NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 04-Mar-2014

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

STRONG BUY(+0.53)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric03-Mar-201404-Mar-2014ChangeChange %Previous Week
Open3,657.323,710.1952.871.4%3,670.07
High3,678.383,723.0044.621.2%3,722.38
Low3,637.663,707.6169.951.9%3,663.75
Close3,668.373,719.9351.561.4%3,696.10
Range40.7215.39-25.33-62.2%58.63
ATR(14)41.2842.230.952.3%39.96
Volume

Multi-Period Performance

1-Month (21d)

5.6%

3-Month (63d)

6.7%

6-Month (126d)

21.0%

1-Year (252d)

34.8%

Year-To-Date (YTD)

4.4%

52-Week Range

52W Low: 2,730.97 (36.2%)

Position (100%)

52W High: 3,723.00 (0.1%)

Daily Pivots for day following 04-Mar-2014

LevelClassicWoodieCamarillaDeMark
R43,763.023,756.863,728.39
R33,747.633,741.473,724.16
R23,732.243,732.243,722.75
R13,726.083,726.083,721.343,729.16
PP3,716.853,716.853,716.853,718.39
S13,710.693,710.693,718.523,713.77
S23,701.463,701.463,717.11
S33,686.073,695.303,715.70
S43,670.683,679.913,711.47

Weekly Pivots for week ending 28-Feb-2014

LevelClassicWoodieCamarillaDeMark
R43,869.973,841.663,728.35
R33,811.343,783.033,712.22
R23,752.713,752.713,706.85
R13,724.403,724.403,701.473,738.56
PP3,694.083,694.083,694.083,701.15
S13,665.773,665.773,690.733,679.93
S23,635.453,635.453,685.35
S33,576.823,607.143,679.98
S43,518.193,548.513,663.85

Fisher Pivots for day following 04-Mar-2014

Pivot1 Day3 Day
R13,718.393,706.73
PP3,716.853,693.53
S13,715.313,680.33

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2503,788.41
2.6183,763.29
1.6183,747.90
1.0003,738.39
0.6183,732.51
HIGH3,723.00
0.6183,717.12
0.5003,715.31
0.3823,713.49
LOW3,707.61
0.6183,698.10
1.0003,692.22
1.6183,682.71
2.6183,667.32
4.2503,642.20

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%3,488.88
38.2%3,344.04
50.0%3,226.98
61.8%3,109.93
78.6%2,943.26

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA3,692.1627.770.8%Above
10-Day SMA3,681.3138.621.0%Above
20-Day SMA3,631.5988.342.4%Above
50-Day SMA3,585.61134.323.7%Above
100-Day SMA3,489.48230.456.6%Above
200-Day SMA3,279.41440.5213.4%Above

Bollinger Bands (20, 2):

Upper: 3,783.24

Middle: 3,631.59

Lower: 3,479.94

Bandwidth: 8.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 3,680.33

Kijun-sen: 3,570.94

Span A: 3,625.64

Span B: 3,570.94

Chikou Span: 3,541.48

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
64.73
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
40.15
Signal: 36.16 · Hist: 3.98

Stochastic (14, 3)

Neutral
%K: 97.49
%D: 80.73

StochRSI (14)

Neutral
%K: 57.14
%D: 67.58

ADX (14) & Trend

Strong Trend
20.34
+DI: 29.70 · -DI: 16.95

CCI (20)

Neutral
95.22
Range -100 to +100

Williams %R (14)

Neutral
-2.51
Range -100 to 0

Ultimate Oscillator

Neutral
60.92
Periods: 7, 14, 28

ROC (12)

Bullish
1.65%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
55.55
Bull: 55.55 · Bear: 40.16

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch9.56
Narrowest range in 31 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
53,723.003,637.6685.342.3%36.801.0%96%TrueFalse0
103,723.003,637.6685.342.3%34.050.9%96%TrueFalse0
203,723.003,418.88304.128.2%35.641.0%99%TrueFalse0
403,723.003,418.88304.128.2%37.821.0%99%TrueFalse0
603,723.003,418.88304.128.2%33.760.9%99%TrueFalse0
803,723.003,318.39404.6110.9%32.890.9%99%TrueFalse0
1003,723.003,117.69605.3116.3%32.480.9%99%TrueFalse0
1203,723.003,117.69605.3116.3%32.250.9%99%TrueFalse0