NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 12-Apr-2016

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.26)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.3%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric11-Apr-201612-Apr-2016ChangeChange %Previous Week
Open4,496.264,464.07-32.19-0.7%4,526.39
High4,516.104,503.89-12.21-0.3%4,544.59
Low4,458.474,435.05-23.42-0.5%4,459.56
Close4,458.714,496.0437.330.8%4,474.93
Range57.6368.8411.2119.5%85.03
ATR(14)57.5158.320.811.4%57.50
Volume

Multi-Period Performance

1-Month (21d)

3.1%

3-Month (63d)

5.0%

6-Month (126d)

2.9%

1-Year (252d)

2.0%

Year-To-Date (YTD)

-0.0%

52-Week Range

52W Low: 3,787.23 (18.7%)

Position (74%)

52W High: 4,739.75 (5.1%)

Daily Pivots for day following 12-Apr-2016

LevelClassicWoodieCamarillaDeMark
R44,684.854,659.284,533.90
R34,616.014,590.444,514.97
R24,547.174,547.174,508.66
R14,521.604,521.604,502.354,534.39
PP4,478.334,478.334,478.334,484.72
S14,452.764,452.764,489.734,465.55
S24,409.494,409.494,483.42
S34,340.654,383.924,477.11
S44,271.814,315.084,458.18

Weekly Pivots for week ending 08-Apr-2016

LevelClassicWoodieCamarillaDeMark
R44,748.124,696.554,521.70
R34,663.094,611.524,498.31
R24,578.064,578.064,490.52
R14,526.494,526.494,482.724,509.76
PP4,493.034,493.034,493.034,484.66
S14,441.464,441.464,467.144,424.73
S24,408.004,408.004,459.34
S34,322.974,356.434,451.55
S44,237.944,271.404,428.16

Fisher Pivots for day following 12-Apr-2016

Pivot1 Day3 Day
R14,487.184,489.22
PP4,478.334,482.40
S14,469.474,475.58

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2504,796.46
2.6184,684.11
1.6184,615.27
1.0004,572.73
0.6184,546.43
HIGH4,503.89
0.6184,477.59
0.5004,469.47
0.3824,461.35
LOW4,435.05
0.6184,392.51
1.0004,366.21
1.6184,323.67
2.6184,254.83
4.2504,142.48

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 SMA4,489.756.290.1%Above
10-Day SMA4,493.782.260.1%Above
20-Day SMA4,452.9343.111.0%Above
50-Day SMA4,297.02199.024.6%Above
100-Day SMA4,395.18100.872.3%Above
200-Day SMA4,418.5377.511.8%Above

Bollinger Bands (20, 2):

Upper: 4,549.64

Middle: 4,452.93

Lower: 4,356.23

Bandwidth: 4.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,489.82

Kijun-sen: 4,388.34

Span A: 4,439.08

Span B: 4,216.69

Chikou Span: 4,329.00

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
59.21
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
49.24
Signal: 55.11 · Hist: -5.87

Stochastic (14, 3)

Neutral
%K: 71.42
%D: 59.95

StochRSI (14)

Neutral
%K: 7.99
%D: 9.81

ADX (14) & Trend

Neutral
26.72
+DI: 24.13 · -DI: 15.55

CCI (20)

Neutral
43.94
Range -100 to +100

Williams %R (14)

Neutral
-28.58
Range -100 to 0

Ultimate Oscillator

Neutral
48.73
Periods: 7, 14, 28

ROC (12)

Bullish
2.05%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
34.98
Bull: 34.98 · Bear: -33.86

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch12.10
Widest range in 7 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
54,544.594,435.05109.542.4%63.411.4%56%FalseTrue0
104,544.594,435.05109.542.4%52.111.2%56%FalseTrue0
204,544.594,339.86204.734.6%47.141.0%76%FalseFalse0
404,544.594,050.31494.2811.0%53.481.2%90%FalseFalse0
604,544.593,888.78655.8114.6%67.061.5%93%FalseFalse0
804,702.743,888.78813.9618.1%68.451.5%75%FalseFalse0
1004,739.753,888.78850.9718.9%66.401.5%71%FalseFalse0
1204,739.753,888.78850.9718.9%63.561.4%71%FalseFalse0