S&P500 Cash Index
Trading Metrics calculated at close of trading on 27-May-2014
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)
2.6%
3-Month (63d)
3.6%
6-Month (126d)
6.5%
1-Year (252d)
15.9%
Year-To-Date (YTD)
4.4%
52-Week Range
52W Low: 1,560.33 (22.5%)
Position (100%)
52W High: 1,912.28 (0.0%)
Daily Pivots for day following 27-May-2014
Weekly Pivots for week ending 23-May-2014
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,955.93 |
| 2.618 | 1,939.17 |
| 1.618 | 1,928.90 |
| 1.000 | 1,922.55 |
| 0.618 | 1,918.63 |
| HIGH | 1,912.28 |
| 0.618 | 1,908.36 |
| 0.500 | 1,907.14 |
| 0.382 | 1,905.93 |
| LOW | 1,902.01 |
| 0.618 | 1,895.66 |
| 1.000 | 1,891.74 |
| 1.618 | 1,885.39 |
| 2.618 | 1,875.12 |
| 4.250 | 1,858.36 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,829.22 |
| 38.2% | 1,777.84 |
| 50.0% | 1,736.30 |
| 61.8% | 1,694.77 |
| 78.6% | 1,635.65 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,893.16 | 18.75 | 1.0% | Above |
| 10-Day SMA | 1,888.56 | 23.35 | 1.2% | Above |
| 20-Day SMA | 1,884.70 | 27.21 | 1.4% | Above |
| 50-Day SMA | 1,871.33 | 40.58 | 2.2% | Above |
| 100-Day SMA | 1,850.08 | 61.83 | 3.3% | Above |
| 200-Day SMA | 1,792.39 | 119.52 | 6.7% | Above |
Bollinger Bands (20, 2):
Upper: 1,906.00
Middle: 1,884.70
Lower: 1,863.40
Bandwidth: 2.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,887.32
Kijun-sen: 1,881.44
Span A: 1,884.38
Span B: 1,863.32
Chikou Span: 1,864.85
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral62.62
Neutral 30–70MACD (12, 26, 9)
Bullish Cross7.93
Signal: 6.07 · Hist: 1.86Stochastic (14, 3)
Neutral%K: 99.29
%D: 90.75StochRSI (14)
Neutral%K: 83.49
%D: 63.45ADX (14) & Trend
Neutral9.00
+DI: 30.69 · -DI: 21.56CCI (20)
Neutral214.45
Range -100 to +100Williams %R (14)
Neutral-0.71
Range -100 to 0Ultimate Oscillator
Bullish73.66
Periods: 7, 14, 28ROC (12)
Bullish1.93%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral23.40
Bull: 23.40 · Bear: 13.13High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,912.28 | 1,868.14 | 44.14 | 2.3% | 12.27 | 0.6% | 99% | True | False | 0 |
| 10 | 1,912.28 | 1,862.36 | 49.92 | 2.6% | 13.17 | 0.7% | 99% | True | False | 0 |
| 20 | 1,912.28 | 1,860.29 | 51.99 | 2.7% | 13.91 | 0.7% | 99% | True | False | 0 |
| 40 | 1,912.28 | 1,814.36 | 97.92 | 5.1% | 16.09 | 0.8% | 100% | True | False | 0 |
| 60 | 1,912.28 | 1,814.36 | 97.92 | 5.1% | 16.64 | 0.9% | 100% | True | False | 0 |
| 80 | 1,912.28 | 1,737.92 | 174.36 | 9.1% | 16.97 | 0.9% | 100% | True | False | 0 |
| 100 | 1,912.28 | 1,737.92 | 174.36 | 9.1% | 16.77 | 0.9% | 100% | True | False | 0 |
| 120 | 1,912.28 | 1,737.92 | 174.36 | 9.1% | 15.97 | 0.8% | 100% | True | False | 0 |