S&P500 Cash Index
Trading Metrics calculated at close of trading on 15-Mar-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.47)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.5%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
1.3%
3-Month (63d)
8.2%
6-Month (126d)
18.8%
1-Year (252d)
46.4%
Year-To-Date (YTD)
7.2%
52-Week Range
52W Low: 2,191.86 (81.1%)
Position (100%)
52W High: 3,969.88 (0.0%)
Daily Pivots for day following 15-Mar-2021
Weekly Pivots for week ending 12-Mar-2021
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,166.83 |
| 2.618 | 4,091.20 |
| 1.618 | 4,044.86 |
| 1.000 | 4,016.22 |
| 0.618 | 3,998.52 |
| HIGH | 3,969.88 |
| 0.618 | 3,952.18 |
| 0.500 | 3,946.71 |
| 0.382 | 3,941.24 |
| LOW | 3,923.54 |
| 0.618 | 3,894.90 |
| 1.000 | 3,877.20 |
| 1.618 | 3,848.56 |
| 2.618 | 3,802.22 |
| 4.250 | 3,726.59 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 3,550.27 |
| 38.2% | 3,290.68 |
| 50.0% | 3,080.87 |
| 61.8% | 2,871.06 |
| 78.6% | 2,572.36 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 3,925.17 | 43.77 | 1.1% | Above |
| 10-Day SMA | 3,874.76 | 94.18 | 2.4% | Above |
| 20-Day SMA | 3,882.89 | 86.05 | 2.2% | Above |
| 50-Day SMA | 3,845.44 | 123.50 | 3.2% | Above |
| 100-Day SMA | 3,712.33 | 256.61 | 6.9% | Above |
| 200-Day SMA | 3,499.10 | 469.84 | 13.4% | Above |
Bollinger Bands (20, 2):
Upper: 3,986.66
Middle: 3,882.89
Lower: 3,779.13
Bandwidth: 5.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,846.61
Kijun-sen: 3,846.61
Span A: 3,846.61
Span B: 3,816.30
Chikou Span: 3,871.74
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral61.11
Neutral 30–70MACD (12, 26, 9)
Bullish Cross21.21
Signal: 12.48 · Hist: 8.73Stochastic (14, 3)
Neutral%K: 99.62
%D: 94.55StochRSI (14)
Neutral%K: 90.76
%D: 80.69ADX (14) & Trend
Neutral16.26
+DI: 23.34 · -DI: 22.66CCI (20)
Neutral127.14
Range -100 to +100Williams %R (14)
Neutral-0.38
Range -100 to 0Ultimate Oscillator
Neutral62.84
Periods: 7, 14, 28ROC (12)
Bullish3.65%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral76.35
Bull: 76.35 · Bear: 30.01High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 3,969.88 | 3,851.93 | 117.95 | 3.0% | 40.86 | 1.0% | 99% | True | False | 0 |
| 10 | 3,969.88 | 3,723.34 | 246.54 | 6.2% | 60.08 | 1.5% | 100% | True | False | 0 |
| 20 | 3,969.88 | 3,723.34 | 246.54 | 6.2% | 58.15 | 1.5% | 100% | True | False | 0 |
| 40 | 3,969.88 | 3,694.12 | 275.76 | 6.9% | 50.05 | 1.3% | 100% | True | False | 0 |
| 60 | 3,969.88 | 3,636.48 | 333.40 | 8.4% | 45.68 | 1.2% | 100% | True | False | 0 |
| 80 | 3,969.88 | 3,544.82 | 425.06 | 10.7% | 42.68 | 1.1% | 100% | True | False | 0 |
| 100 | 3,969.88 | 3,233.94 | 735.94 | 18.5% | 44.33 | 1.1% | 100% | True | False | 0 |
| 120 | 3,969.88 | 3,209.45 | 760.43 | 19.2% | 45.11 | 1.1% | 100% | True | False | 0 |