NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 08-Apr-2008

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.16)
Moving Averages

Neutral

0.00

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.2%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric07-Apr-200808-Apr-2008ChangeChange %Previous Week
Open1,878.301,853.37-24.93-1.3%1,772.96
High1,885.931,858.74-27.19-1.4%1,884.13
Low1,856.571,837.47-19.10-1.0%1,767.86
Close1,860.831,846.14-14.69-0.8%1,865.87
Range29.3621.27-8.09-27.6%116.27
ATR(14)42.2440.89-1.35-3.2%43.23
Volume

Multi-Period Performance

1-Month (21d)

8.1%

3-Month (63d)

-5.7%

6-Month (126d)

-14.1%

1-Year (252d)

2.1%

Year-To-Date (YTD)

-9.9%

52-Week Range

52W Low: 1,668.57 (10.6%)

Position (31%)

52W High: 2,239.23 (17.6%)

Daily Pivots for day following 08-Apr-2008

LevelClassicWoodieCamarillaDeMark
R41,911.261,899.971,857.84
R31,889.991,878.701,851.99
R21,868.721,868.721,850.04
R11,857.431,857.431,848.091,852.44
PP1,847.451,847.451,847.451,844.96
S11,836.161,836.161,844.191,831.17
S21,826.181,826.181,842.24
S31,804.911,814.891,840.29
S41,783.641,793.621,834.44

Weekly Pivots for week ending 04-Apr-2008

LevelClassicWoodieCamarillaDeMark
R42,188.102,143.251,929.82
R32,071.832,026.981,897.84
R21,955.561,955.561,887.19
R11,910.711,910.711,876.531,933.13
PP1,839.291,839.291,839.291,850.50
S11,794.441,794.441,855.211,816.86
S21,723.021,723.021,844.55
S31,606.751,678.171,833.90
S41,490.481,561.901,801.92

Fisher Pivots for day following 08-Apr-2008

Pivot1 Day3 Day
R11,848.111,861.70
PP1,847.451,856.51
S11,846.801,851.33

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2501,949.14
2.6181,914.42
1.6181,893.15
1.0001,880.01
0.6181,871.88
HIGH1,858.74
0.6181,850.61
0.5001,848.11
0.3821,845.60
LOW1,837.47
0.6181,824.33
1.0001,816.20
1.6181,803.06
2.6181,781.79
4.2501,747.07

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%2,104.55
38.2%2,021.24
50.0%1,953.90
61.8%1,886.56
78.6%1,790.69

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA1,855.37-9.23-0.5%Below
10-Day SMA1,827.7018.441.0%Above
20-Day SMA1,788.6057.543.2%Above
50-Day SMA1,781.1465.003.6%Above
100-Day SMA1,897.78-51.64-2.7%Below
200-Day SMA1,965.48-119.34-6.1%Below

Bollinger Bands (20, 2):

Upper: 1,898.42

Middle: 1,788.60

Lower: 1,678.79

Bandwidth: 12.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 1,824.07

Kijun-sen: 1,777.25

Span A: 1,800.66

Span B: 1,777.25

Chikou Span: 1,745.27

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
57.38
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
22.85
Signal: 11.83 · Hist: 11.03

Stochastic (14, 3)

Neutral
%K: 77.08
%D: 84.72

StochRSI (14)

Bearish
%K: 91.00
%D: 95.57

ADX (14) & Trend

Neutral
22.32
+DI: 28.68 · -DI: 18.34

CCI (20)

Neutral
85.04
Range -100 to +100

Williams %R (14)

Neutral
-22.92
Range -100 to 0

Ultimate Oscillator

Neutral
57.78
Periods: 7, 14, 28

ROC (12)

Bearish
5.37%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
37.36
Bull: 37.36 · Bear: 16.09

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch7.57
Narrowest range in 35 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
51,885.931,835.9649.972.7%30.551.7%20%FalseFalse0
101,885.931,762.20123.736.7%31.731.7%68%FalseFalse0
201,885.931,668.57217.3611.8%40.292.2%82%FalseFalse0
401,885.931,668.57217.3611.8%38.102.1%82%FalseFalse0
601,952.551,668.57283.9815.4%42.062.3%63%FalseFalse0
802,141.081,668.57472.5125.6%41.042.2%38%FalseFalse0
1002,147.681,668.57479.1126.0%41.042.2%37%FalseFalse0
1202,239.231,668.57570.6630.9%41.212.2%31%FalseFalse0