NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 29-Apr-2014

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)
Moving Averages

Buy

+0.33

Oscillators

Buy

+0.33

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
Metric28-Apr-201429-Apr-2014ChangeChange %Previous Week
Open3,546.963,557.7710.810.3%3,543.65
High3,570.113,579.038.920.2%3,613.20
Low3,489.613,538.2448.631.4%3,525.59
Close3,545.023,573.9928.970.8%3,533.10
Range80.5040.79-39.71-49.3%87.61
ATR(14)57.6756.46-1.21-2.1%55.91
Volume

Multi-Period Performance

1-Month (21d)

0.1%

3-Month (63d)

1.9%

6-Month (126d)

5.6%

1-Year (252d)

24.7%

Year-To-Date (YTD)

0.3%

52-Week Range

52W Low: 2,825.18 (26.5%)

Position (82%)

52W High: 3,738.32 (4.4%)

Daily Pivots for day following 29-Apr-2014

LevelClassicWoodieCamarillaDeMark
R43,686.123,670.853,596.42
R33,645.333,630.063,585.21
R23,604.543,604.543,581.47
R13,589.273,589.273,577.733,596.90
PP3,563.753,563.753,563.753,567.57
S13,548.483,548.483,570.253,556.11
S23,522.963,522.963,566.51
S33,482.173,507.693,562.77
S43,441.383,466.903,551.56

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 29-Apr-2014

Pivot1 Day3 Day
R13,568.873,560.77
PP3,563.753,547.54
S13,558.643,534.32

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2503,752.39
2.6183,685.82
1.6183,645.03
1.0003,619.82
0.6183,604.24
HIGH3,579.03
0.6183,563.45
0.5003,558.64
0.3823,553.82
LOW3,538.24
0.6183,513.03
1.0003,497.45
1.6183,472.24
2.6183,431.45
4.2503,364.88

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 SMA3,560.0413.950.4%Above
10-Day SMA3,550.4423.550.7%Above
20-Day SMA3,553.0720.920.6%Above
50-Day SMA3,620.98-46.99-1.3%Below
100-Day SMA3,581.73-7.74-0.2%Below
200-Day SMA3,403.92170.075.0%Above

Bollinger Bands (20, 2):

Upper: 3,668.02

Middle: 3,553.07

Lower: 3,438.12

Bandwidth: 6.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 3,551.24

Kijun-sen: 3,545.24

Span A: 3,548.24

Span B: 3,576.22

Chikou Span: 3,653.07

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
50.51
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-14.39
Signal: -21.88 · Hist: 7.49

Stochastic (14, 3)

Neutral
%K: 80.31
%D: 68.61

StochRSI (14)

Neutral
%K: 75.37
%D: 78.08

ADX (14) & Trend

Weakening
21.54
+DI: 18.42 · -DI: 26.88

CCI (20)

Neutral
16.63
Range -100 to +100

Williams %R (14)

Neutral
-19.69
Range -100 to 0

Ultimate Oscillator

Neutral
55.00
Periods: 7, 14, 28

ROC (12)

Bullish
2.47%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
24.45
Bull: 24.45 · Bear: -16.34

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch12.27
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
53,613.203,489.61123.593.5%52.551.5%68%FalseFalse0
103,613.203,414.11199.095.6%50.231.4%80%FalseFalse0
203,676.363,414.11262.257.3%58.381.6%61%FalseFalse0
403,738.323,414.11324.219.1%51.901.5%49%FalseFalse0
603,738.323,414.11324.219.1%47.891.3%49%FalseFalse0
803,738.323,414.11324.219.1%45.041.3%49%FalseFalse0
1003,738.323,414.11324.219.1%41.261.2%49%FalseFalse0
1203,738.323,318.39419.9311.7%39.381.1%61%FalseFalse0