S&P500 Cash Index

Trading Metrics calculated at close of trading on 07-Feb-2025

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.05)
Moving Averages

Buy

+0.33

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Feb-202507-Feb-2025ChangeChange %Previous Week
Open6,072.226,083.1310.910.2%5,941.92
High6,084.036,101.2817.250.3%6,101.28
Low6,046.836,019.96-26.87-0.4%5,924.10
Close6,083.576,025.99-57.58-0.9%6,025.99
Range37.2081.3244.12118.6%177.18
ATR(14)68.4369.350.921.3%69.35
Volume

Multi-Period Performance

1-Month (21d)

1.8%

3-Month (63d)

1.6%

6-Month (126d)

13.3%

1-Year (252d)

20.6%

Year-To-Date (YTD)

2.7%

52-Week Range

52W Low: 4,920.31 (22.5%)

Position (92%)

52W High: 6,128.04 (1.7%)

Daily Pivots for day following 07-Feb-2025

LevelClassicWoodieCamarillaDeMark
R46,293.046,240.836,070.72
R36,211.726,159.516,048.35
R26,130.406,130.406,040.90
R16,078.196,078.196,033.446,063.64
PP6,049.086,049.086,049.086,041.80
S15,996.875,996.876,018.545,982.32
S25,967.765,967.766,011.08
S35,886.445,915.556,003.63
S45,805.125,834.235,981.26

Weekly Pivots for week ending 07-Feb-2025

LevelClassicWoodieCamarillaDeMark
R46,548.666,464.516,123.44
R36,371.486,287.336,074.71
R26,194.306,194.306,058.47
R16,110.156,110.156,042.236,152.23
PP6,017.126,017.126,017.126,038.16
S15,932.975,932.976,009.755,975.05
S25,839.945,839.945,993.51
S35,662.765,755.795,977.27
S45,485.585,578.615,928.54

Fisher Pivots for day following 07-Feb-2025

Pivot1 Day3 Day
R16,060.626,054.23
PP6,049.086,044.82
S16,037.536,035.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2506,446.89
2.6186,314.18
1.6186,232.86
1.0006,182.60
0.6186,151.54
HIGH6,101.28
0.6186,070.22
0.5006,060.62
0.3826,051.02
LOW6,019.96
0.6185,969.70
1.0005,938.64
1.6185,888.38
2.6185,807.06
4.2505,674.35

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%5,843.02
38.2%5,666.69
50.0%5,524.18
61.8%5,381.66
78.6%5,178.76

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA6,040.70-14.71-0.2%Below
10-Day SMA6,043.45-17.46-0.3%Below
20-Day SMA6,009.0116.980.3%Above
50-Day SMA5,999.8826.110.4%Above
100-Day SMA5,908.52117.472.0%Above
200-Day SMA5,659.90366.096.5%Above

Bollinger Bands (20, 2):

Upper: 6,180.10

Middle: 6,009.01

Lower: 5,837.92

Bandwidth: 5.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,022.51

Kijun-sen: 5,951.30

Span A: 5,986.90

Span B: 5,951.30

Chikou Span: 5,881.63

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
51.35
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
24.35
Signal: 23.91 · Hist: 0.44

Stochastic (14, 3)

Neutral
%K: 49.96
%D: 65.17

StochRSI (14)

Neutral
%K: 33.74
%D: 35.45

ADX (14) & Trend

Neutral
11.78
+DI: 27.33 · -DI: 27.94

CCI (20)

Neutral
43.86
Range -100 to +100

Williams %R (14)

Neutral
-50.04
Range -100 to 0

Ultimate Oscillator

Neutral
55.88
Periods: 7, 14, 28

ROC (12)

Bearish
-0.99%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
65.58
Bull: 65.58 · Bear: -15.74

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5False
WS7False
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRTrue
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch15.88
Widest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,101.285,924.10177.182.9%64.771.1%58%TrueFalse0
106,120.915,924.10196.813.3%65.651.1%52%FalseFalse0
206,128.045,774.56353.485.9%57.321.0%71%FalseFalse0
406,128.045,774.56353.485.9%62.211.0%71%FalseFalse0
606,128.045,774.56353.485.9%55.290.9%71%FalseFalse0
806,128.045,696.51431.537.2%52.910.9%76%FalseFalse0
1006,128.045,614.05513.998.5%51.590.9%80%FalseFalse0
1206,128.045,402.62725.4212.0%53.820.9%86%FalseFalse0