NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 19-Jan-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 0.8%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric18-Jan-201819-Jan-2018ChangeChange %Previous Week
Open6,804.596,829.0424.450.4%6,807.85
High6,826.796,843.2416.450.2%6,843.24
Low6,784.726,801.5916.870.2%6,719.11
Close6,811.386,834.3322.950.3%6,834.33
Range42.0741.65-0.42-1.0%124.13
ATR(14)58.0556.88-1.17-2.0%56.88
Volume

Multi-Period Performance

1-Month (21d)

4.9%

3-Month (63d)

11.8%

6-Month (126d)

15.4%

1-Year (252d)

35.3%

Year-To-Date (YTD)

5.0%

52-Week Range

52W Low: 5,035.49 (35.7%)

Position (100%)

52W High: 6,843.24 (0.1%)

Daily Pivots for day following 19-Jan-2018

LevelClassicWoodieCamarillaDeMark
R46,951.346,934.486,857.24
R36,909.696,892.836,845.78
R26,868.046,868.046,841.97
R16,851.186,851.186,838.156,859.61
PP6,826.396,826.396,826.396,830.60
S16,809.536,809.536,830.516,817.96
S26,784.746,784.746,826.69
S36,743.096,767.886,822.88
S46,701.446,726.236,811.42

Weekly Pivots for week ending 19-Jan-2018

LevelClassicWoodieCamarillaDeMark
R47,171.287,126.946,902.60
R37,047.157,002.816,868.47
R26,923.026,923.026,857.09
R16,878.686,878.686,845.716,900.85
PP6,798.896,798.896,798.896,809.98
S16,754.556,754.556,822.956,776.72
S26,674.766,674.766,811.57
S36,550.636,630.426,800.19
S46,426.506,506.296,766.06

Fisher Pivots for day following 19-Jan-2018

Pivot1 Day3 Day
R16,830.366,819.83
PP6,826.396,805.34
S16,822.416,790.84

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,020.25
2.6186,952.28
1.6186,910.63
1.0006,884.89
0.6186,868.98
HIGH6,843.24
0.6186,827.33
0.5006,822.41
0.3826,817.50
LOW6,801.59
0.6186,775.85
1.0006,759.94
1.6186,734.20
2.6186,692.55
4.2506,624.58

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%6,416.61
38.2%6,152.68
50.0%5,939.36
61.8%5,726.05
78.6%5,422.35

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA6,790.3344.000.6%Above
10-Day SMA6,733.07101.261.5%Above
20-Day SMA6,605.94228.393.5%Above
50-Day SMA6,455.19379.145.9%Above
100-Day SMA6,245.21589.129.4%Above
200-Day SMA5,984.82849.5114.2%Above

Bollinger Bands (20, 2):

Upper: 6,888.24

Middle: 6,605.94

Lower: 6,323.65

Bandwidth: 8.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,731.30

Kijun-sen: 6,607.47

Span A: 6,669.38

Span B: 6,536.24

Chikou Span: 6,393.89

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
79.01
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
110.89
Signal: 92.48 · Hist: 18.40

Stochastic (14, 3)

Neutral
%K: 98.01
%D: 95.55

StochRSI (14)

Neutral
%K: 100.00
%D: 96.92

ADX (14) & Trend

Strong Trend
33.20
+DI: 41.80 · -DI: 11.73

CCI (20)

Oversold
120.72
Range -100 to +100

Williams %R (14)

Neutral
-1.99
Range -100 to 0

Ultimate Oscillator

Neutral
67.38
Periods: 7, 14, 28

ROC (12)

Bearish
4.96%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
144.16
Bull: 144.16 · Bear: 102.51

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch14.13
Narrowest range in 7 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,843.246,695.52147.722.2%70.091.0%94%TrueFalse0
106,843.246,605.03238.213.5%55.730.8%96%TrueFalse0
206,843.246,396.42446.826.5%48.340.7%98%TrueFalse0
406,843.246,236.14607.108.9%52.180.8%99%TrueFalse0
606,843.246,011.24832.0012.2%49.820.7%99%TrueFalse0
806,843.245,862.99980.2514.3%46.020.7%99%TrueFalse0
1006,843.245,785.221,058.0215.5%46.580.7%99%TrueFalse0
1206,843.245,750.501,092.7416.0%47.890.7%99%TrueFalse0