Market Deep Dive

S&P 500 Index

Track current momentum and risk, then place the latest move in its trend, drawdown, and volatility context.

^GSPCS&P 500 IndexDailyINDEXUSD
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Market Lens

Compare price action, drawdowns, forward-return studies, and seasonality over one consistent analysis window.

Window

Latest close
7,540.12
Open
7,422.24
High
7,541.22
Low
7,422.24
Latest daily return
+2.2%
Session VWAP
7,501.19
Volume
939,894,967
Observation
Nov 09, 2026
Frequency
Daily
Asset type
INDEX
Exchange
INDEX
Currency
USD
Last updated
Nov 09, 2026
Daily Return

Series

Visible Window Performance

Total return and annualized growth recomputed from the first and last visible close inside the active slider window.

Total Return

+60.9%

Nov 09, 2021 @ 4,685.25 to Nov 09, 2026 @ 7,540.12.

CAGR

+10.0%

Annualized across 1,826d and 1,255 visible closes.

Nov 09, 2021Nov 09, 2026

Showing 1,255 of 1,255 daily return points.

Risk & Drawdown

Three realized-vol windows plus selected-range and all-time drawdown context.

20D Vol21.1%
63D Vol14.2%
126D Vol13.9%
20D Vol Pctl85.0%
20D Vol RegimeNormal
20D Vol-of-Vol7.1%
Current Drawdown-3.6%
All-Time Current DD-3.6%
Max Drawdown-25.4%
All-Time Max DD-86.2%
Peak Age34d

Sep 16, 1929 @ 31.86 to Jun 01, 1932 @ 4.40.

Session & Participation

OHLCV and VWAP context when available, with close-only fallbacks.

Session DateNov 09, 2026
Overnight Return+0.6%
Intraday Return+1.6%
Gap+0.6%
Range1.6%
True Range2.2%
ATR 141.5%
Close Location+0.98
Close vs VWAP+0.5%
Volume vs 21D0.17x
Volume Z-Score-5.68

Tail Stress

Expected shortfall, multi-session stress, and whether losses arrive alone or in clusters.

Downside 63D Vol11.4%
VaR 95-1.6%
CVaR 95-2.5%
Worst 1D-6.0%
Worst 5D-11.5%
Worst 20D-12.1%
Left Tail 955.0%
Longest Loss Streak6
3D Loss Clusters76

Direction & Persistence

Continuation, reversal, and streak behavior inside the selected 5Y window.

Up Prob (5Y)52.7%
CI9550.0% - 55.5%
Comparisons1,255
Current Streak2 up move
Continuation49.8%
Reversals629
Longest Up9
Longest Down6

Trend

Moving averages, rolling highs, and slopes to separate trend from noise.

TrendBearish
Breakout StateInside Range
1W Return-0.0%
1M Return-3.5%
20D SMA7,644.45
50D SMA7,676.01
200D SMA7,328.18
Vs 20D SMA-1.4%
Vs 50D SMA-1.8%
Vs 200D SMA+2.9%
Vs 3M High-3.6%
Vs 12M High-3.6%
1M Slope-3.8%
3M Slope-1.1%
6M Slope+4.0%
20D vs 50D SMA-0.4%
50D vs 200D SMA+4.7%

Acceleration

Whether the latest return is strengthening or fading versus the prior session.

StateAccelerating
Latest Return+2.2%
Previous Return+0.3%
Change+1.9%
Change %+603.6%
Comparisons1,254
Direction PairUp -> Up
Size Ratio7.04x