S&P500 Cash Index
Trading Metrics calculated at close of trading on 15-Nov-2013
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG BUY(+0.53)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
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)
3.8%
3-Month (63d)
9.2%
6-Month (126d)
7.9%
1-Year (252d)
32.9%
Year-To-Date (YTD)
23.0%
52-Week Range
52W Low: 1,343.35 (33.9%)
Position (100%)
52W High: 1,798.22 (0.0%)
Daily Pivots for day following 15-Nov-2013
Weekly Pivots for week ending 15-Nov-2013
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,830.35 |
| 2.618 | 1,818.01 |
| 1.618 | 1,810.45 |
| 1.000 | 1,805.78 |
| 0.618 | 1,802.89 |
| HIGH | 1,798.22 |
| 0.618 | 1,795.33 |
| 0.500 | 1,794.44 |
| 0.382 | 1,793.55 |
| LOW | 1,790.66 |
| 0.618 | 1,785.99 |
| 1.000 | 1,783.10 |
| 1.618 | 1,778.43 |
| 2.618 | 1,770.87 |
| 4.250 | 1,758.53 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,690.87 |
| 38.2% | 1,624.46 |
| 50.0% | 1,570.78 |
| 61.8% | 1,517.11 |
| 78.6% | 1,440.69 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,782.08 | 16.10 | 0.9% | Above |
| 10-Day SMA | 1,772.95 | 25.23 | 1.4% | Above |
| 20-Day SMA | 1,765.13 | 33.05 | 1.9% | Above |
| 50-Day SMA | 1,723.82 | 74.36 | 4.3% | Above |
| 100-Day SMA | 1,694.67 | 103.51 | 6.1% | Above |
| 200-Day SMA | 1,637.46 | 160.72 | 9.8% | Above |
Bollinger Bands (20, 2):
Upper: 1,792.33
Middle: 1,765.13
Lower: 1,737.94
Bandwidth: 3.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,772.21
Kijun-sen: 1,743.37
Span A: 1,757.79
Span B: 1,719.42
Chikou Span: 1,692.56
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.16
Neutral 30–70MACD (12, 26, 9)
Bullish Cross18.69
Signal: 17.69 · Hist: 1.00Stochastic (14, 3)
Neutral%K: 99.92
%D: 99.31StochRSI (14)
Neutral%K: 72.96
%D: 58.66ADX (14) & Trend
Strong Trend22.23
+DI: 31.69 · -DI: 18.02CCI (20)
Neutral235.01
Range -100 to +100Williams %R (14)
Neutral-0.08
Range -100 to 0Ultimate Oscillator
Neutral67.12
Periods: 7, 14, 28ROC (12)
Bullish1.98%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral26.77
Bull: 26.77 · Bear: 19.21High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,798.22 | 1,760.64 | 37.58 | 2.1% | 11.06 | 0.6% | 100% | True | False | 0 |
| 10 | 1,798.22 | 1,746.20 | 52.02 | 2.9% | 13.46 | 0.7% | 100% | True | False | 0 |
| 20 | 1,798.22 | 1,740.50 | 57.72 | 3.2% | 12.12 | 0.7% | 100% | True | False | 0 |
| 40 | 1,798.22 | 1,646.47 | 151.75 | 8.4% | 13.92 | 0.8% | 100% | True | False | 0 |
| 60 | 1,798.22 | 1,627.47 | 170.75 | 9.5% | 13.97 | 0.8% | 100% | True | False | 0 |
| 80 | 1,798.22 | 1,627.47 | 170.75 | 9.5% | 13.65 | 0.8% | 100% | True | False | 0 |
| 100 | 1,798.22 | 1,601.06 | 197.16 | 11.0% | 13.32 | 0.7% | 100% | True | False | 0 |
| 120 | 1,798.22 | 1,560.33 | 237.89 | 13.2% | 14.64 | 0.8% | 100% | True | False | 0 |