NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 07-Dec-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.42)
Moving Averages

Strong Sell

-1.00

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 2.6%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Dec-201807-Dec-2018ChangeChange %Previous Week
Open6,652.136,806.63154.502.3%7,106.84
High6,840.506,849.388.880.1%7,107.00
Low6,630.826,594.54-36.28-0.5%6,594.54
Close6,838.856,613.27-225.58-3.3%6,613.27
Range209.68254.8445.1621.5%512.46
ATR(14)165.27171.676.403.9%171.67
Volume

Multi-Period Performance

1-Month (21d)

-5.4%

3-Month (63d)

-11.0%

6-Month (126d)

-7.5%

1-Year (252d)

5.1%

Year-To-Date (YTD)

1.6%

52-Week Range

52W Low: 6,164.43 (7.3%)

Position (29%)

52W High: 7,700.56 (14.1%)

Daily Pivots for day following 07-Dec-2018

LevelClassicWoodieCamarillaDeMark
R47,450.257,286.606,753.43
R37,195.417,031.766,683.35
R26,940.576,940.576,659.99
R16,776.926,776.926,636.636,731.32
PP6,685.736,685.736,685.736,662.93
S16,522.086,522.086,589.916,476.48
S26,430.896,430.896,566.55
S36,176.056,267.246,543.19
S45,921.216,012.406,473.11

Weekly Pivots for week ending 07-Dec-2018

LevelClassicWoodieCamarillaDeMark
R48,308.987,973.596,895.12
R37,796.527,461.136,754.20
R27,284.067,284.066,707.22
R16,948.676,948.676,660.256,860.14
PP6,771.606,771.606,771.606,727.34
S16,436.216,436.216,566.296,347.68
S26,259.146,259.146,519.32
S35,746.685,923.756,472.34
S45,234.225,411.296,331.42

Fisher Pivots for day following 07-Dec-2018

Pivot1 Day3 Day
R16,721.966,820.11
PP6,685.736,751.16
S16,649.506,682.22

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,932.45
2.6187,516.55
1.6187,261.71
1.0007,104.22
0.6187,006.87
HIGH6,849.38
0.6186,752.03
0.5006,721.96
0.3826,691.89
LOW6,594.54
0.6186,437.05
1.0006,339.70
1.6186,182.21
2.6185,927.37
4.2505,511.47

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,338.03
38.2%7,113.76
50.0%6,932.50
61.8%6,751.23
78.6%6,493.16

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA6,851.69-238.42-3.5%Below
10-Day SMA6,797.09-183.82-2.7%Below
20-Day SMA6,805.08-191.81-2.8%Below
50-Day SMA7,029.37-416.10-5.9%Below
100-Day SMA7,241.66-628.39-8.7%Below
200-Day SMA7,078.22-464.95-6.6%Below

Bollinger Bands (20, 2):

Upper: 7,150.86

Middle: 6,805.08

Lower: 6,459.29

Bandwidth: 10.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,848.94

Kijun-sen: 6,824.16

Span A: 6,836.55

Span B: 7,071.46

Chikou Span: 6,810.12

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
41.33
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-59.31
Signal: -74.73 · Hist: 15.42

Stochastic (14, 3)

Neutral
%K: 25.71
%D: 46.15

StochRSI (14)

Neutral
%K: 50.32
%D: 69.51

ADX (14) & Trend

Weakening
28.40
+DI: 20.10 · -DI: 33.78

CCI (20)

Neutral
-62.27
Range -100 to +100

Williams %R (14)

Neutral
-74.29
Range -100 to 0

Ultimate Oscillator

Neutral
52.64
Periods: 7, 14, 28

ROC (12)

Bearish
-0.45%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
43.19
Bull: 43.19 · Bear: -211.65

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch25.97
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,107.006,594.54512.467.7%179.402.7%4%FalseTrue0
107,107.006,524.55582.458.8%145.942.2%15%FalseFalse0
207,192.326,442.36749.9611.3%145.852.2%23%FalseFalse0
407,311.856,442.36869.4913.1%159.822.4%20%FalseFalse0
607,700.566,442.361,258.2019.0%139.102.1%14%FalseFalse0
807,700.566,442.361,258.2019.0%122.331.8%14%FalseFalse0
1007,700.566,442.361,258.2019.0%113.081.7%14%FalseFalse0
1207,700.566,442.361,258.2019.0%109.011.6%14%FalseFalse0