
Middle: 1,557.95
Lower: 1,545.15
Bandwidth: 1.6%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,556.58
Kijun-sen: 1,537.81
Span A: 1,547.19
Span B: 1,529.34
Chikou Span: 1,514.68
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral56.89
Neutral 30–70MACD (12, 26, 9)
Bearish Cross8.85
Signal: 10.83 · Hist: -1.98Stochastic (14, 3)
Neutral%K: 69.82
%D: 57.59StochRSI (14)
Bullish%K: 18.28
%D: 15.50ADX (14) & Trend
Neutral17.88
+DI: 19.64 · -DI: 20.91CCI (20)
Neutral21.09
Range -100 to +100Williams %R (14)
Neutral-30.18
Range -100 to 0Ultimate Oscillator
Neutral60.78
Periods: 7, 14, 28ROC (12)
Bearish0.28%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control5.01
Bull: 5.01 · Bear: -9.43High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,573.66 | 1,539.50 | 34.16 | 2.2% | 14.57 | 0.9% | 69% | False | False | 0 |
| 10 | 1,573.66 | 1,539.50 | 34.16 | 2.2% | 13.73 | 0.9% | 69% | False | False | 0 |
| 20 | 1,573.66 | 1,538.57 | 35.09 | 2.2% | 12.70 | 0.8% | 70% | False | False | 0 |
| 40 | 1,573.66 | 1,485.01 | 88.65 | 5.7% | 12.89 | 0.8% | 88% | False | False | 0 |
| 60 | 1,573.66 | 1,461.02 | 112.64 | 7.2% | 12.01 | 0.8% | 91% | False | False | 0 |
| 80 | 1,573.66 | 1,398.11 | 175.55 | 11.2% | 12.68 | 0.8% | 94% | False | False | 0 |
| 100 | 1,573.66 | 1,343.35 | 230.31 | 14.7% | 12.86 | 0.8% | 95% | False | False | 0 |
| 120 | 1,573.66 | 1,343.35 | 230.31 | 14.7% | 13.58 | 0.9% | 95% | False | False | 0 |