NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 24-Sep-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.26)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-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
Metric21-Sep-201824-Sep-2018ChangeChange %Previous Week
Open7,587.397,477.45-109.94-1.4%7,522.59
High7,603.867,554.95-48.91-0.6%7,603.86
Low7,522.127,447.23-74.89-1.0%7,427.79
Close7,531.077,548.7517.680.2%7,531.07
Range81.74107.7225.9831.8%176.07
ATR(14)84.6786.321.651.9%84.67
Volume

Multi-Period Performance

1-Month (21d)

1.8%

3-Month (63d)

7.3%

6-Month (126d)

11.8%

1-Year (252d)

27.2%

Year-To-Date (YTD)

15.9%

52-Week Range

52W Low: 5,839.89 (29.3%)

Position (92%)

52W High: 7,691.10 (1.9%)

Daily Pivots for day following 24-Sep-2018

LevelClassicWoodieCamarillaDeMark
R47,840.147,802.167,608.00
R37,732.427,694.447,578.37
R27,624.707,624.707,568.50
R17,586.727,586.727,558.627,605.71
PP7,516.987,516.987,516.987,526.47
S17,479.007,479.007,538.887,497.99
S27,409.267,409.267,529.00
S37,301.547,371.287,519.13
S47,193.827,263.567,489.50

Weekly Pivots for week ending 21-Sep-2018

LevelClassicWoodieCamarillaDeMark
R48,049.127,966.167,627.91
R37,873.057,790.097,579.49
R27,696.987,696.987,563.35
R17,614.027,614.027,547.217,655.50
PP7,520.917,520.917,520.917,541.64
S17,437.957,437.957,514.937,479.43
S27,344.847,344.847,498.79
S37,168.777,261.887,482.65
S46,992.707,085.817,434.23

Fisher Pivots for day following 24-Sep-2018

Pivot1 Day3 Day
R17,532.867,541.01
PP7,516.987,533.28
S17,501.097,525.55

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,012.76
2.6187,836.96
1.6187,729.24
1.0007,662.67
0.6187,621.52
HIGH7,554.95
0.6187,513.80
0.5007,501.09
0.3827,488.38
LOW7,447.23
0.6187,380.66
1.0007,339.51
1.6187,272.94
2.6187,165.22
4.2506,989.42

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,254.21
38.2%6,983.94
50.0%6,765.50
61.8%6,547.05
78.6%6,236.05

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,526.7122.040.3%Above
10-Day SMA7,517.1431.610.4%Above
20-Day SMA7,536.7412.010.2%Above
50-Day SMA7,446.66102.091.4%Above
100-Day SMA7,255.94292.814.0%Above
200-Day SMA6,970.96577.798.3%Above

Bollinger Bands (20, 2):

Upper: 7,674.73

Middle: 7,536.74

Lower: 7,398.76

Bandwidth: 3.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,513.39

Kijun-sen: 7,501.88

Span A: 7,507.63

Span B: 7,424.94

Chikou Span: 7,374.29

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
54.93
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
24.83
Signal: 28.57 · Hist: -3.74

Stochastic (14, 3)

Neutral
%K: 71.66
%D: 62.10

StochRSI (14)

Neutral
%K: 51.55
%D: 37.32

ADX (14) & Trend

Neutral
10.59
+DI: 21.69 · -DI: 23.96

CCI (20)

Neutral
-20.11
Range -100 to +100

Williams %R (14)

Neutral
-28.34
Range -100 to 0

Ultimate Oscillator

Neutral
53.63
Periods: 7, 14, 28

ROC (12)

Bullish
1.28%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
36.71
Bull: 36.71 · Bear: -71.01

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch11.83
Widest range in 9 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,603.867,436.53167.332.2%82.891.1%67%FalseFalse0
107,603.867,401.72202.142.7%83.001.1%73%FalseFalse0
207,691.107,400.99290.113.8%77.891.0%51%FalseFalse0
407,691.107,158.78532.327.1%73.481.0%73%FalseFalse0
607,691.106,969.16721.949.6%75.931.0%80%FalseFalse0
807,691.106,950.23740.879.8%76.141.0%81%FalseFalse0
1007,691.106,539.861,151.2415.3%75.371.0%88%FalseFalse0
1207,691.106,402.031,289.0717.1%80.751.1%89%FalseFalse0