S&P500 Cash Index
Trading Metrics calculated at close of trading on 11-Dec-2013
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.21)
Moving Averages
Neutral
0.00
Oscillators
Sell
-0.33
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 0.7%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
0.6%
3-Month (63d)
5.9%
6-Month (126d)
8.9%
1-Year (252d)
24.8%
Year-To-Date (YTD)
21.9%
52-Week Range
52W Low: 1,398.11 (27.5%)
Position (92%)
52W High: 1,813.55 (1.7%)
Daily Pivots for day following 11-Dec-2013
Weekly Pivots for week ending 06-Dec-2013
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,900.21 |
| 2.618 | 1,862.87 |
| 1.618 | 1,839.99 |
| 1.000 | 1,825.85 |
| 0.618 | 1,817.11 |
| HIGH | 1,802.97 |
| 0.618 | 1,794.23 |
| 0.500 | 1,791.53 |
| 0.382 | 1,788.83 |
| LOW | 1,780.09 |
| 0.618 | 1,765.95 |
| 1.000 | 1,757.21 |
| 1.618 | 1,743.07 |
| 2.618 | 1,720.19 |
| 4.250 | 1,682.85 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,715.51 |
| 38.2% | 1,654.85 |
| 50.0% | 1,605.83 |
| 61.8% | 1,556.81 |
| 78.6% | 1,487.01 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,796.67 | -14.45 | -0.8% | Below |
| 10-Day SMA | 1,798.52 | -16.30 | -0.9% | Below |
| 20-Day SMA | 1,796.13 | -13.91 | -0.8% | Below |
| 50-Day SMA | 1,758.18 | 24.04 | 1.4% | Above |
| 100-Day SMA | 1,719.05 | 63.17 | 3.7% | Above |
| 200-Day SMA | 1,661.69 | 120.53 | 7.3% | Above |
Bollinger Bands (20, 2):
Upper: 1,813.69
Middle: 1,796.13
Lower: 1,778.58
Bandwidth: 2.0%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,796.32
Kijun-sen: 1,779.88
Span A: 1,788.10
Span B: 1,730.01
Chikou Span: 1,767.93
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral48.80
Neutral 30–70MACD (12, 26, 9)
Bearish Cross9.94
Signal: 13.33 · Hist: -3.39Stochastic (14, 3)
Neutral%K: 9.08
%D: 54.91StochRSI (14)
Neutral%K: 39.00
%D: 47.79ADX (14) & Trend
Neutral18.45
+DI: 23.10 · -DI: 30.41CCI (20)
Neutral-65.42
Range -100 to +100Williams %R (14)
Neutral-90.92
Range -100 to 0Ultimate Oscillator
Neutral50.46
Periods: 7, 14, 28ROC (12)
Bearish-1.25%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control7.70
Bull: 7.70 · Bear: -15.18High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,811.52 | 1,780.09 | 31.43 | 1.8% | 12.42 | 0.7% | 7% | False | True | 0 |
| 10 | 1,813.55 | 1,779.09 | 34.46 | 1.9% | 12.15 | 0.7% | 9% | False | False | 0 |
| 20 | 1,813.55 | 1,760.64 | 52.91 | 3.0% | 12.22 | 0.7% | 41% | False | False | 0 |
| 40 | 1,813.55 | 1,700.49 | 113.06 | 6.3% | 12.42 | 0.7% | 72% | False | False | 0 |
| 60 | 1,813.55 | 1,646.47 | 167.08 | 9.4% | 13.60 | 0.8% | 81% | False | False | 0 |
| 80 | 1,813.55 | 1,627.47 | 186.08 | 10.4% | 13.59 | 0.8% | 83% | False | False | 0 |
| 100 | 1,813.55 | 1,627.47 | 186.08 | 10.4% | 13.30 | 0.7% | 83% | False | False | 0 |
| 120 | 1,813.55 | 1,560.33 | 253.22 | 14.2% | 13.30 | 0.7% | 88% | False | False | 0 |