S&P500 Cash Index
Trading Metrics calculated at close of trading on 25-Oct-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.16)
Moving Averages
Neutral
0.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.3%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
5.6%
3-Month (63d)
-4.1%
6-Month (126d)
-7.6%
1-Year (252d)
-15.5%
Year-To-Date (YTD)
-19.5%
52-Week Range
52W Low: 3,491.58 (10.5%)
Position (28%)
52W High: 4,818.62 (19.9%)
Daily Pivots for day following 25-Oct-2022
Weekly Pivots for week ending 21-Oct-2022
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,132.34 |
| 2.618 | 4,028.86 |
| 1.618 | 3,965.45 |
| 1.000 | 3,926.26 |
| 0.618 | 3,902.04 |
| HIGH | 3,862.85 |
| 0.618 | 3,838.63 |
| 0.500 | 3,831.14 |
| 0.382 | 3,823.66 |
| LOW | 3,799.44 |
| 0.618 | 3,760.25 |
| 1.000 | 3,736.03 |
| 1.618 | 3,696.84 |
| 2.618 | 3,633.43 |
| 4.250 | 3,529.95 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 4,505.44 |
| 38.2% | 4,311.69 |
| 50.0% | 4,155.10 |
| 61.8% | 3,998.51 |
| 78.6% | 3,775.57 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 3,754.03 | 105.08 | 2.8% | Above |
| 10-Day SMA | 3,699.81 | 159.30 | 4.3% | Above |
| 20-Day SMA | 3,689.06 | 170.05 | 4.6% | Above |
| 50-Day SMA | 3,868.49 | -9.38 | -0.2% | Below |
| 100-Day SMA | 3,911.78 | -52.67 | -1.3% | Below |
| 200-Day SMA | 4,126.13 | -267.02 | -6.5% | Below |
Bollinger Bands (20, 2):
Upper: 3,847.35
Middle: 3,689.06
Lower: 3,530.78
Bandwidth: 8.6%
Ichimoku Kinko Hyo:
Tenkan-sen: 3,677.22
Kijun-sen: 3,699.32
Span A: 3,688.27
Span B: 3,908.43
Chikou Span: 3,899.89
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral57.77
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-19.18
Signal: -52.76 · Hist: 33.59Stochastic (14, 3)
Neutral%K: 98.99
%D: 92.54StochRSI (14)
Neutral%K: 100.00
%D: 93.50ADX (14) & Trend
Neutral26.11
+DI: 21.99 · -DI: 20.36CCI (20)
Neutral176.24
Range -100 to +100Williams %R (14)
Neutral-1.01
Range -100 to 0Ultimate Oscillator
Neutral61.21
Periods: 7, 14, 28ROC (12)
Bullish6.03%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral137.43
Bull: 137.43 · Bear: 74.02High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 3,862.85 | 3,647.42 | 215.43 | 5.6% | 76.91 | 2.0% | 98% | True | False | 0 |
| 10 | 3,862.85 | 3,491.58 | 371.27 | 9.6% | 87.18 | 2.3% | 99% | True | False | 0 |
| 20 | 3,862.85 | 3,491.58 | 371.27 | 9.6% | 82.69 | 2.1% | 99% | True | False | 0 |
| 40 | 4,119.28 | 3,491.58 | 627.70 | 16.3% | 76.42 | 2.0% | 59% | False | False | 0 |
| 60 | 4,325.28 | 3,491.58 | 833.70 | 21.6% | 68.01 | 1.8% | 44% | False | False | 0 |
| 80 | 4,325.28 | 3,491.58 | 833.70 | 21.6% | 66.80 | 1.7% | 44% | False | False | 0 |
| 100 | 4,325.28 | 3,491.58 | 833.70 | 21.6% | 68.63 | 1.8% | 44% | False | False | 0 |
| 120 | 4,325.28 | 3,491.58 | 833.70 | 21.6% | 72.92 | 1.9% | 44% | False | False | 0 |