NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 01-Sep-2017

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric31-Aug-201701-Sep-2017ChangeChange %Previous Week
Open5,948.746,001.8253.080.9%5,839.27
High5,995.456,009.3213.870.2%6,009.32
Low5,945.955,972.2726.320.4%5,785.22
Close5,988.605,987.90-0.70-0.0%5,987.90
Range49.5037.05-12.45-25.2%224.10
ATR(14)62.8260.98-1.84-2.9%60.98
Volume

Multi-Period Performance

1-Month (21d)

1.6%

3-Month (63d)

1.9%

6-Month (126d)

11.7%

1-Year (252d)

25.2%

Year-To-Date (YTD)

21.9%

52-Week Range

52W Low: 4,647.59 (28.8%)

Position (98%)

52W High: 6,009.32 (0.4%)

Daily Pivots for day following 01-Sep-2017

LevelClassicWoodieCamarillaDeMark
R46,100.986,081.496,008.28
R36,063.936,044.445,998.09
R26,026.886,026.885,994.69
R16,007.396,007.395,991.305,998.61
PP5,989.835,989.835,989.835,985.44
S15,970.345,970.345,984.505,961.56
S25,952.785,952.785,981.11
S35,915.735,933.295,977.71
S45,878.685,896.245,967.52

Weekly Pivots for week ending 01-Sep-2017

LevelClassicWoodieCamarillaDeMark
R46,599.786,517.946,111.15
R36,375.686,293.846,049.53
R26,151.586,151.586,028.98
R16,069.746,069.746,008.446,110.66
PP5,927.485,927.485,927.485,947.94
S15,845.645,845.645,967.365,886.56
S25,703.385,703.385,946.81
S35,479.285,621.545,926.27
S45,255.185,397.445,864.64

Fisher Pivots for day following 01-Sep-2017

Pivot1 Day3 Day
R15,990.805,971.04
PP5,989.835,954.19
S15,988.865,937.33

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2506,166.78
2.6186,106.32
1.6186,069.27
1.0006,046.37
0.6186,032.22
HIGH6,009.32
0.6185,995.17
0.5005,990.80
0.3825,986.42
LOW5,972.27
0.6185,949.37
1.0005,935.22
1.6185,912.32
2.6185,875.27
4.2505,814.81

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%5,687.95
38.2%5,489.14
50.0%5,328.45
61.8%5,167.77
78.6%4,939.00

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA5,921.9265.981.1%Above
10-Day SMA5,877.82110.081.9%Above
20-Day SMA5,874.95112.951.9%Above
50-Day SMA5,834.54153.362.6%Above
100-Day SMA5,749.76238.144.1%Above
200-Day SMA5,444.73543.1710.0%Above

Bollinger Bands (20, 2):

Upper: 5,999.95

Middle: 5,874.95

Lower: 5,749.94

Bandwidth: 4.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 5,897.27

Kijun-sen: 5,879.91

Span A: 5,888.59

Span B: 5,794.48

Chikou Span: 5,917.03

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
63.23
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
22.11
Signal: 9.10 · Hist: 13.01

Stochastic (14, 3)

Bearish
%K: 91.72
%D: 94.24

StochRSI (14)

Neutral
%K: 99.85
%D: 86.19

ADX (14) & Trend

Neutral
13.42
+DI: 30.31 · -DI: 22.00

CCI (20)

Oversold
152.64
Range -100 to +100

Williams %R (14)

Bearish
-8.28
Range -100 to 0

Ultimate Oscillator

Neutral
60.50
Periods: 7, 14, 28

ROC (12)

Bearish
1.19%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
114.50
Bull: 114.50 · Bear: 77.45

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookTrue
Stretch6.72
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,009.325,785.22224.103.7%55.860.9%90%TrueFalse0
106,009.325,750.50258.824.3%54.180.9%92%TrueFalse0
206,009.325,750.50258.824.3%56.650.9%92%TrueFalse0
406,009.325,650.26359.066.0%51.350.9%94%TrueFalse0
606,009.325,579.64429.687.2%59.391.0%95%TrueFalse0
806,009.325,570.28439.047.3%54.390.9%95%TrueFalse0
1006,009.325,353.59655.7311.0%49.200.8%97%TrueFalse0
1206,009.325,316.02693.3011.6%48.140.8%97%TrueFalse0