S&P500 Cash Index

Trading Metrics calculated at close of trading on 25-Apr-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 0.7%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric24-Apr-201925-Apr-2019ChangeChange %Previous Week
Open2,934.002,928.99-5.01-0.2%2,908.32
High2,936.832,933.10-3.73-0.1%2,918.00
Low2,926.052,912.84-13.21-0.5%2,891.90
Close2,927.252,926.17-1.08-0.0%2,905.03
Range10.7820.269.4887.9%26.10
ATR(14)20.3720.36-0.01-0.0%21.12
Volume

Multi-Period Performance

1-Month (21d)

3.8%

3-Month (63d)

10.7%

6-Month (126d)

6.2%

1-Year (252d)

11.1%

Year-To-Date (YTD)

16.6%

52-Week Range

52W Low: 2,346.58 (24.7%)

Position (98%)

52W High: 2,940.91 (0.5%)

Daily Pivots for day following 25-Apr-2019

LevelClassicWoodieCamarillaDeMark
R42,984.822,975.752,937.31
R32,964.562,955.492,931.74
R22,944.302,944.302,929.88
R12,935.232,935.232,928.032,929.64
PP2,924.042,924.042,924.042,921.24
S12,914.972,914.972,924.312,909.38
S22,903.782,903.782,922.46
S32,883.522,894.712,920.60
S42,863.262,874.452,915.03

Weekly Pivots for week ending 19-Apr-2019

LevelClassicWoodieCamarillaDeMark
R42,983.282,970.252,919.39
R32,957.182,944.152,912.21
R22,931.082,931.082,909.82
R12,918.052,918.052,907.422,911.51
PP2,904.982,904.982,904.982,901.71
S12,891.952,891.952,902.642,885.41
S22,878.882,878.882,900.25
S32,852.782,865.852,897.85
S42,826.682,839.752,890.68

Fisher Pivots for day following 25-Apr-2019

Pivot1 Day3 Day
R12,925.102,925.01
PP2,924.042,923.84
S12,922.972,922.68

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2503,019.20
2.6182,986.14
1.6182,965.88
1.0002,953.36
0.6182,945.62
HIGH2,933.10
0.6182,925.36
0.5002,922.97
0.3822,920.58
LOW2,912.84
0.6182,900.32
1.0002,892.58
1.6182,880.06
2.6182,859.80
4.2502,826.74

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%2,800.65
38.2%2,713.88
50.0%2,643.74
61.8%2,573.61
78.6%2,473.77

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA2,920.026.150.2%Above
10-Day SMA2,910.8915.280.5%Above
20-Day SMA2,890.0536.131.2%Above
50-Day SMA2,832.1694.013.3%Above
100-Day SMA2,724.09202.087.4%Above
200-Day SMA2,769.85156.335.6%Above

Bollinger Bands (20, 2):

Upper: 2,947.25

Middle: 2,890.05

Lower: 2,832.84

Bandwidth: 4.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 2,914.36

Kijun-sen: 2,860.93

Span A: 2,887.64

Span B: 2,820.31

Chikou Span: 2,832.57

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
69.41
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
29.43
Signal: 29.38 · Hist: 0.05

Stochastic (14, 3)

Bearish
%K: 83.21
%D: 88.59

StochRSI (14)

Neutral
%K: 75.59
%D: 73.71

ADX (14) & Trend

Strong Trend
33.90
+DI: 32.72 · -DI: 16.11

CCI (20)

Oversold
108.92
Range -100 to +100

Williams %R (14)

Bearish
-16.79
Range -100 to 0

Ultimate Oscillator

Neutral
61.45
Periods: 7, 14, 28

ROC (12)

Bearish
1.05%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
28.81
Bull: 28.81 · Bear: 8.55

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch2.55
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
52,936.832,891.9044.931.5%17.700.6%76%FalseFalse0
102,936.832,881.9954.841.9%16.310.6%81%FalseFalse0
202,936.832,798.77138.064.7%15.980.5%92%FalseFalse0
402,936.832,722.27214.567.3%20.930.7%95%FalseFalse0
602,936.832,648.34288.499.9%20.980.7%96%FalseFalse0
802,936.832,443.96492.8716.8%23.610.8%98%FalseFalse0
1002,936.832,346.58590.2520.2%31.451.1%98%FalseFalse0
1202,936.832,346.58590.2520.2%32.451.1%98%FalseFalse0