NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 27-Sep-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

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

Day Change Summary (OHLC)

PreviousCurrent
Metric26-Sep-201827-Sep-2018ChangeChange %Previous Week
Open7,563.967,600.3536.390.5%7,522.59
High7,637.627,657.8020.180.3%7,603.86
Low7,553.267,596.9643.700.6%7,427.79
Close7,563.097,629.5766.480.9%7,531.07
Range84.3660.84-23.52-27.9%176.07
ATR(14)83.3084.120.811.0%84.67
Volume

Multi-Period Performance

1-Month (21d)

0.8%

3-Month (63d)

8.5%

6-Month (126d)

15.9%

1-Year (252d)

28.5%

Year-To-Date (YTD)

17.2%

52-Week Range

52W Low: 5,908.62 (29.1%)

Position (97%)

52W High: 7,691.10 (0.8%)

Daily Pivots for day following 27-Sep-2018

LevelClassicWoodieCamarillaDeMark
R47,810.637,780.947,663.03
R37,749.797,720.107,646.30
R27,688.957,688.957,640.72
R17,659.267,659.267,635.157,674.11
PP7,628.117,628.117,628.117,635.53
S17,598.427,598.427,623.997,613.27
S27,567.277,567.277,618.42
S37,506.437,537.587,612.84
S47,445.597,476.747,596.11

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 27-Sep-2018

Pivot1 Day3 Day
R17,628.847,616.88
PP7,628.117,604.19
S17,627.387,591.49

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,916.37
2.6187,817.08
1.6187,756.24
1.0007,718.64
0.6187,695.40
HIGH7,657.80
0.6187,634.56
0.5007,627.38
0.3827,620.20
LOW7,596.96
0.6187,559.36
1.0007,536.12
1.6187,498.52
2.6187,437.68
4.2507,338.39

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,270.43
38.2%7,010.19
50.0%6,799.86
61.8%6,589.53
78.6%6,290.07

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,567.1362.440.8%Above
10-Day SMA7,536.9692.611.2%Above
20-Day SMA7,535.0694.511.3%Above
50-Day SMA7,458.74170.832.3%Above
100-Day SMA7,281.15348.424.8%Above
200-Day SMA6,989.46640.119.2%Above

Bollinger Bands (20, 2):

Upper: 7,667.94

Middle: 7,535.06

Lower: 7,402.18

Bandwidth: 3.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,542.80

Kijun-sen: 7,532.90

Span A: 7,537.85

Span B: 7,424.94

Chikou Span: 7,397.23

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
61.13
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
33.22
Signal: 29.06 · Hist: 4.16

Stochastic (14, 3)

Neutral
%K: 88.98
%D: 79.14

StochRSI (14)

Neutral
%K: 89.58
%D: 78.56

ADX (14) & Trend

Neutral
10.30
+DI: 25.98 · -DI: 19.69

CCI (20)

Neutral
110.67
Range -100 to +100

Williams %R (14)

Neutral
-11.02
Range -100 to 0

Ultimate Oscillator

Neutral
60.33
Periods: 7, 14, 28

ROC (12)

Bullish
1.62%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
113.45
Bull: 113.45 · Bear: 52.61

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch12.38
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,657.807,447.23210.572.8%75.531.0%87%TrueFalse0
107,657.807,427.79230.013.0%77.501.0%88%TrueFalse0
207,691.107,400.99290.113.8%79.341.0%79%FalseFalse0
407,691.107,221.35469.756.2%70.840.9%87%FalseFalse0
607,691.107,025.24665.868.7%73.841.0%91%FalseFalse0
807,691.106,950.23740.879.7%76.401.0%92%FalseFalse0
1007,691.106,770.30920.8012.1%73.771.0%93%FalseFalse0
1207,691.106,426.571,264.5316.6%78.931.0%95%FalseFalse0