NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 08-Feb-2016

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.42)
Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.6%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric05-Feb-201608-Feb-2016ChangeChange %Previous Week
Open4,150.353,947.99-202.36-4.9%4,254.41
High4,152.733,979.09-173.64-4.2%4,301.63
Low4,008.453,888.78-119.67-3.0%4,008.45
Close4,024.473,960.67-63.80-1.6%4,024.47
Range144.2890.31-53.97-37.4%293.18
ATR(14)102.20104.592.392.3%102.20
Volume

Multi-Period Performance

1-Month (21d)

-8.0%

3-Month (63d)

-15.8%

6-Month (126d)

-12.4%

1-Year (252d)

-6.3%

Year-To-Date (YTD)

-11.9%

52-Week Range

52W Low: 3,787.23 (4.6%)

Position (18%)

52W High: 4,739.75 (16.4%)

Daily Pivots for day following 08-Feb-2016

LevelClassicWoodieCamarillaDeMark
R44,213.784,177.534,010.34
R34,123.474,087.223,985.51
R24,033.164,033.163,977.23
R13,996.913,996.913,968.954,015.04
PP3,942.853,942.853,942.853,951.91
S13,906.603,906.603,952.393,924.73
S23,852.543,852.543,944.11
S33,762.233,816.293,935.83
S43,671.923,725.983,911.00

Weekly Pivots for week ending 05-Feb-2016

LevelClassicWoodieCamarillaDeMark
R44,991.064,800.944,185.72
R34,697.884,507.764,105.09
R24,404.704,404.704,078.22
R14,214.584,214.584,051.344,163.05
PP4,111.524,111.524,111.524,085.75
S13,921.403,921.403,997.603,869.87
S23,818.343,818.343,970.72
S33,525.163,628.223,943.85
S43,231.983,335.043,863.22

Fisher Pivots for day following 08-Feb-2016

Pivot1 Day3 Day
R13,951.764,044.89
PP3,942.854,016.81
S13,933.943,988.74

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2504,362.91
2.6184,215.52
1.6184,125.21
1.0004,069.40
0.6184,034.90
HIGH3,979.09
0.6183,944.59
0.5003,933.94
0.3823,923.28
LOW3,888.78
0.6183,832.97
1.0003,798.47
1.6183,742.66
2.6183,652.35
4.2503,504.96

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%4,514.96
38.2%4,375.89
50.0%4,263.49
61.8%4,151.09
78.6%3,991.07

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA4,103.60-142.93-3.5%Below
10-Day SMA4,163.25-202.58-4.9%Below
20-Day SMA4,186.46-225.79-5.4%Below
50-Day SMA4,431.32-470.65-10.6%Below
100-Day SMA4,452.43-491.76-11.0%Below
200-Day SMA4,455.01-494.34-11.1%Below

Bollinger Bands (20, 2):

Upper: 4,362.04

Middle: 4,186.46

Lower: 4,010.88

Bandwidth: 8.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,095.20

Kijun-sen: 4,265.66

Span A: 4,180.43

Span B: 4,314.27

Chikou Span: 4,652.01

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
31.23
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-95.90
Signal: -87.36 · Hist: -8.54

Stochastic (14, 3)

Neutral
%K: 17.41
%D: 28.09

StochRSI (14)

Neutral
%K: 27.25
%D: 46.36

ADX (14) & Trend

Neutral
40.44
+DI: 10.89 · -DI: 41.28

CCI (20)

Neutral
-248.08
Range -100 to +100

Williams %R (14)

Bullish
-82.59
Range -100 to 0

Ultimate Oscillator

Neutral
49.17
Periods: 7, 14, 28

ROC (12)

Bearish
-4.39%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-179.73
Bull: -179.73 · Bear: -270.04

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch14.18
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
54,265.043,888.78376.269.5%103.682.6%19%FalseTrue0
104,301.633,888.78412.8510.4%94.492.4%17%FalseTrue0
204,357.283,888.78468.5011.8%104.152.6%15%FalseTrue0
404,702.743,888.78813.9620.6%81.622.1%9%FalseTrue0
604,739.753,888.78850.9721.5%73.751.9%8%FalseTrue0
804,739.753,888.78850.9721.5%66.751.7%8%FalseTrue0
1004,739.753,888.78850.9721.5%67.221.7%8%FalseTrue0
1204,739.753,787.23952.5224.0%73.361.9%18%FalseFalse0