NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Jun-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.26)
Moving Averages

Strong Buy

+0.67

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric08-Jun-201811-Jun-2018ChangeChange %Previous Week
Open7,121.767,149.6527.890.4%7,099.50
High7,161.927,187.4525.530.4%7,212.45
Low7,100.737,146.0945.360.6%7,099.09
Close7,152.627,168.4815.860.2%7,152.62
Range61.1941.36-19.83-32.4%113.36
ATR(14)82.1879.26-2.92-3.5%82.18
Volume

Multi-Period Performance

1-Month (21d)

2.9%

3-Month (63d)

0.5%

6-Month (126d)

13.5%

1-Year (252d)

24.8%

Year-To-Date (YTD)

10.1%

52-Week Range

52W Low: 5,579.64 (28.5%)

Position (97%)

52W High: 7,212.45 (0.6%)

Daily Pivots for day following 11-Jun-2018

LevelClassicWoodieCamarillaDeMark
R47,291.427,271.317,191.23
R37,250.067,229.957,179.85
R27,208.707,208.707,176.06
R17,188.597,188.597,172.277,198.64
PP7,167.347,167.347,167.347,172.37
S17,147.237,147.237,164.697,157.28
S27,125.987,125.987,160.90
S37,084.627,105.877,157.11
S47,043.267,064.517,145.73

Weekly Pivots for week ending 08-Jun-2018

LevelClassicWoodieCamarillaDeMark
R47,494.807,437.077,214.97
R37,381.447,323.717,183.79
R27,268.087,268.087,173.40
R17,210.357,210.357,163.017,239.21
PP7,154.727,154.727,154.727,169.15
S17,096.997,096.997,142.237,125.85
S27,041.367,041.367,131.84
S36,928.006,983.637,121.45
S46,814.646,870.277,090.27

Fisher Pivots for day following 11-Jun-2018

Pivot1 Day3 Day
R17,167.917,164.51
PP7,167.347,160.55
S17,166.777,156.58

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,363.23
2.6187,295.73
1.6187,254.37
1.0007,228.81
0.6187,213.01
HIGH7,187.45
0.6187,171.65
0.5007,166.77
0.3827,161.89
LOW7,146.09
0.6187,120.53
1.0007,104.73
1.6187,079.17
2.6187,037.81
4.2506,970.31

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%6,827.11
38.2%6,588.72
50.0%6,396.05
61.8%6,203.37
78.6%5,929.06

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,170.15-1.67-0.0%Below
10-Day SMA7,094.8973.591.0%Above
20-Day SMA7,008.15160.332.3%Above
50-Day SMA6,801.87366.615.4%Above
100-Day SMA6,804.63363.855.3%Above
200-Day SMA6,514.98653.5010.0%Above

Bollinger Bands (20, 2):

Upper: 7,233.06

Middle: 7,008.15

Lower: 6,783.25

Bandwidth: 6.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,075.24

Kijun-sen: 6,912.42

Span A: 6,993.83

Span B: 6,767.52

Chikou Span: 6,643.48

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
67.31
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
101.52
Signal: 89.07 · Hist: 12.45

Stochastic (14, 3)

Neutral
%K: 87.97
%D: 85.10

StochRSI (14)

Neutral
%K: 63.55
%D: 75.43

ADX (14) & Trend

Neutral
17.56
+DI: 31.82 · -DI: 17.49

CCI (20)

Neutral
111.53
Range -100 to +100

Williams %R (14)

Neutral
-12.03
Range -100 to 0

Ultimate Oscillator

Bullish
74.09
Periods: 7, 14, 28

ROC (12)

Bearish
3.09%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
109.70
Bull: 109.70 · Bear: 68.34

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch14.43
Narrowest range in 10 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,212.457,100.73111.721.6%62.670.9%61%FalseFalse0
107,212.456,887.12325.334.5%62.540.9%86%FalseFalse0
207,212.456,846.94365.515.1%64.010.9%88%FalseFalse0
407,212.456,426.57785.8811.0%82.031.1%94%FalseFalse0
607,212.456,322.60889.8512.4%104.021.5%95%FalseFalse0
807,212.456,322.60889.8512.4%103.661.4%95%FalseFalse0
1007,212.456,164.431,048.0214.6%109.071.5%96%FalseFalse0
1207,212.456,164.431,048.0214.6%98.881.4%96%FalseFalse0