NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 28-Apr-2014

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.21)
Moving Averages

Sell

-0.33

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Sell

-0.50

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

Day Change Summary (OHLC)

PreviousCurrent
Metric25-Apr-201428-Apr-2014ChangeChange %Previous Week
Open3,569.923,546.96-22.96-0.6%3,543.65
High3,573.953,570.11-3.84-0.1%3,613.20
Low3,525.603,489.61-35.99-1.0%3,525.59
Close3,533.103,545.0211.920.3%3,533.10
Range48.3580.5032.1566.5%87.61
ATR(14)55.9157.671.763.1%55.91
Volume

Multi-Period Performance

1-Month (21d)

-0.5%

3-Month (63d)

1.0%

6-Month (126d)

5.4%

1-Year (252d)

24.8%

Year-To-Date (YTD)

-0.5%

52-Week Range

52W Low: 2,825.18 (25.5%)

Position (79%)

52W High: 3,738.32 (5.2%)

Daily Pivots for day following 28-Apr-2014

LevelClassicWoodieCamarillaDeMark
R43,776.413,741.223,589.30
R33,695.913,660.723,567.16
R23,615.413,615.413,559.78
R13,580.223,580.223,552.403,557.57
PP3,534.913,534.913,534.913,523.59
S13,499.723,499.723,537.643,477.07
S23,454.413,454.413,530.26
S33,373.913,419.223,522.88
S43,293.413,338.723,500.74

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 28-Apr-2014

Pivot1 Day3 Day
R13,539.973,551.40
PP3,534.913,549.28
S13,529.863,547.15

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2503,912.24
2.6183,780.86
1.6183,700.36
1.0003,650.61
0.6183,619.86
HIGH3,570.11
0.6183,539.36
0.5003,529.86
0.3823,520.36
LOW3,489.61
0.6183,439.86
1.0003,409.11
1.6183,359.36
2.6183,278.86
4.2503,147.49

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 SMA3,563.00-17.98-0.5%Below
10-Day SMA3,540.504.520.1%Above
20-Day SMA3,554.16-9.14-0.3%Below
50-Day SMA3,622.78-77.76-2.1%Below
100-Day SMA3,580.78-35.76-1.0%Below
200-Day SMA3,401.44143.584.2%Above

Bollinger Bands (20, 2):

Upper: 3,670.29

Middle: 3,554.16

Lower: 3,438.03

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: 3,693.97

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
47.22
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-17.56
Signal: -23.76 · Hist: 6.20

Stochastic (14, 3)

Neutral
%K: 65.75
%D: 65.46

StochRSI (14)

Neutral
%K: 78.27
%D: 82.64

ADX (14) & Trend

Weakening
21.76
+DI: 18.24 · -DI: 28.35

CCI (20)

Neutral
-28.92
Range -100 to +100

Williams %R (14)

Neutral
-34.25
Range -100 to 0

Ultimate Oscillator

Neutral
52.96
Periods: 7, 14, 28

ROC (12)

Bearish
-1.54%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
18.77
Bull: 18.77 · Bear: -61.73

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch11.67
Widest range in 8 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
53,613.203,489.61123.593.5%50.401.4%45%FalseTrue0
103,613.203,414.11199.095.6%51.141.4%66%FalseFalse0
203,676.363,414.11262.257.4%57.571.6%50%FalseFalse0
403,738.323,414.11324.219.1%51.901.5%40%FalseFalse0
603,738.323,414.11324.219.1%48.061.4%40%FalseFalse0
803,738.323,414.11324.219.1%44.821.3%40%FalseFalse0
1003,738.323,414.11324.219.1%41.071.2%40%FalseFalse0
1203,738.323,318.39419.9311.8%39.171.1%54%FalseFalse0