S&P500 Cash Index
Trading Metrics calculated at close of trading on 29-Mar-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.21)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.4%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.2%
3-Month (63d)
7.2%
6-Month (126d)
20.4%
1-Year (252d)
56.3%
Year-To-Date (YTD)
7.3%
52-Week Range
52W Low: 2,447.49 (62.3%)
Position (99%)
52W High: 3,983.87 (0.3%)
Daily Pivots for day following 29-Mar-2021
Weekly Pivots for week ending 26-Mar-2021
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,145.80 |
| 2.618 | 4,082.83 |
| 1.618 | 4,044.25 |
| 1.000 | 4,020.41 |
| 0.618 | 4,005.67 |
| HIGH | 3,981.83 |
| 0.618 | 3,967.09 |
| 0.500 | 3,962.54 |
| 0.382 | 3,957.99 |
| LOW | 3,943.25 |
| 0.618 | 3,919.41 |
| 1.000 | 3,904.67 |
| 1.618 | 3,880.83 |
| 2.618 | 3,842.25 |
| 4.250 | 3,779.29 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 3,621.28 |
| 38.2% | 3,396.97 |
| 50.0% | 3,215.68 |
| 61.8% | 3,034.39 |
| 78.6% | 2,776.28 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 3,930.96 | 40.13 | 1.0% | Above |
| 10-Day SMA | 3,936.08 | 35.01 | 0.9% | Above |
| 20-Day SMA | 3,905.42 | 65.67 | 1.7% | Above |
| 50-Day SMA | 3,877.33 | 93.76 | 2.4% | Above |
| 100-Day SMA | 3,768.43 | 202.66 | 5.4% | Above |
| 200-Day SMA | 3,539.70 | 431.40 | 12.2% | Above |
Bollinger Bands (20, 2):
Upper: 4,019.26
Middle: 3,905.42
Lower: 3,791.59
Bandwidth: 5.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,919.15
Kijun-sen: 3,853.61
Span A: 3,886.38
Span B: 3,838.99
Chikou Span: 3,906.71
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral58.59
Neutral 30–70MACD (12, 26, 9)
Bullish Cross22.34
Signal: 20.30 · Hist: 2.04Stochastic (14, 3)
Neutral%K: 90.13
%D: 79.30StochRSI (14)
Neutral%K: 64.05
%D: 47.41ADX (14) & Trend
Neutral12.02
+DI: 22.67 · -DI: 23.36CCI (20)
Neutral94.98
Range -100 to +100Williams %R (14)
Bearish-9.87
Range -100 to 0Ultimate Oscillator
Neutral58.35
Periods: 7, 14, 28ROC (12)
Bearish0.81%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control53.60
Bull: 53.60 · Bear: 15.02High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 3,981.83 | 3,854.44 | 127.39 | 3.2% | 52.80 | 1.3% | 92% | True | False | 0 |
| 10 | 3,983.87 | 3,854.44 | 129.43 | 3.3% | 48.30 | 1.2% | 90% | False | False | 0 |
| 20 | 3,983.87 | 3,723.34 | 260.53 | 6.6% | 54.19 | 1.4% | 95% | False | False | 0 |
| 40 | 3,983.87 | 3,723.34 | 260.53 | 6.6% | 49.84 | 1.3% | 95% | False | False | 0 |
| 60 | 3,983.87 | 3,662.71 | 321.16 | 8.1% | 49.27 | 1.2% | 96% | False | False | 0 |
| 80 | 3,983.87 | 3,633.40 | 350.47 | 8.8% | 44.46 | 1.1% | 96% | False | False | 0 |
| 100 | 3,983.87 | 3,336.25 | 647.62 | 16.3% | 43.98 | 1.1% | 98% | False | False | 0 |
| 120 | 3,983.87 | 3,233.94 | 749.93 | 18.9% | 44.78 | 1.1% | 98% | False | False | 0 |