S&P500 Cash Index

Trading Metrics calculated at close of trading on 12-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) %: 1.0%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric09-Apr-202112-Apr-2021ChangeChange %Previous Week
Open4,096.114,124.7128.600.7%4,034.44
High4,129.484,131.762.280.1%4,129.48
Low4,095.514,114.8219.310.5%4,034.44
Close4,128.804,127.99-0.81-0.0%4,128.80
Range33.9716.94-17.03-50.1%95.04
ATR(14)44.4242.46-1.96-4.4%44.42
Volume

Multi-Period Performance

1-Month (21d)

4.8%

3-Month (63d)

7.9%

6-Month (126d)

19.8%

1-Year (252d)

48.0%

Year-To-Date (YTD)

11.5%

52-Week Range

52W Low: 2,721.17 (51.7%)

Position (100%)

52W High: 4,131.76 (0.1%)

Daily Pivots for day following 12-Apr-2021

LevelClassicWoodieCamarillaDeMark
R44,175.684,168.774,137.31
R34,158.744,151.834,132.65
R24,141.804,141.804,131.10
R14,134.894,134.894,129.544,138.35
PP4,124.864,124.864,124.864,126.58
S14,117.954,117.954,126.444,121.41
S24,107.924,107.924,124.88
S34,090.984,101.014,123.33
S44,074.044,084.074,118.67

Weekly Pivots for week ending 09-Apr-2021

LevelClassicWoodieCamarillaDeMark
R44,382.694,350.794,181.07
R34,287.654,255.754,154.94
R24,192.614,192.614,146.22
R14,160.714,160.714,137.514,176.66
PP4,097.574,097.574,097.574,105.55
S14,065.674,065.674,120.094,081.62
S24,002.534,002.534,111.38
S33,907.493,970.634,102.66
S43,812.453,875.594,076.53

Fisher Pivots for day following 12-Apr-2021

Pivot1 Day3 Day
R14,126.424,121.04
PP4,124.864,114.10
S14,123.294,107.15

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2504,203.76
2.6184,176.11
1.6184,159.17
1.0004,148.70
0.6184,142.23
HIGH4,131.76
0.6184,125.29
0.5004,123.29
0.3824,121.29
LOW4,114.82
0.6184,104.35
1.0004,097.88
1.6184,087.41
2.6184,070.47
4.2504,042.82

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%3,798.86
38.2%3,592.91
50.0%3,426.47
61.8%3,260.02
78.6%3,023.04

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA4,101.5726.420.6%Above
10-Day SMA4,050.8277.171.9%Above
20-Day SMA3,993.34134.653.4%Above
50-Day SMA3,920.94207.065.3%Above
100-Day SMA3,817.57310.428.1%Above
200-Day SMA3,583.09544.9015.2%Above

Bollinger Bands (20, 2):

Upper: 4,144.02

Middle: 3,993.34

Lower: 3,842.66

Bandwidth: 7.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,038.06

Kijun-sen: 3,930.98

Span A: 3,984.52

Span B: 3,912.94

Chikou Span: 3,768.47

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Bearish
72.00
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
59.18
Signal: 43.88 · Hist: 15.30

Stochastic (14, 3)

Bearish
%K: 98.64
%D: 99.33

StochRSI (14)

Neutral
%K: 99.75
%D: 99.33

ADX (14) & Trend

Neutral
19.14
+DI: 35.61 · -DI: 15.49

CCI (20)

Oversold
141.75
Range -100 to +100

Williams %R (14)

Bearish
-1.36
Range -100 to 0

Ultimate Oscillator

Bullish
77.75
Periods: 7, 14, 28

ROC (12)

Bullish
6.14%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
89.30
Bull: 89.30 · Bear: 72.36

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch4.59
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
54,131.764,068.1463.621.5%19.890.5%94%TrueFalse0
104,131.763,943.25188.514.6%26.600.6%98%TrueFalse0
204,131.763,854.44277.326.7%37.840.9%99%TrueFalse0
404,131.763,723.34408.429.9%47.621.2%99%TrueFalse0
604,131.763,694.12437.6410.6%45.721.1%99%TrueFalse0
804,131.763,636.48495.2812.0%43.581.1%99%TrueFalse0
1004,131.763,544.82586.9414.2%41.531.0%99%TrueFalse0
1204,131.763,233.94897.8221.7%43.551.1%100%TrueFalse0