S&P500 Cash Index
Trading Metrics calculated at close of trading on 21-Aug-2018
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.21)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.33
Price Levels
Buy
+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)
2.0%
3-Month (63d)
5.1%
6-Month (126d)
6.0%
1-Year (252d)
17.9%
Year-To-Date (YTD)
6.2%
52-Week Range
52W Low: 2,428.21 (17.9%)
Position (98%)
52W High: 2,873.23 (0.4%)
Daily Pivots for day following 21-Aug-2018
Weekly Pivots for week ending 17-Aug-2018
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 2,923.85 |
| 2.618 | 2,904.41 |
| 1.618 | 2,892.50 |
| 1.000 | 2,885.14 |
| 0.618 | 2,880.59 |
| HIGH | 2,873.23 |
| 0.618 | 2,868.68 |
| 0.500 | 2,867.28 |
| 0.382 | 2,865.87 |
| LOW | 2,861.32 |
| 0.618 | 2,853.96 |
| 1.000 | 2,849.41 |
| 1.618 | 2,842.05 |
| 2.618 | 2,830.14 |
| 4.250 | 2,810.70 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 2,768.21 |
| 38.2% | 2,703.23 |
| 50.0% | 2,650.72 |
| 61.8% | 2,598.21 |
| 78.6% | 2,523.44 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 2,845.84 | 17.12 | 0.6% | Above |
| 10-Day SMA | 2,843.56 | 19.40 | 0.7% | Above |
| 20-Day SMA | 2,837.33 | 25.63 | 0.9% | Above |
| 50-Day SMA | 2,795.99 | 66.97 | 2.4% | Above |
| 100-Day SMA | 2,742.92 | 120.04 | 4.4% | Above |
| 200-Day SMA | 2,718.14 | 144.82 | 5.3% | Above |
Bollinger Bands (20, 2):
Upper: 2,871.66
Middle: 2,837.33
Lower: 2,803.01
Bandwidth: 2.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 2,837.86
Kijun-sen: 2,831.23
Span A: 2,834.55
Span B: 2,782.61
Chikou Span: 2,798.43
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral61.75
Neutral 30–70MACD (12, 26, 9)
Bearish Cross15.68
Signal: 16.22 · Hist: -0.54Stochastic (14, 3)
Neutral%K: 86.64
%D: 85.77StochRSI (14)
Neutral%K: 59.85
%D: 45.95ADX (14) & Trend
Neutral10.96
+DI: 27.29 · -DI: 23.11CCI (20)
Neutral141.09
Range -100 to +100Williams %R (14)
Bearish-13.36
Range -100 to 0Ultimate Oscillator
Neutral55.67
Periods: 7, 14, 28ROC (12)
Bearish0.80%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral31.47
Bull: 31.47 · Bear: 19.56High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 2,873.23 | 2,802.49 | 70.74 | 2.5% | 17.49 | 0.6% | 85% | True | False | 0 |
| 10 | 2,873.23 | 2,802.49 | 70.74 | 2.5% | 16.38 | 0.6% | 85% | True | False | 0 |
| 20 | 2,873.23 | 2,796.34 | 76.89 | 2.7% | 18.53 | 0.6% | 87% | True | False | 0 |
| 40 | 2,873.23 | 2,691.99 | 181.24 | 6.3% | 19.26 | 0.7% | 94% | True | False | 0 |
| 60 | 2,873.23 | 2,676.81 | 196.42 | 6.9% | 19.25 | 0.7% | 95% | True | False | 0 |
| 80 | 2,873.23 | 2,594.62 | 278.61 | 9.7% | 20.31 | 0.7% | 96% | True | False | 0 |
| 100 | 2,873.23 | 2,553.80 | 319.43 | 11.2% | 23.56 | 0.8% | 97% | True | False | 0 |
| 120 | 2,873.23 | 2,553.80 | 319.43 | 11.2% | 26.08 | 0.9% | 97% | True | False | 0 |