NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 26-Apr-2017

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Strong Buy

+1.00

Oscillators

Strong Sell

-0.56

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 0.7%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric25-Apr-201726-Apr-2017ChangeChange %Previous Week
Open5,523.485,553.6030.120.5%5,369.21
High5,557.935,563.976.040.1%5,455.88
Low5,521.525,537.9916.470.3%5,367.59
Close5,548.195,541.09-7.10-0.1%5,442.05
Range36.4125.98-10.43-28.6%88.29
ATR(14)42.2441.08-1.16-2.7%39.35
Volume

Multi-Period Performance

1-Month (21d)

3.1%

3-Month (63d)

7.6%

6-Month (126d)

12.9%

1-Year (252d)

24.4%

Year-To-Date (YTD)

12.8%

52-Week Range

52W Low: 4,179.74 (32.6%)

Position (98%)

52W High: 5,563.97 (0.4%)

Daily Pivots for day following 26-Apr-2017

LevelClassicWoodieCamarillaDeMark
R45,625.625,609.345,555.38
R35,599.645,583.365,548.23
R25,573.665,573.665,545.85
R15,557.385,557.385,543.475,552.53
PP5,547.685,547.685,547.685,545.26
S15,531.405,531.405,538.715,526.55
S25,521.705,521.705,536.33
S35,495.725,505.425,533.95
S45,469.745,479.445,526.80

Weekly Pivots for week ending 21-Apr-2017

LevelClassicWoodieCamarillaDeMark
R45,686.715,652.675,490.61
R35,598.425,564.385,466.33
R25,510.135,510.135,458.24
R15,476.095,476.095,450.145,493.11
PP5,421.845,421.845,421.845,430.35
S15,387.805,387.805,433.965,404.82
S25,333.555,333.555,425.86
S35,245.265,299.515,417.77
S45,156.975,211.225,393.49

Fisher Pivots for day following 26-Apr-2017

Pivot1 Day3 Day
R15,550.985,537.19
PP5,547.685,533.30
S15,544.395,529.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2505,674.39
2.6185,631.99
1.6185,606.01
1.0005,589.95
0.6185,580.03
HIGH5,563.97
0.6185,554.05
0.5005,550.98
0.3825,547.91
LOW5,537.99
0.6185,521.93
1.0005,512.01
1.6185,495.95
2.6185,469.97
4.2505,427.57

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%5,237.29
38.2%5,035.19
50.0%4,871.85
61.8%4,708.52
78.6%4,475.97

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA5,496.5844.510.8%Above
10-Day SMA5,440.40100.691.9%Above
20-Day SMA5,433.04108.062.0%Above
50-Day SMA5,389.85151.242.8%Above
100-Day SMA5,199.50341.606.6%Above
200-Day SMA4,992.47548.6211.0%Above

Bollinger Bands (20, 2):

Upper: 5,529.15

Middle: 5,433.04

Lower: 5,336.92

Bandwidth: 3.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 5,458.78

Kijun-sen: 5,440.00

Span A: 5,449.39

Span B: 5,388.40

Chikou Span: 5,413.31

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Bearish
71.86
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
35.57
Signal: 23.48 · Hist: 12.09

Stochastic (14, 3)

Bearish
%K: 89.12
%D: 93.63

StochRSI (14)

Neutral
%K: 98.08
%D: 92.35

ADX (14) & Trend

Strong Trend
22.09
+DI: 34.43 · -DI: 12.15

CCI (20)

Oversold
238.52
Range -100 to +100

Williams %R (14)

Bearish
-10.88
Range -100 to 0

Ultimate Oscillator

Neutral
60.31
Periods: 7, 14, 28

ROC (12)

Bearish
2.26%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
107.99
Bull: 107.99 · Bear: 82.01

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch7.76
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
55,563.975,413.32150.652.7%28.860.5%85%TrueFalse0
105,563.975,353.59210.383.8%31.700.6%89%TrueFalse0
205,563.975,353.59210.383.8%34.870.6%89%TrueFalse0
405,563.975,316.02247.954.5%36.740.7%91%TrueFalse0
605,563.975,086.33477.648.6%34.140.6%95%TrueFalse0
805,563.974,853.93710.0412.8%34.480.6%97%TrueFalse0
1005,563.974,721.41842.5615.2%35.960.6%97%TrueFalse0
1205,563.974,647.59916.3816.5%39.090.7%98%TrueFalse0