S&P500 Cash Index
Trading Metrics calculated at close of trading on 09-Mar-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.32)
Moving Averages
Strong Buy
+0.67
Oscillators
Buy
+0.11
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.7%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-0.3%
3-Month (63d)
4.8%
6-Month (126d)
13.1%
1-Year (252d)
41.1%
Year-To-Date (YTD)
4.7%
52-Week Range
52W Low: 2,191.86 (76.8%)
Position (96%)
52W High: 3,950.43 (1.9%)
Daily Pivots for day following 09-Mar-2021
Weekly Pivots for week ending 05-Mar-2021
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,124.04 |
| 2.618 | 4,039.45 |
| 1.618 | 3,987.62 |
| 1.000 | 3,955.59 |
| 0.618 | 3,935.79 |
| HIGH | 3,903.76 |
| 0.618 | 3,883.96 |
| 0.500 | 3,877.85 |
| 0.382 | 3,871.73 |
| LOW | 3,851.93 |
| 0.618 | 3,819.90 |
| 1.000 | 3,800.10 |
| 1.618 | 3,768.07 |
| 2.618 | 3,716.24 |
| 4.250 | 3,631.65 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 3,535.41 |
| 38.2% | 3,278.66 |
| 50.0% | 3,071.14 |
| 61.8% | 2,863.63 |
| 78.6% | 2,568.19 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 3,825.38 | 50.06 | 1.3% | Above |
| 10-Day SMA | 3,846.50 | 28.95 | 0.8% | Above |
| 20-Day SMA | 3,878.99 | -3.55 | -0.1% | Below |
| 50-Day SMA | 3,828.38 | 47.06 | 1.2% | Above |
| 100-Day SMA | 3,693.65 | 181.79 | 4.9% | Above |
| 200-Day SMA | 3,480.41 | 395.03 | 11.4% | Above |
Bollinger Bands (20, 2):
Upper: 3,973.20
Middle: 3,878.99
Lower: 3,784.77
Bandwidth: 4.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,823.77
Kijun-sen: 3,836.89
Span A: 3,830.33
Span B: 3,806.57
Chikou Span: 3,714.24
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral52.68
Neutral 30–70MACD (12, 26, 9)
Bearish Cross0.61
Signal: 9.73 · Hist: -9.12Stochastic (14, 3)
Neutral%K: 73.45
%D: 57.43StochRSI (14)
Neutral%K: 38.92
%D: 24.38ADX (14) & Trend
Neutral19.48
+DI: 18.10 · -DI: 28.01CCI (20)
Neutral-2.96
Range -100 to +100Williams %R (14)
Neutral-26.55
Range -100 to 0Ultimate Oscillator
Neutral52.26
Periods: 7, 14, 28ROC (12)
Bullish-0.80%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control51.28
Bull: 51.28 · Bear: -0.55High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 3,903.76 | 3,723.34 | 180.42 | 4.7% | 82.09 | 2.1% | 84% | True | False | 0 |
| 10 | 3,928.65 | 3,723.34 | 205.31 | 5.3% | 76.94 | 2.0% | 74% | False | False | 0 |
| 20 | 3,950.43 | 3,723.34 | 227.09 | 5.9% | 56.97 | 1.5% | 67% | False | False | 0 |
| 40 | 3,950.43 | 3,694.12 | 256.31 | 6.6% | 49.30 | 1.3% | 71% | False | False | 0 |
| 60 | 3,950.43 | 3,633.40 | 317.03 | 8.2% | 45.69 | 1.2% | 76% | False | False | 0 |
| 80 | 3,950.43 | 3,518.58 | 431.85 | 11.1% | 42.58 | 1.1% | 83% | False | False | 0 |
| 100 | 3,950.43 | 3,233.94 | 716.49 | 18.5% | 44.92 | 1.2% | 90% | False | False | 0 |
| 120 | 3,950.43 | 3,209.45 | 740.98 | 19.1% | 45.65 | 1.2% | 90% | False | False | 0 |