NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 22-Apr-2016

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.21)
Moving Averages

Neutral

0.00

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric21-Apr-201622-Apr-2016ChangeChange %Previous Week
Open4,540.714,478.44-62.27-1.4%4,535.21
High4,558.674,502.39-56.28-1.2%4,574.38
Low4,522.854,440.14-82.71-1.8%4,440.14
Close4,540.804,474.19-66.61-1.5%4,474.19
Range35.8262.2526.4373.8%134.24
ATR(14)51.4854.993.516.8%54.99
Volume

Multi-Period Performance

1-Month (21d)

1.6%

3-Month (63d)

5.0%

6-Month (126d)

1.4%

1-Year (252d)

-0.1%

Year-To-Date (YTD)

-0.5%

52-Week Range

52W Low: 3,787.23 (18.1%)

Position (72%)

52W High: 4,739.75 (5.6%)

Daily Pivots for day following 22-Apr-2016

LevelClassicWoodieCamarillaDeMark
R44,658.994,628.844,508.43
R34,596.744,566.594,491.31
R24,534.494,534.494,485.60
R14,504.344,504.344,479.904,488.29
PP4,472.244,472.244,472.244,464.22
S14,442.094,442.094,468.484,426.04
S24,409.994,409.994,462.78
S34,347.744,379.844,457.07
S44,285.494,317.594,439.95

Weekly Pivots for week ending 22-Apr-2016

LevelClassicWoodieCamarillaDeMark
R44,898.964,820.814,548.02
R34,764.724,686.574,511.11
R24,630.484,630.484,498.80
R14,552.334,552.334,486.504,524.28
PP4,496.244,496.244,496.244,482.21
S14,418.094,418.094,461.884,390.04
S24,362.004,362.004,449.58
S34,227.764,283.854,437.27
S44,093.524,149.614,400.36

Fisher Pivots for day following 22-Apr-2016

Pivot1 Day3 Day
R14,473.224,501.24
PP4,472.244,492.22
S14,471.274,483.21

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2504,766.95
2.6184,665.36
1.6184,603.11
1.0004,564.64
0.6184,540.86
HIGH4,502.39
0.6184,478.61
0.5004,471.27
0.3824,463.92
LOW4,440.14
0.6184,401.67
1.0004,377.89
1.6184,339.42
2.6184,277.17
4.2504,175.58

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 SMA4,533.14-58.95-1.3%Below
10-Day SMA4,527.30-53.11-1.2%Below
20-Day SMA4,506.09-31.90-0.7%Below
50-Day SMA4,369.01105.182.4%Above
100-Day SMA4,385.7788.422.0%Above
200-Day SMA4,423.5150.681.1%Above

Bollinger Bands (20, 2):

Upper: 4,591.21

Middle: 4,506.09

Lower: 4,420.97

Bandwidth: 3.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 4,504.72

Kijun-sen: 4,474.55

Span A: 4,489.63

Span B: 4,238.56

Chikou Span: 4,404.20

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
50.30
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
41.28
Signal: 50.35 · Hist: -9.06

Stochastic (14, 3)

Neutral
%K: 28.09
%D: 59.88

StochRSI (14)

Neutral
%K: 24.11
%D: 33.31

ADX (14) & Trend

Weakening
26.59
+DI: 20.42 · -DI: 22.52

CCI (20)

Neutral
-63.26
Range -100 to +100

Williams %R (14)

Neutral
-71.91
Range -100 to 0

Ultimate Oscillator

Neutral
49.75
Periods: 7, 14, 28

ROC (12)

Bearish
-1.53%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-11.74
Bull: -11.74 · Bear: -73.99

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch13.51
Widest range in 8 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
54,574.384,440.14134.243.0%46.881.0%25%FalseTrue0
104,574.384,435.05139.333.1%45.271.0%28%FalseFalse0
204,574.384,384.27190.114.2%47.971.1%47%FalseFalse0
404,574.384,200.15374.238.4%48.301.1%73%FalseFalse0
604,574.383,888.78685.6015.3%59.221.3%85%FalseFalse0
804,702.743,888.78813.9618.2%67.431.5%72%FalseFalse0
1004,739.753,888.78850.9719.0%66.471.5%69%FalseFalse0
1204,739.753,888.78850.9719.0%63.261.4%69%FalseFalse0