S&P500 Cash Index
Trading Metrics calculated at close of trading on 29-Nov-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.47)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 0.9%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
3.8%
3-Month (63d)
6.8%
6-Month (126d)
14.3%
1-Year (252d)
32.6%
Year-To-Date (YTD)
27.2%
52-Week Range
52W Low: 4,537.24 (33.0%)
Position (99%)
52W High: 6,044.17 (0.2%)
Daily Pivots for day following 29-Nov-2024
Weekly Pivots for week ending 29-Nov-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 6,214.98 |
| 2.618 | 6,149.39 |
| 1.618 | 6,109.20 |
| 1.000 | 6,084.36 |
| 0.618 | 6,069.01 |
| HIGH | 6,044.17 |
| 0.618 | 6,028.82 |
| 0.500 | 6,024.07 |
| 0.382 | 6,019.33 |
| LOW | 6,003.98 |
| 0.618 | 5,979.14 |
| 1.000 | 5,963.79 |
| 1.618 | 5,938.95 |
| 2.618 | 5,898.76 |
| 4.250 | 5,833.17 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 5,688.53 |
| 38.2% | 5,468.52 |
| 50.0% | 5,290.70 |
| 61.8% | 5,112.89 |
| 78.6% | 4,859.72 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 6,001.89 | 30.49 | 0.5% | Above |
| 10-Day SMA | 5,955.65 | 76.73 | 1.3% | Above |
| 20-Day SMA | 5,929.92 | 102.46 | 1.7% | Above |
| 50-Day SMA | 5,838.88 | 193.50 | 3.3% | Above |
| 100-Day SMA | 5,677.32 | 355.06 | 6.3% | Above |
| 200-Day SMA | 5,455.17 | 577.21 | 10.6% | Above |
Bollinger Bands (20, 2):
Upper: 6,109.33
Middle: 5,929.92
Lower: 5,750.50
Bandwidth: 6.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 5,949.73
Kijun-sen: 5,870.34
Span A: 5,910.03
Span B: 5,829.63
Chikou Span: 5,797.42
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral65.47
Neutral 30–70MACD (12, 26, 9)
Bullish Cross52.22
Signal: 47.88 · Hist: 4.35Stochastic (14, 3)
Neutral%K: 93.83
%D: 92.05StochRSI (14)
Neutral%K: 73.81
%D: 70.13ADX (14) & Trend
Neutral19.51
+DI: 30.36 · -DI: 17.40CCI (20)
Neutral94.44
Range -100 to +100Williams %R (14)
Neutral-6.17
Range -100 to 0Ultimate Oscillator
Neutral66.02
Periods: 7, 14, 28ROC (12)
Bullish0.81%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral81.77
Bull: 81.77 · Bear: 41.58High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 6,044.17 | 5,944.36 | 99.81 | 1.7% | 38.80 | 0.6% | 88% | True | False | 0 |
| 10 | 6,044.17 | 5,853.01 | 191.16 | 3.2% | 50.29 | 0.8% | 94% | True | False | 0 |
| 20 | 6,044.17 | 5,696.51 | 347.66 | 5.8% | 48.47 | 0.8% | 97% | True | False | 0 |
| 40 | 6,044.17 | 5,686.85 | 357.32 | 5.9% | 46.97 | 0.8% | 97% | True | False | 0 |
| 60 | 6,044.17 | 5,402.62 | 641.55 | 10.6% | 49.94 | 0.8% | 98% | True | False | 0 |
| 80 | 6,044.17 | 5,233.85 | 810.32 | 13.4% | 52.18 | 0.9% | 99% | True | False | 0 |
| 100 | 6,044.17 | 5,119.26 | 924.91 | 15.3% | 57.07 | 0.9% | 99% | True | False | 0 |
| 120 | 6,044.17 | 5,119.26 | 924.91 | 15.3% | 53.83 | 0.9% | 99% | True | False | 0 |