NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 08-May-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)
Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.8%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric07-May-201808-May-2018ChangeChange %Previous Week
Open6,803.456,813.9110.460.2%6,669.44
High6,846.466,830.87-15.59-0.2%6,783.36
Low6,796.056,770.30-25.75-0.4%6,539.86
Close6,821.876,815.48-6.39-0.1%6,769.12
Range50.4160.5710.1620.2%243.50
ATR(14)129.04124.15-4.89-3.8%133.02
Volume

Multi-Period Performance

1-Month (21d)

5.3%

3-Month (63d)

2.2%

6-Month (126d)

8.3%

1-Year (252d)

20.4%

Year-To-Date (YTD)

4.7%

52-Week Range

52W Low: 5,570.28 (22.4%)

Position (77%)

52W High: 7,186.09 (5.2%)

Daily Pivots for day following 08-May-2018

LevelClassicWoodieCamarillaDeMark
R46,987.266,961.946,848.79
R36,926.696,901.376,832.14
R26,866.126,866.126,826.58
R16,840.806,840.806,821.036,853.46
PP6,805.556,805.556,805.556,811.88
S16,780.236,780.236,809.936,792.89
S26,744.986,744.986,804.38
S36,684.416,719.666,798.82
S46,623.846,659.096,782.17

Weekly Pivots for week ending 04-May-2018

LevelClassicWoodieCamarillaDeMark
R47,427.957,342.036,903.05
R37,184.457,098.536,836.08
R26,940.956,940.956,813.76
R16,855.036,855.036,791.446,897.99
PP6,697.456,697.456,697.456,718.92
S16,611.536,611.536,746.806,654.49
S26,453.956,453.956,724.48
S36,210.456,368.036,702.16
S45,966.956,124.536,635.19

Fisher Pivots for day following 08-May-2018

Pivot1 Day3 Day
R16,810.526,786.80
PP6,805.556,758.11
S16,800.596,729.43

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,088.29
2.6186,989.44
1.6186,928.87
1.0006,891.44
0.6186,868.30
HIGH6,830.87
0.6186,807.73
0.5006,800.59
0.3826,793.44
LOW6,770.30
0.6186,732.87
1.0006,709.73
1.6186,672.30
2.6186,611.73
4.2506,512.88

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%6,804.76
38.2%6,568.85
50.0%6,378.18
61.8%6,187.52
78.6%5,916.06

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA6,738.8976.591.1%Above
10-Day SMA6,680.19135.292.0%Above
20-Day SMA6,679.76135.722.0%Above
50-Day SMA6,732.3783.111.2%Above
100-Day SMA6,702.09113.391.7%Above
200-Day SMA6,386.93428.556.7%Above

Bollinger Bands (20, 2):

Upper: 6,868.24

Middle: 6,679.76

Lower: 6,491.28

Bandwidth: 5.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,693.16

Kijun-sen: 6,591.75

Span A: 6,642.45

Span B: 6,754.35

Chikou Span: 6,390.84

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
57.61
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
19.98
Signal: -5.07 · Hist: 25.04

Stochastic (14, 3)

Neutral
%K: 92.62
%D: 88.02

StochRSI (14)

Neutral
%K: 96.35
%D: 79.39

ADX (14) & Trend

Neutral
13.30
+DI: 26.13 · -DI: 24.58

CCI (20)

Oversold
123.47
Range -100 to +100

Williams %R (14)

Neutral
-7.38
Range -100 to 0

Ultimate Oscillator

Neutral
59.54
Periods: 7, 14, 28

ROC (12)

Bullish
2.22%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
129.19
Bull: 129.19 · Bear: 68.62

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRTrue
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch22.46
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,846.466,539.86306.604.5%97.481.4%90%FalseFalse0
106,846.466,426.57419.896.2%105.371.5%93%FalseFalse0
206,856.966,426.57430.396.3%102.541.5%90%FalseFalse0
407,186.096,322.60863.4912.7%126.591.9%57%FalseFalse0
607,186.096,322.60863.4912.7%120.201.8%57%FalseFalse0
807,186.096,164.431,021.6615.0%121.241.8%64%FalseFalse0
1007,186.096,164.431,021.6615.0%105.231.5%64%FalseFalse0
1207,186.096,164.431,021.6615.0%96.971.4%64%FalseFalse0