S&P500 Cash Index
Trading Metrics calculated at close of trading on 11-Dec-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.32)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Buy
+0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 0.8%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
6.3%
3-Month (63d)
3.6%
6-Month (126d)
6.5%
1-Year (252d)
16.6%
Year-To-Date (YTD)
20.9%
52-Week Range
52W Low: 3,764.49 (22.8%)
Position (100%)
52W High: 4,623.70 (0.0%)
Daily Pivots for day following 11-Dec-2023
Weekly Pivots for week ending 08-Dec-2023
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,752.52 |
| 2.618 | 4,703.05 |
| 1.618 | 4,672.74 |
| 1.000 | 4,654.01 |
| 0.618 | 4,642.43 |
| HIGH | 4,623.70 |
| 0.618 | 4,612.12 |
| 0.500 | 4,608.55 |
| 0.382 | 4,604.97 |
| LOW | 4,593.39 |
| 0.618 | 4,574.66 |
| 1.000 | 4,563.08 |
| 1.618 | 4,544.35 |
| 2.618 | 4,514.04 |
| 4.250 | 4,464.57 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 4,420.93 |
| 38.2% | 4,295.48 |
| 50.0% | 4,194.09 |
| 61.8% | 4,092.71 |
| 78.6% | 3,948.36 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 4,585.78 | 36.66 | 0.8% | Above |
| 10-Day SMA | 4,576.66 | 45.78 | 1.0% | Above |
| 20-Day SMA | 4,547.55 | 74.89 | 1.6% | Above |
| 50-Day SMA | 4,393.63 | 228.81 | 5.2% | Above |
| 100-Day SMA | 4,423.16 | 199.28 | 4.5% | Above |
| 200-Day SMA | 4,302.75 | 319.69 | 7.4% | Above |
Bollinger Bands (20, 2):
Upper: 4,637.02
Middle: 4,547.55
Lower: 4,458.08
Bandwidth: 3.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 4,580.47
Kijun-sen: 4,481.53
Span A: 4,531.00
Span B: 4,363.74
Chikou Span: 4,317.78
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral71.16
Neutral 30–70MACD (12, 26, 9)
Bearish Cross58.86
Signal: 59.94 · Hist: -1.08Stochastic (14, 3)
Neutral%K: 98.72
%D: 93.32StochRSI (14)
Neutral%K: 60.45
%D: 36.21ADX (14) & Trend
Strong Trend41.28
+DI: 33.78 · -DI: 9.43CCI (20)
Neutral141.24
Range -100 to +100Williams %R (14)
Neutral-1.28
Range -100 to 0Ultimate Oscillator
Neutral64.34
Periods: 7, 14, 28ROC (12)
Bearish1.44%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral60.13
Bull: 60.13 · Bear: 29.82High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,623.70 | 4,546.50 | 77.20 | 1.7% | 32.26 | 0.7% | 98% | True | False | 0 |
| 10 | 4,623.70 | 4,537.24 | 86.46 | 1.9% | 33.24 | 0.7% | 99% | True | False | 0 |
| 20 | 4,623.70 | 4,393.82 | 229.88 | 5.0% | 29.44 | 0.6% | 99% | True | False | 0 |
| 40 | 4,623.70 | 4,103.78 | 519.92 | 11.2% | 38.85 | 0.8% | 100% | True | False | 0 |
| 60 | 4,623.70 | 4,103.78 | 519.92 | 11.2% | 42.74 | 0.9% | 100% | True | False | 0 |
| 80 | 4,623.70 | 4,103.78 | 519.92 | 11.2% | 41.89 | 0.9% | 100% | True | False | 0 |
| 100 | 4,623.70 | 4,103.78 | 519.92 | 11.2% | 41.39 | 0.9% | 100% | True | False | 0 |
| 120 | 4,623.70 | 4,103.78 | 519.92 | 11.2% | 39.62 | 0.9% | 100% | True | False | 0 |