S&P500 Cash Index
Trading Metrics calculated at close of trading on 23-Dec-2013
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG BUY(+0.53)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.33
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 0.8%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
1.8%
3-Month (63d)
7.7%
6-Month (126d)
15.1%
1-Year (252d)
27.8%
Year-To-Date (YTD)
25.0%
52-Week Range
52W Low: 1,398.11 (30.7%)
Position (100%)
52W High: 1,829.75 (0.1%)
Daily Pivots for day following 23-Dec-2013
Weekly Pivots for week ending 20-Dec-2013
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,858.78 |
| 2.618 | 1,847.63 |
| 1.618 | 1,840.80 |
| 1.000 | 1,836.58 |
| 0.618 | 1,833.97 |
| HIGH | 1,829.75 |
| 0.618 | 1,827.14 |
| 0.500 | 1,826.34 |
| 0.382 | 1,825.53 |
| LOW | 1,822.92 |
| 0.618 | 1,818.70 |
| 1.000 | 1,816.09 |
| 1.618 | 1,811.87 |
| 2.618 | 1,805.04 |
| 4.250 | 1,793.89 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,727.88 |
| 38.2% | 1,664.86 |
| 50.0% | 1,613.93 |
| 61.8% | 1,563.00 |
| 78.6% | 1,490.48 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,809.51 | 18.48 | 1.0% | Above |
| 10-Day SMA | 1,796.98 | 31.01 | 1.7% | Above |
| 20-Day SMA | 1,798.77 | 29.22 | 1.6% | Above |
| 50-Day SMA | 1,776.95 | 51.05 | 2.9% | Above |
| 100-Day SMA | 1,727.66 | 100.33 | 5.8% | Above |
| 200-Day SMA | 1,672.16 | 155.83 | 9.3% | Above |
Bollinger Bands (20, 2):
Upper: 1,826.57
Middle: 1,798.77
Lower: 1,770.97
Bandwidth: 3.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,799.05
Kijun-sen: 1,799.05
Span A: 1,799.05
Span B: 1,745.32
Chikou Span: 1,790.62
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral65.77
Neutral 30–70MACD (12, 26, 9)
Bullish Cross9.72
Signal: 8.10 · Hist: 1.62Stochastic (14, 3)
Neutral%K: 97.13
%D: 94.29StochRSI (14)
Neutral%K: 94.44
%D: 78.88ADX (14) & Trend
Neutral18.80
+DI: 34.49 · -DI: 17.96CCI (20)
Neutral176.95
Range -100 to +100Williams %R (14)
Neutral-2.87
Range -100 to 0Ultimate Oscillator
Bullish70.50
Periods: 7, 14, 28ROC (12)
Bullish2.41%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral27.86
Bull: 27.86 · Bear: 21.03High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,829.75 | 1,768.36 | 61.39 | 3.4% | 16.46 | 0.9% | 97% | True | False | 0 |
| 10 | 1,829.75 | 1,768.36 | 61.39 | 3.4% | 14.59 | 0.8% | 97% | True | False | 0 |
| 20 | 1,829.75 | 1,768.36 | 61.39 | 3.4% | 12.65 | 0.7% | 97% | True | False | 0 |
| 40 | 1,829.75 | 1,746.20 | 83.55 | 4.6% | 12.88 | 0.7% | 98% | True | False | 0 |
| 60 | 1,829.75 | 1,646.47 | 183.28 | 10.0% | 13.69 | 0.7% | 99% | True | False | 0 |
| 80 | 1,829.75 | 1,628.05 | 201.70 | 11.0% | 13.53 | 0.7% | 99% | True | False | 0 |
| 100 | 1,829.75 | 1,627.47 | 202.28 | 11.1% | 13.45 | 0.7% | 99% | True | False | 0 |
| 120 | 1,829.75 | 1,614.71 | 215.04 | 11.8% | 13.12 | 0.7% | 99% | True | False | 0 |