NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 15-Jun-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.26)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Buy

+0.50

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

Day Change Summary (OHLC)

PreviousCurrent
Metric14-Jun-201815-Jun-2018ChangeChange %Previous Week
Open7,233.707,245.1611.460.2%7,149.65
High7,291.317,268.84-22.47-0.3%7,291.31
Low7,233.707,220.97-12.73-0.2%7,146.09
Close7,279.597,255.76-23.83-0.3%7,255.76
Range57.6147.87-9.74-16.9%145.22
ATR(14)76.9675.65-1.31-1.7%75.65
Volume

Multi-Period Performance

1-Month (21d)

4.7%

3-Month (63d)

3.4%

6-Month (126d)

13.5%

1-Year (252d)

27.3%

Year-To-Date (YTD)

11.4%

52-Week Range

52W Low: 5,579.64 (30.0%)

Position (98%)

52W High: 7,291.31 (0.5%)

Daily Pivots for day following 15-Jun-2018

LevelClassicWoodieCamarillaDeMark
R47,392.137,371.827,282.09
R37,344.267,323.957,268.92
R27,296.397,296.397,264.54
R17,276.087,276.087,260.157,286.24
PP7,248.527,248.527,248.527,253.60
S17,228.217,228.217,251.377,238.37
S27,200.657,200.657,246.98
S37,152.787,180.347,242.60
S47,104.917,132.477,229.43

Weekly Pivots for week ending 15-Jun-2018

LevelClassicWoodieCamarillaDeMark
R47,666.717,606.467,335.63
R37,521.497,461.247,295.70
R27,376.277,376.277,282.38
R17,316.027,316.027,269.077,346.15
PP7,231.057,231.057,231.057,246.12
S17,170.807,170.807,242.457,200.93
S27,085.837,085.837,229.14
S36,940.617,025.587,215.82
S46,795.396,880.367,175.89

Fisher Pivots for day following 15-Jun-2018

Pivot1 Day3 Day
R17,252.147,251.23
PP7,248.527,246.70
S17,244.917,242.17

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,472.29
2.6187,394.16
1.6187,346.29
1.0007,316.71
0.6187,298.42
HIGH7,268.84
0.6187,250.55
0.5007,244.91
0.3827,239.26
LOW7,220.97
0.6187,191.39
1.0007,173.10
1.6187,143.52
2.6187,095.65
4.2507,017.52

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%6,887.36
38.2%6,637.45
50.0%6,435.48
61.8%6,233.50
78.6%5,945.94

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,223.6532.110.4%Above
10-Day SMA7,194.4161.350.9%Above
20-Day SMA7,071.42184.342.6%Above
50-Day SMA6,860.78394.985.8%Above
100-Day SMA6,818.98436.786.4%Above
200-Day SMA6,542.94712.8210.9%Above

Bollinger Bands (20, 2):

Upper: 7,337.29

Middle: 7,071.42

Lower: 6,805.55

Bandwidth: 7.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,196.02

Kijun-sen: 7,069.13

Span A: 7,132.57

Span B: 6,808.93

Chikou Span: 6,893.21

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
69.94
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
109.78
Signal: 99.84 · Hist: 9.94

Stochastic (14, 3)

Neutral
%K: 91.20
%D: 91.18

StochRSI (14)

Neutral
%K: 85.61
%D: 81.70

ADX (14) & Trend

Strong Trend
22.81
+DI: 33.27 · -DI: 14.83

CCI (20)

Neutral
99.65
Range -100 to +100

Williams %R (14)

Bearish
-8.80
Range -100 to 0

Ultimate Oscillator

Neutral
62.78
Periods: 7, 14, 28

ROC (12)

Bearish
4.00%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
115.74
Bull: 115.74 · Bear: 67.87

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch13.28
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,291.317,146.09145.222.0%51.140.7%76%FalseFalse0
107,291.317,099.09192.222.6%57.540.8%82%FalseFalse0
207,291.316,846.94444.376.1%62.260.9%92%FalseFalse0
407,291.316,426.57864.7411.9%79.741.1%96%FalseFalse0
607,291.316,322.60968.7113.4%101.741.4%96%FalseFalse0
807,291.316,322.60968.7113.4%100.961.4%96%FalseFalse0
1007,291.316,164.431,126.8815.5%109.111.5%97%FalseFalse0
1207,291.316,164.431,126.8815.5%99.281.4%97%FalseFalse0