NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 13-Dec-2018

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.21)
Moving Averages

Sell

-0.33

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 2.4%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric12-Dec-201813-Dec-2018ChangeChange %Previous Week
Open6,800.556,805.705.150.1%7,106.84
High6,867.666,833.78-33.88-0.5%7,107.00
Low6,761.786,724.04-37.74-0.6%6,594.54
Close6,763.966,767.974.010.1%6,613.27
Range105.88109.743.863.6%512.46
ATR(14)169.10164.86-4.24-2.5%171.67
Volume

Multi-Period Performance

1-Month (21d)

-0.9%

3-Month (63d)

-10.5%

6-Month (126d)

-7.0%

1-Year (252d)

6.0%

Year-To-Date (YTD)

3.9%

52-Week Range

52W Low: 6,164.43 (9.8%)

Position (39%)

52W High: 7,700.56 (12.1%)

Daily Pivots for day following 13-Dec-2018

LevelClassicWoodieCamarillaDeMark
R47,104.487,045.976,828.33
R36,994.746,936.236,798.15
R26,885.006,885.006,788.09
R16,826.496,826.496,778.036,800.88
PP6,775.266,775.266,775.266,762.46
S16,716.756,716.756,757.916,691.14
S26,665.526,665.526,747.85
S36,555.786,607.016,737.79
S46,446.046,497.276,707.61

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 13-Dec-2018

Pivot1 Day3 Day
R16,778.916,765.06
PP6,775.266,762.15
S16,771.626,759.24

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,300.17
2.6187,121.08
1.6187,011.34
1.0006,943.52
0.6186,901.60
HIGH6,833.78
0.6186,791.86
0.5006,778.91
0.3826,765.96
LOW6,724.04
0.6186,656.22
1.0006,614.30
1.6186,546.48
2.6186,436.74
4.2506,257.65

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 SMA6,706.4461.530.9%Above
10-Day SMA6,806.98-39.01-0.6%Below
20-Day SMA6,758.149.830.1%Above
50-Day SMA6,957.13-189.16-2.7%Below
100-Day SMA7,216.20-448.24-6.2%Below
200-Day SMA7,074.61-306.64-4.3%Below

Bollinger Bands (20, 2):

Upper: 7,041.32

Middle: 6,758.14

Lower: 6,474.96

Bandwidth: 8.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,820.66

Kijun-sen: 6,824.16

Span A: 6,822.41

Span B: 7,071.46

Chikou Span: 6,937.09

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
47.30
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-57.71
Signal: -67.16 · Hist: 9.46

Stochastic (14, 3)

Neutral
%K: 41.79
%D: 40.77

StochRSI (14)

Neutral
%K: 53.77
%D: 48.17

ADX (14) & Trend

Weakening
26.07
+DI: 21.66 · -DI: 29.88

CCI (20)

Neutral
10.08
Range -100 to +100

Williams %R (14)

Neutral
-58.21
Range -100 to 0

Ultimate Oscillator

Neutral
46.52
Periods: 7, 14, 28

ROC (12)

Bearish
1.34%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
60.03
Bull: 60.03 · Bear: -49.71

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch30.22
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,867.666,534.33333.334.9%156.832.3%70%FalseFalse0
107,107.006,534.33572.678.5%152.492.3%41%FalseFalse0
207,107.006,442.36664.649.8%146.932.2%49%FalseFalse0
407,311.856,442.36869.4912.8%157.062.3%37%FalseFalse0
607,700.566,442.361,258.2018.6%142.692.1%26%FalseFalse0
807,700.566,442.361,258.2018.6%125.241.9%26%FalseFalse0
1007,700.566,442.361,258.2018.6%116.191.7%26%FalseFalse0
1207,700.566,442.361,258.2018.6%110.821.6%26%FalseFalse0