NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 03-Feb-2015

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)
Moving Averages

Strong Buy

+0.67

Oscillators

Buy

+0.33

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.7%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric02-Feb-201503-Feb-2015ChangeChange %Previous Week
Open4,162.204,201.9439.741.0%4,271.10
High4,189.094,229.1540.061.0%4,282.48
Low4,094.734,174.2379.501.9%4,103.71
Close4,188.594,229.1540.561.0%4,148.43
Range94.3654.92-39.44-41.8%178.77
ATR(14)71.2170.05-1.16-1.6%69.43
Volume

Multi-Period Performance

1-Month (21d)

-0.0%

3-Month (63d)

1.7%

6-Month (126d)

8.2%

1-Year (252d)

22.9%

Year-To-Date (YTD)

-0.0%

52-Week Range

52W Low: 3,414.11 (23.9%)

Position (87%)

52W High: 4,347.09 (2.7%)

Daily Pivots for day following 03-Feb-2015

LevelClassicWoodieCamarillaDeMark
R44,375.604,357.304,259.36
R34,320.684,302.384,244.25
R24,265.764,265.764,239.22
R14,247.464,247.464,234.184,256.61
PP4,210.844,210.844,210.844,215.42
S14,192.544,192.544,224.124,201.69
S24,155.924,155.924,219.08
S34,101.004,137.624,214.05
S44,046.084,082.704,198.94

Weekly Pivots for week ending 30-Jan-2015

LevelClassicWoodieCamarillaDeMark
R44,714.524,610.244,246.75
R34,535.754,431.474,197.59
R24,356.984,356.984,181.20
R14,252.704,252.704,164.824,215.46
PP4,178.214,178.214,178.214,159.58
S14,073.934,073.934,132.044,036.69
S23,999.443,999.444,115.66
S33,820.673,895.164,099.27
S43,641.903,716.394,050.11

Fisher Pivots for day following 03-Feb-2015

Pivot1 Day3 Day
R14,220.004,206.75
PP4,210.844,184.34
S14,201.694,161.94

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2504,462.56
2.6184,372.93
1.6184,318.01
1.0004,284.07
0.6184,263.09
HIGH4,229.15
0.6184,208.17
0.5004,201.69
0.3824,195.21
LOW4,174.23
0.6184,140.29
1.0004,119.31
1.6184,085.37
2.6184,030.45
4.2503,940.82

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%4,126.91
38.2%3,990.69
50.0%3,880.60
61.8%3,770.51
78.6%3,613.77

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA4,177.5851.571.2%Above
10-Day SMA4,206.9722.180.5%Above
20-Day SMA4,183.9745.181.1%Above
50-Day SMA4,230.58-1.43-0.0%Below
100-Day SMA4,140.9688.192.1%Above
200-Day SMA3,984.18244.976.1%Above

Bollinger Bands (20, 2):

Upper: 4,287.07

Middle: 4,183.97

Lower: 4,080.87

Bandwidth: 4.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,193.81

Kijun-sen: 4,200.65

Span A: 4,197.23

Span B: 4,212.97

Chikou Span: 4,283.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
52.94
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-5.74
Signal: -8.06 · Hist: 2.32

Stochastic (14, 3)

Neutral
%K: 70.22
%D: 51.34

StochRSI (14)

Neutral
%K: 56.85
%D: 48.18

ADX (14) & Trend

Neutral
15.19
+DI: 22.37 · -DI: 25.76

CCI (20)

Neutral
53.96
Range -100 to +100

Williams %R (14)

Neutral
-29.78
Range -100 to 0

Ultimate Oscillator

Neutral
50.91
Periods: 7, 14, 28

ROC (12)

Bullish
3.41%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
34.88
Bull: 34.88 · Bear: -20.04

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch20.23
Narrowest range in 6 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
54,235.154,094.73140.423.3%79.061.9%96%FalseFalse0
104,292.884,094.73198.154.7%68.201.6%68%FalseFalse0
204,292.884,078.85214.035.1%69.251.6%70%FalseFalse0
404,324.424,078.85245.575.8%61.711.5%61%FalseFalse0
604,347.094,078.85268.246.3%51.751.2%56%FalseFalse0
804,347.093,701.10645.9915.3%52.741.2%82%FalseFalse0
1004,347.093,701.10645.9915.3%52.081.2%82%FalseFalse0
1204,347.093,701.10645.9915.3%47.861.1%82%FalseFalse0