NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 17-Apr-2007

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Apr-200717-Apr-2007ChangeChange %Previous Week
Open1,823.691,835.6711.980.7%1,818.75
High1,835.681,838.102.420.1%1,819.04
Low1,823.691,829.115.420.3%1,788.40
Close1,833.961,834.910.950.1%1,816.85
Range11.998.99-3.00-25.0%30.64
ATR(14)20.7919.94-0.84-4.1%20.94
Volume

Multi-Period Performance

1-Month (21d)

5.3%

3-Month (63d)

-0.4%

6-Month (126d)

6.8%

1-Year (252d)

7.2%

Year-To-Date (YTD)

4.3%

52-Week Range

52W Low: 1,446.77 (26.8%)

Position (96%)

52W High: 1,851.47 (0.9%)

Daily Pivots for day following 17-Apr-2007

LevelClassicWoodieCamarillaDeMark
R41,861.011,856.951,839.85
R31,852.021,847.961,837.38
R21,843.031,843.031,836.56
R11,838.971,838.971,835.731,836.50
PP1,834.041,834.041,834.041,832.81
S11,829.981,829.981,834.091,827.51
S21,825.051,825.051,833.26
S31,816.061,820.991,832.44
S41,807.071,812.001,829.97

Weekly Pivots for week ending 13-Apr-2007

LevelClassicWoodieCamarillaDeMark
R41,900.021,889.071,833.70
R31,869.381,858.431,825.28
R21,838.741,838.741,822.47
R11,827.791,827.791,819.661,817.95
PP1,808.101,808.101,808.101,803.17
S11,797.151,797.151,814.041,787.31
S21,777.461,777.461,811.23
S31,746.821,766.511,808.42
S41,716.181,735.871,800.00

Fisher Pivots for day following 17-Apr-2007

Pivot1 Day3 Day
R11,834.471,829.94
PP1,834.041,824.97
S11,833.611,819.99

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2501,876.31
2.6181,861.64
1.6181,852.65
1.0001,847.09
0.6181,843.66
HIGH1,838.10
0.6181,834.67
0.5001,833.61
0.3821,832.54
LOW1,829.11
0.6181,823.55
1.0001,820.12
1.6181,814.56
2.6181,805.57
4.2501,790.90

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%1,755.96
38.2%1,696.87
50.0%1,649.12
61.8%1,601.37
78.6%1,533.38

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA1,819.4615.450.8%Above
10-Day SMA1,813.3421.571.2%Above
20-Day SMA1,799.0835.832.0%Above
50-Day SMA1,786.7448.172.7%Above
100-Day SMA1,788.5546.362.6%Above
200-Day SMA1,700.20134.717.9%Above

Bollinger Bands (20, 2):

Upper: 1,838.49

Middle: 1,799.08

Lower: 1,759.68

Bandwidth: 4.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 1,813.25

Kijun-sen: 1,774.69

Span A: 1,793.97

Span B: 1,781.22

Chikou Span: 1,744.74

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
63.72
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
13.69
Signal: 9.08 · Hist: 4.61

Stochastic (14, 3)

Bearish
%K: 96.23
%D: 96.93

StochRSI (14)

Neutral
%K: 94.75
%D: 83.30

ADX (14) & Trend

Neutral
14.16
+DI: 24.06 · -DI: 19.67

CCI (20)

Oversold
166.93
Range -100 to +100

Williams %R (14)

Bearish
-3.77
Range -100 to 0

Ultimate Oscillator

Neutral
66.44
Periods: 7, 14, 28

ROC (12)

Bearish
3.57%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
29.31
Bull: 29.31 · Bear: 20.32

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch2.22
Narrowest range in 75 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
51,838.101,788.4049.702.7%17.250.9%94%TrueFalse0
101,838.101,781.8956.213.1%15.420.8%94%TrueFalse0
201,838.101,753.4384.674.6%18.431.0%96%TrueFalse0
401,851.471,710.97140.507.7%21.821.2%88%FalseFalse0
601,851.471,710.97140.507.7%21.311.2%88%FalseFalse0
801,851.471,710.97140.507.7%21.611.2%88%FalseFalse0
1001,851.471,710.97140.507.7%21.851.2%88%FalseFalse0
1201,851.471,693.19158.288.6%22.011.2%90%FalseFalse0