S&P500 Cash Index
Trading Metrics calculated at close of trading on 06-Apr-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) %: 1.2%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
6.0%
3-Month (63d)
10.1%
6-Month (126d)
21.7%
1-Year (252d)
63.7%
Year-To-Date (YTD)
10.1%
52-Week Range
52W Low: 2,574.57 (58.2%)
Position (99%)
52W High: 4,086.23 (0.3%)
Daily Pivots for day following 06-Apr-2021
Weekly Pivots for week ending 02-Apr-2021
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,163.11 |
| 2.618 | 4,133.59 |
| 1.618 | 4,115.50 |
| 1.000 | 4,104.32 |
| 0.618 | 4,097.41 |
| HIGH | 4,086.23 |
| 0.618 | 4,079.32 |
| 0.500 | 4,077.18 |
| 0.382 | 4,075.05 |
| LOW | 4,068.14 |
| 0.618 | 4,056.96 |
| 1.000 | 4,050.05 |
| 1.618 | 4,038.87 |
| 2.618 | 4,020.78 |
| 4.250 | 3,991.26 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 3,729.48 |
| 38.2% | 3,508.78 |
| 50.0% | 3,330.40 |
| 61.8% | 3,152.02 |
| 78.6% | 2,898.07 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 4,020.63 | 53.31 | 1.3% | Above |
| 10-Day SMA | 3,975.80 | 98.14 | 2.5% | Above |
| 20-Day SMA | 3,954.49 | 119.45 | 3.0% | Above |
| 50-Day SMA | 3,897.12 | 176.82 | 4.5% | Above |
| 100-Day SMA | 3,795.63 | 278.31 | 7.3% | Above |
| 200-Day SMA | 3,562.90 | 511.04 | 14.3% | Above |
Bollinger Bands (20, 2):
Upper: 4,061.10
Middle: 3,954.49
Lower: 3,847.88
Bandwidth: 5.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,970.34
Kijun-sen: 3,904.78
Span A: 3,937.56
Span B: 3,890.18
Chikou Span: 3,811.15
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral67.59
Neutral 30–70MACD (12, 26, 9)
Bullish Cross42.16
Signal: 29.03 · Hist: 13.13Stochastic (14, 3)
Bearish%K: 94.70
%D: 97.28StochRSI (14)
Neutral%K: 98.81
%D: 89.82ADX (14) & Trend
Neutral13.57
+DI: 32.28 · -DI: 17.77CCI (20)
Oversold222.43
Range -100 to +100Williams %R (14)
Bearish-5.30
Range -100 to 0Ultimate Oscillator
Neutral69.26
Periods: 7, 14, 28ROC (12)
Bullish4.05%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control102.88
Bull: 102.88 · Bear: 84.79High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,086.23 | 3,944.35 | 141.88 | 3.5% | 29.20 | 0.7% | 91% | True | False | 0 |
| 10 | 4,086.23 | 3,854.44 | 231.79 | 5.7% | 41.00 | 1.0% | 95% | True | False | 0 |
| 20 | 4,086.23 | 3,851.93 | 234.30 | 5.8% | 41.67 | 1.0% | 95% | True | False | 0 |
| 40 | 4,086.23 | 3,723.34 | 362.89 | 8.9% | 48.60 | 1.2% | 97% | True | False | 0 |
| 60 | 4,086.23 | 3,694.12 | 392.11 | 9.6% | 46.61 | 1.1% | 97% | True | False | 0 |
| 80 | 4,086.23 | 3,633.40 | 452.83 | 11.1% | 44.68 | 1.1% | 97% | True | False | 0 |
| 100 | 4,086.23 | 3,511.91 | 574.32 | 14.1% | 42.33 | 1.0% | 98% | True | False | 0 |
| 120 | 4,086.23 | 3,233.94 | 852.29 | 20.9% | 44.22 | 1.1% | 99% | True | False | 0 |