S&P500 Cash Index
Trading Metrics calculated at close of trading on 01-Apr-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) %: 1.3%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
5.2%
3-Month (63d)
7.7%
6-Month (126d)
19.5%
1-Year (252d)
62.7%
Year-To-Date (YTD)
8.6%
52-Week Range
52W Low: 2,455.79 (63.7%)
Position (100%)
52W High: 4,020.62 (0.0%)
Daily Pivots for day following 01-Apr-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 | 4,138.94 |
| 2.618 | 4,093.51 |
| 1.618 | 4,065.67 |
| 1.000 | 4,048.46 |
| 0.618 | 4,037.83 |
| HIGH | 4,020.62 |
| 0.618 | 4,009.99 |
| 0.500 | 4,006.70 |
| 0.382 | 4,003.41 |
| LOW | 3,992.78 |
| 0.618 | 3,975.57 |
| 1.000 | 3,964.94 |
| 1.618 | 3,947.73 |
| 2.618 | 3,919.89 |
| 4.250 | 3,874.46 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 3,651.32 |
| 38.2% | 3,422.85 |
| 50.0% | 3,238.20 |
| 61.8% | 3,053.56 |
| 78.6% | 2,790.66 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 3,979.39 | 40.48 | 1.0% | Above |
| 10-Day SMA | 3,945.98 | 73.89 | 1.9% | Above |
| 20-Day SMA | 3,930.06 | 89.81 | 2.3% | Above |
| 50-Day SMA | 3,887.97 | 131.90 | 3.4% | Above |
| 100-Day SMA | 3,784.71 | 235.16 | 6.2% | Above |
| 200-Day SMA | 3,553.29 | 466.58 | 13.1% | Above |
Bollinger Bands (20, 2):
Upper: 4,025.76
Middle: 3,930.06
Lower: 3,834.37
Bandwidth: 4.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,937.53
Kijun-sen: 3,871.98
Span A: 3,904.76
Span B: 3,857.37
Chikou Span: 3,925.43
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral63.27
Neutral 30–70MACD (12, 26, 9)
Bullish Cross28.88
Signal: 23.00 · Hist: 5.87Stochastic (14, 3)
Neutral%K: 99.55
%D: 88.20StochRSI (14)
Neutral%K: 78.92
%D: 74.53ADX (14) & Trend
Neutral11.15
+DI: 26.44 · -DI: 19.98CCI (20)
Neutral153.47
Range -100 to +100Williams %R (14)
Neutral-0.45
Range -100 to 0Ultimate Oscillator
Neutral63.01
Periods: 7, 14, 28ROC (12)
Bullish1.44%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral70.65
Bull: 70.65 · Bear: 42.81High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,020.62 | 3,917.12 | 103.50 | 2.6% | 35.45 | 0.9% | 99% | True | False | 0 |
| 10 | 4,020.62 | 3,854.44 | 166.18 | 4.1% | 42.75 | 1.1% | 100% | True | False | 0 |
| 20 | 4,020.62 | 3,730.19 | 290.43 | 7.2% | 47.48 | 1.2% | 100% | True | False | 0 |
| 40 | 4,020.62 | 3,723.34 | 297.28 | 7.4% | 48.29 | 1.2% | 100% | True | False | 0 |
| 60 | 4,020.62 | 3,694.12 | 326.50 | 8.1% | 47.57 | 1.2% | 100% | True | False | 0 |
| 80 | 4,020.62 | 3,633.40 | 387.22 | 9.6% | 44.45 | 1.1% | 100% | True | False | 0 |
| 100 | 4,020.62 | 3,484.34 | 536.28 | 13.3% | 43.00 | 1.1% | 100% | True | False | 0 |
| 120 | 4,020.62 | 3,233.94 | 786.68 | 19.6% | 44.29 | 1.1% | 100% | True | False | 0 |