S&P500 Cash Index
Trading Metrics calculated at close of trading on 13-Dec-2019
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
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)
Multi-Period Performance
1-Month (21d)
2.4%
3-Month (63d)
5.7%
6-Month (126d)
9.7%
1-Year (252d)
19.6%
Year-To-Date (YTD)
26.2%
52-Week Range
52W Low: 2,346.58 (35.0%)
Position (98%)
52W High: 3,182.40 (0.4%)
Daily Pivots for day following 13-Dec-2019
Weekly Pivots for week ending 13-Dec-2019
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 3,292.22 |
| 2.618 | 3,250.05 |
| 1.618 | 3,224.21 |
| 1.000 | 3,208.24 |
| 0.618 | 3,198.37 |
| HIGH | 3,182.40 |
| 0.618 | 3,172.53 |
| 0.500 | 3,169.48 |
| 0.382 | 3,166.43 |
| LOW | 3,156.56 |
| 0.618 | 3,140.59 |
| 1.000 | 3,130.72 |
| 1.618 | 3,114.75 |
| 2.618 | 3,088.91 |
| 4.250 | 3,046.74 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 2,985.15 |
| 38.2% | 2,863.12 |
| 50.0% | 2,764.49 |
| 61.8% | 2,665.86 |
| 78.6% | 2,525.45 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 3,149.50 | 19.30 | 0.6% | Above |
| 10-Day SMA | 3,133.07 | 35.74 | 1.1% | Above |
| 20-Day SMA | 3,129.22 | 39.58 | 1.3% | Above |
| 50-Day SMA | 3,063.54 | 105.26 | 3.4% | Above |
| 100-Day SMA | 3,003.47 | 165.33 | 5.5% | Above |
| 200-Day SMA | 2,944.42 | 224.38 | 7.6% | Above |
Bollinger Bands (20, 2):
Upper: 3,169.44
Middle: 3,129.22
Lower: 3,089.00
Bandwidth: 2.6%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,126.44
Kijun-sen: 3,126.44
Span A: 3,126.44
Span B: 3,019.18
Chikou Span: 3,076.78
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral67.08
Neutral 30–70MACD (12, 26, 9)
Bullish Cross23.64
Signal: 23.27 · Hist: 0.37Stochastic (14, 3)
Bearish%K: 87.85
%D: 88.49StochRSI (14)
Neutral%K: 57.13
%D: 47.17ADX (14) & Trend
Strong Trend22.73
+DI: 38.98 · -DI: 20.93CCI (20)
Neutral162.15
Range -100 to +100Williams %R (14)
Bearish-12.15
Range -100 to 0Ultimate Oscillator
Neutral63.87
Periods: 7, 14, 28ROC (12)
Bearish0.90%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral45.43
Bull: 45.43 · Bear: 19.59High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 3,182.40 | 3,126.09 | 56.31 | 1.8% | 20.77 | 0.7% | 76% | True | False | 0 |
| 10 | 3,182.40 | 3,070.49 | 111.91 | 3.5% | 21.04 | 0.7% | 88% | True | False | 0 |
| 20 | 3,182.40 | 3,070.49 | 111.91 | 3.5% | 17.96 | 0.6% | 88% | True | False | 0 |
| 40 | 3,182.40 | 2,976.31 | 206.09 | 6.5% | 17.27 | 0.5% | 93% | True | False | 0 |
| 60 | 3,182.40 | 2,855.96 | 326.44 | 10.3% | 21.86 | 0.7% | 96% | True | False | 0 |
| 80 | 3,182.40 | 2,834.97 | 347.43 | 11.0% | 23.00 | 0.7% | 96% | True | False | 0 |
| 100 | 3,182.40 | 2,822.12 | 360.28 | 11.4% | 25.88 | 0.8% | 96% | True | False | 0 |
| 120 | 3,182.40 | 2,822.12 | 360.28 | 11.4% | 24.55 | 0.8% | 96% | True | False | 0 |