NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 09-Jun-2017

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) %: 1.0%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric08-Jun-201709-Jun-2017ChangeChange %Previous Week
Open5,894.755,891.67-3.08-0.1%5,881.21
High5,895.185,897.692.510.0%5,897.69
Low5,852.655,657.76-194.89-3.3%5,657.76
Close5,885.305,741.94-143.36-2.4%5,741.94
Range42.53239.93197.40464.1%239.93
ATR(14)40.4754.7214.2535.2%54.72
Volume

Multi-Period Performance

1-Month (21d)

1.1%

3-Month (63d)

6.6%

6-Month (126d)

18.3%

1-Year (252d)

27.2%

Year-To-Date (YTD)

16.9%

52-Week Range

52W Low: 4,179.74 (37.4%)

Position (91%)

52W High: 5,897.69 (2.6%)

Daily Pivots for day following 09-Jun-2017

LevelClassicWoodieCamarillaDeMark
R46,485.596,353.695,873.90
R36,245.666,113.765,807.92
R26,005.736,005.735,785.93
R15,873.835,873.835,763.935,819.81
PP5,765.805,765.805,765.805,738.79
S15,633.905,633.905,719.955,579.88
S25,525.875,525.875,697.95
S35,285.945,393.975,675.96
S45,046.015,154.045,609.98

Weekly Pivots for week ending 09-Jun-2017

LevelClassicWoodieCamarillaDeMark
R46,485.596,353.695,873.90
R36,245.666,113.765,807.92
R26,005.736,005.735,785.93
R15,873.835,873.835,763.935,819.81
PP5,765.805,765.805,765.805,738.79
S15,633.905,633.905,719.955,579.88
S25,525.875,525.875,697.95
S35,285.945,393.975,675.96
S45,046.015,154.045,609.98

Fisher Pivots for day following 09-Jun-2017

Pivot1 Day3 Day
R15,777.735,777.73
PP5,765.805,765.80
S15,753.875,753.87

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2506,917.39
2.6186,525.83
1.6186,285.90
1.0006,137.62
0.6186,045.97
HIGH5,897.69
0.6185,806.04
0.5005,777.73
0.3825,749.41
LOW5,657.76
0.6185,509.48
1.0005,417.83
1.6185,269.55
2.6185,029.62
4.2504,638.06

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%5,492.25
38.2%5,241.43
50.0%5,038.72
61.8%4,836.00
78.6%4,547.38

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA5,847.94-106.00-1.8%Below
10-Day SMA5,830.95-89.01-1.5%Below
20-Day SMA5,759.75-17.81-0.3%Below
50-Day SMA5,608.90133.042.4%Above
100-Day SMA5,444.75297.195.5%Above
200-Day SMA5,146.52595.4211.6%Above

Bollinger Bands (20, 2):

Upper: 5,935.02

Middle: 5,759.75

Lower: 5,584.49

Bandwidth: 6.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 5,777.73

Kijun-sen: 5,733.98

Span A: 5,755.85

Span B: 5,625.64

Chikou Span: 5,625.16

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
51.02
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
68.18
Signal: 72.66 · Hist: -4.48

Stochastic (14, 3)

Neutral
%K: 35.09
%D: 75.69

StochRSI (14)

Neutral
%K: 55.50
%D: 73.46

ADX (14) & Trend

Weakening
33.31
+DI: 24.30 · -DI: 36.75

CCI (20)

Neutral
7.50
Range -100 to +100

Williams %R (14)

Neutral
-64.91
Range -100 to 0

Ultimate Oscillator

Neutral
57.82
Periods: 7, 14, 28

ROC (12)

Bearish
0.68%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
96.21
Bull: 96.21 · Bear: -143.72

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch8.02
Widest range in 260 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
55,897.695,657.76239.934.2%76.021.3%35%TrueTrue0
105,897.695,657.76239.934.2%56.031.0%35%TrueTrue0
205,897.695,570.28327.415.7%49.480.9%52%TrueFalse0
405,897.695,353.59544.109.5%39.190.7%71%TrueFalse0
605,897.695,316.02581.6710.1%40.030.7%73%TrueFalse0
805,897.695,264.44633.2511.0%37.970.7%75%TrueFalse0
1005,897.695,035.49862.2015.0%36.120.6%82%TrueFalse0
1205,897.694,853.931,043.7618.2%36.280.6%85%TrueFalse0