S&P500 Cash Index
Trading Metrics calculated at close of trading on 09-Jul-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 0.7%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.2%
3-Month (63d)
7.2%
6-Month (126d)
18.7%
1-Year (252d)
26.8%
Year-To-Date (YTD)
17.6%
52-Week Range
52W Low: 4,103.78 (35.9%)
Position (99%)
52W High: 5,590.75 (0.2%)
Daily Pivots for day following 09-Jul-2024
Weekly Pivots for week ending 05-Jul-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 5,659.52 |
| 2.618 | 5,633.11 |
| 1.618 | 5,616.93 |
| 1.000 | 5,606.93 |
| 0.618 | 5,600.75 |
| HIGH | 5,590.75 |
| 0.618 | 5,584.57 |
| 0.500 | 5,582.66 |
| 0.382 | 5,580.75 |
| LOW | 5,574.57 |
| 0.618 | 5,564.57 |
| 1.000 | 5,558.39 |
| 1.618 | 5,548.39 |
| 2.618 | 5,532.21 |
| 4.250 | 5,505.80 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 5,239.83 |
| 38.2% | 5,022.73 |
| 50.0% | 4,847.26 |
| 61.8% | 4,671.80 |
| 78.6% | 4,421.99 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 5,552.61 | 24.37 | 0.4% | Above |
| 10-Day SMA | 5,512.87 | 64.11 | 1.2% | Above |
| 20-Day SMA | 5,474.85 | 102.13 | 1.9% | Above |
| 50-Day SMA | 5,331.05 | 245.93 | 4.6% | Above |
| 100-Day SMA | 5,226.70 | 350.28 | 6.7% | Above |
| 200-Day SMA | 4,898.67 | 678.32 | 13.8% | Above |
Bollinger Bands (20, 2):
Upper: 5,588.22
Middle: 5,474.85
Lower: 5,361.48
Bandwidth: 4.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 5,518.64
Kijun-sen: 5,391.22
Span A: 5,454.93
Span B: 5,290.66
Chikou Span: 5,235.48
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral77.42
Neutral 30–70MACD (12, 26, 9)
Bullish Cross65.06
Signal: 60.78 · Hist: 4.28Stochastic (14, 3)
Bearish%K: 90.45
%D: 94.17StochRSI (14)
Neutral%K: 99.11
%D: 88.01ADX (14) & Trend
Strong Trend41.89
+DI: 39.00 · -DI: 7.76CCI (20)
Oversold178.56
Range -100 to +100Williams %R (14)
Bearish-9.55
Range -100 to 0Ultimate Oscillator
Neutral61.98
Periods: 7, 14, 28ROC (12)
Bullish1.90%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control84.20
Bull: 84.20 · Bear: 68.02High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 5,590.75 | 5,458.71 | 132.04 | 2.4% | 31.34 | 0.6% | 90% | True | False | 0 |
| 10 | 5,590.75 | 5,446.53 | 144.22 | 2.6% | 34.29 | 0.6% | 90% | True | False | 0 |
| 20 | 5,590.75 | 5,327.44 | 263.31 | 4.7% | 36.90 | 0.7% | 95% | True | False | 0 |
| 40 | 5,590.75 | 5,191.68 | 399.07 | 7.2% | 38.64 | 0.7% | 97% | True | False | 0 |
| 60 | 5,590.75 | 4,953.56 | 637.19 | 11.4% | 43.92 | 0.8% | 98% | True | False | 0 |
| 80 | 5,590.75 | 4,953.56 | 637.19 | 11.4% | 43.22 | 0.8% | 98% | True | False | 0 |
| 100 | 5,590.75 | 4,946.00 | 644.75 | 11.6% | 42.46 | 0.8% | 98% | True | False | 0 |
| 120 | 5,590.75 | 4,714.82 | 875.93 | 15.7% | 41.42 | 0.7% | 98% | True | False | 0 |