S&P500 Cash Index

Trading Metrics calculated at close of trading on 13-Apr-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)
Moving Averages

Strong Sell

-0.67

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.6%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric12-Apr-202213-Apr-2022ChangeChange %Previous Week
Open4,437.594,394.30-43.29-1.0%4,547.97
High4,471.004,453.92-17.08-0.4%4,593.45
Low4,381.344,392.7011.360.3%4,450.04
Close4,397.454,446.5949.141.1%4,488.28
Range89.6661.22-28.44-31.7%143.41
ATR(14)72.3571.55-0.79-1.1%70.33
Volume

Multi-Period Performance

1-Month (21d)

4.3%

3-Month (63d)

-5.9%

6-Month (126d)

1.9%

1-Year (252d)

6.6%

Year-To-Date (YTD)

-7.3%

52-Week Range

52W Low: 4,056.88 (9.6%)

Position (51%)

52W High: 4,818.62 (7.7%)

Daily Pivots for day following 13-Apr-2022

LevelClassicWoodieCamarillaDeMark
R44,614.734,591.884,480.26
R34,553.514,530.664,463.43
R24,492.294,492.294,457.81
R14,469.444,469.444,452.204,480.87
PP4,431.074,431.074,431.074,436.78
S14,408.224,408.224,440.984,419.65
S24,369.854,369.854,435.37
S34,308.634,347.004,429.75
S44,247.414,285.784,412.92

Weekly Pivots for week ending 08-Apr-2022

LevelClassicWoodieCamarillaDeMark
R44,940.824,857.964,567.16
R34,797.414,714.554,527.72
R24,654.004,654.004,514.57
R14,571.144,571.144,501.434,540.86
PP4,510.594,510.594,510.594,495.45
S14,427.734,427.734,475.134,397.45
S24,367.184,367.184,461.99
S34,223.774,284.324,448.84
S44,080.364,140.914,409.40

Fisher Pivots for day following 13-Apr-2022

Pivot1 Day3 Day
R14,438.834,439.78
PP4,431.074,432.98
S14,423.314,426.17

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2504,714.11
2.6184,614.19
1.6184,552.97
1.0004,515.14
0.6184,491.75
HIGH4,453.92
0.6184,430.53
0.5004,423.31
0.3824,416.09
LOW4,392.70
0.6184,354.87
1.0004,331.48
1.6184,293.65
2.6184,232.43
4.2504,132.51

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%4,638.85
38.2%4,527.64
50.0%4,437.75
61.8%4,347.86
78.6%4,219.89

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA4,449.01-2.42-0.1%Below
10-Day SMA4,491.02-44.43-1.0%Below
20-Day SMA4,504.34-57.75-1.3%Below
50-Day SMA4,422.3224.270.5%Above
100-Day SMA4,525.74-79.15-1.7%Below
200-Day SMA4,494.79-48.20-1.1%Below

Bollinger Bands (20, 2):

Upper: 4,630.93

Middle: 4,504.34

Lower: 4,377.76

Bandwidth: 5.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,487.40

Kijun-sen: 4,399.51

Span A: 4,443.45

Span B: 4,376.68

Chikou Span: 4,170.70

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
48.71
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
11.96
Signal: 28.57 · Hist: -16.60

Stochastic (14, 3)

Neutral
%K: 25.49
%D: 11.20

StochRSI (14)

Bullish
%K: 7.02
%D: 4.12

ADX (14) & Trend

Neutral
17.41
+DI: 19.12 · -DI: 27.00

CCI (20)

Neutral
-90.31
Range -100 to +100

Williams %R (14)

Neutral
-74.51
Range -100 to 0

Ultimate Oscillator

Neutral
42.43
Periods: 7, 14, 28

ROC (12)

Bullish
-2.82%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
-20.54
Bull: -20.54 · Bear: -81.76

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDTrue
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch13.12
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
54,521.164,381.34139.823.1%64.431.4%47%FalseFalse0
104,603.074,381.34221.735.0%61.341.4%29%FalseFalse0
204,637.304,335.65301.656.8%58.621.3%37%FalseFalse0
404,637.304,116.06521.2411.7%74.921.7%63%FalseFalse0
604,637.304,116.06521.2411.7%81.511.8%63%FalseFalse0
804,818.624,116.06702.5615.8%74.551.7%47%FalseFalse0
1004,818.624,116.06702.5615.8%72.801.6%47%FalseFalse0
1204,818.624,116.06702.5615.8%65.961.5%47%FalseFalse0