S&P500 Cash Index
Trading Metrics calculated at close of trading on 23-Jan-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.42)
Moving Averages
Strong Buy
+1.00
Oscillators
Neutral
0.00
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)
3.5%
3-Month (63d)
15.2%
6-Month (126d)
6.8%
1-Year (252d)
22.5%
Year-To-Date (YTD)
2.6%
52-Week Range
52W Low: 3,808.86 (27.7%)
Position (100%)
52W High: 4,868.03 (0.1%)
Daily Pivots for day following 23-Jan-2024
Weekly Pivots for week ending 19-Jan-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,960.45 |
| 2.618 | 4,924.36 |
| 1.618 | 4,902.25 |
| 1.000 | 4,888.59 |
| 0.618 | 4,880.14 |
| HIGH | 4,866.48 |
| 0.618 | 4,858.03 |
| 0.500 | 4,855.42 |
| 0.382 | 4,852.82 |
| LOW | 4,844.37 |
| 0.618 | 4,830.71 |
| 1.000 | 4,822.26 |
| 1.618 | 4,808.60 |
| 2.618 | 4,786.49 |
| 4.250 | 4,750.40 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 4,618.07 |
| 38.2% | 4,463.43 |
| 50.0% | 4,338.44 |
| 61.8% | 4,213.46 |
| 78.6% | 4,035.52 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 4,815.00 | 49.60 | 1.0% | Above |
| 10-Day SMA | 4,794.50 | 70.10 | 1.5% | Above |
| 20-Day SMA | 4,770.31 | 94.29 | 2.0% | Above |
| 50-Day SMA | 4,657.27 | 207.33 | 4.5% | Above |
| 100-Day SMA | 4,500.36 | 364.24 | 8.1% | Above |
| 200-Day SMA | 4,410.77 | 453.83 | 10.3% | Above |
Bollinger Bands (20, 2):
Upper: 4,859.24
Middle: 4,770.31
Lower: 4,681.38
Bandwidth: 3.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 4,791.42
Kijun-sen: 4,775.07
Span A: 4,783.25
Span B: 4,606.02
Chikou Span: 4,707.09
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral70.15
Neutral 30–70MACD (12, 26, 9)
Bullish Cross49.53
Signal: 46.85 · Hist: 2.68Stochastic (14, 3)
Neutral%K: 98.16
%D: 95.76StochRSI (14)
Neutral%K: 95.20
%D: 71.51ADX (14) & Trend
Strong Trend30.79
+DI: 36.05 · -DI: 17.98CCI (20)
Oversold198.46
Range -100 to +100Williams %R (14)
Neutral-1.84
Range -100 to 0Ultimate Oscillator
Neutral65.39
Periods: 7, 14, 28ROC (12)
Bullish3.75%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control75.73
Bull: 75.73 · Bear: 53.62High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,868.03 | 4,714.82 | 153.21 | 3.1% | 35.32 | 0.7% | 98% | False | False | 0 |
| 10 | 4,868.03 | 4,714.82 | 153.21 | 3.1% | 37.31 | 0.8% | 98% | False | False | 0 |
| 20 | 4,868.03 | 4,682.11 | 185.92 | 3.8% | 35.23 | 0.7% | 98% | False | False | 0 |
| 40 | 4,868.03 | 4,537.24 | 330.79 | 6.8% | 34.88 | 0.7% | 99% | False | False | 0 |
| 60 | 4,868.03 | 4,103.78 | 764.25 | 15.7% | 35.97 | 0.7% | 100% | False | False | 0 |
| 80 | 4,868.03 | 4,103.78 | 764.25 | 15.7% | 40.83 | 0.8% | 100% | False | False | 0 |
| 100 | 4,868.03 | 4,103.78 | 764.25 | 15.7% | 39.79 | 0.8% | 100% | False | False | 0 |
| 120 | 4,868.03 | 4,103.78 | 764.25 | 15.7% | 41.12 | 0.8% | 100% | False | False | 0 |