NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 25-Apr-2014

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.32)
Moving Averages

Sell

-0.33

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 1.6%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric24-Apr-201425-Apr-2014ChangeChange %Previous Week
Open3,609.833,569.92-39.91-1.1%3,543.65
High3,613.203,573.95-39.25-1.1%3,613.20
Low3,552.933,525.60-27.33-0.8%3,525.59
Close3,591.033,533.10-57.93-1.6%3,533.10
Range60.2748.35-11.92-19.8%87.61
ATR(14)55.1855.910.731.3%55.91
Volume

Multi-Period Performance

1-Month (21d)

-1.4%

3-Month (63d)

-0.2%

6-Month (126d)

5.6%

1-Year (252d)

24.0%

Year-To-Date (YTD)

-0.9%

52-Week Range

52W Low: 2,825.18 (25.1%)

Position (78%)

52W High: 3,738.32 (5.5%)

Daily Pivots for day following 25-Apr-2014

LevelClassicWoodieCamarillaDeMark
R43,689.273,659.533,559.69
R33,640.923,611.183,546.40
R23,592.573,592.573,541.96
R13,562.833,562.833,537.533,553.53
PP3,544.223,544.223,544.223,539.56
S13,514.483,514.483,528.673,505.18
S23,495.873,495.873,524.24
S33,447.523,466.133,519.80
S43,399.173,417.783,506.51

Weekly Pivots for week ending 25-Apr-2014

LevelClassicWoodieCamarillaDeMark
R43,820.133,764.223,581.29
R33,732.523,676.613,557.19
R23,644.913,644.913,549.16
R13,589.003,589.003,541.133,573.15
PP3,557.303,557.303,557.303,549.37
S13,501.393,501.393,525.073,485.54
S23,469.693,469.693,517.04
S33,382.083,413.783,509.01
S43,294.473,326.173,484.91

Fisher Pivots for day following 25-Apr-2014

Pivot1 Day3 Day
R13,549.773,569.40
PP3,544.223,557.30
S13,538.663,545.20

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2503,779.44
2.6183,700.53
1.6183,652.18
1.0003,622.30
0.6183,603.83
HIGH3,573.95
0.6183,555.48
0.5003,549.77
0.3823,544.07
LOW3,525.60
0.6183,495.72
1.0003,477.25
1.6183,447.37
2.6183,399.02
4.2503,320.11

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%3,522.82
38.2%3,389.50
50.0%3,281.75
61.8%3,174.00
78.6%3,020.59

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA3,565.98-32.88-0.9%Below
10-Day SMA3,530.692.410.1%Above
20-Day SMA3,555.48-22.38-0.6%Below
50-Day SMA3,625.07-91.97-2.5%Below
100-Day SMA3,580.14-47.04-1.3%Below
200-Day SMA3,399.02134.093.9%Above

Bollinger Bands (20, 2):

Upper: 3,671.77

Middle: 3,555.48

Lower: 3,439.19

Bandwidth: 6.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 3,513.65

Kijun-sen: 3,565.74

Span A: 3,539.69

Span B: 3,576.22

Chikou Span: 3,682.73

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
45.85
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-18.40
Signal: -25.30 · Hist: 6.91

Stochastic (14, 3)

Neutral
%K: 59.77
%D: 61.76

StochRSI (14)

Bearish
%K: 80.61
%D: 83.05

ADX (14) & Trend

Weakening
21.77
+DI: 20.26 · -DI: 26.54

CCI (20)

Neutral
-18.58
Range -100 to +100

Williams %R (14)

Neutral
-40.23
Range -100 to 0

Ultimate Oscillator

Neutral
53.77
Periods: 7, 14, 28

ROC (12)

Bearish
-0.14%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
21.55
Bull: 21.55 · Bear: -26.80

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch10.62
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
53,613.203,525.5987.612.5%41.181.2%9%FalseFalse0
103,613.203,414.11199.095.6%49.271.4%60%FalseFalse0
203,676.363,414.11262.257.4%55.971.6%45%FalseFalse0
403,738.323,414.11324.219.2%51.331.5%37%FalseFalse0
603,738.323,414.11324.219.2%47.321.3%37%FalseFalse0
803,738.323,414.11324.219.2%44.031.2%37%FalseFalse0
1003,738.323,414.11324.219.2%40.511.1%37%FalseFalse0
1203,738.323,318.39419.9311.9%38.751.1%51%FalseFalse0