NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 10-Jan-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(0.00)
Moving Averages

Neutral

0.00

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 2.7%
20-Day Historical Volatility: 0.4%

Day Change Summary (OHLC)

PreviousCurrent
Metric09-Jan-201910-Jan-2019ChangeChange %Previous Week
Open6,576.546,551.05-25.49-0.4%6,354.84
High6,631.066,625.11-5.95-0.1%6,445.20
Low6,549.446,517.54-31.90-0.5%6,139.40
Close6,600.696,620.9420.250.3%6,422.67
Range81.62107.5725.9531.8%305.80
ATR(14)181.40176.13-5.27-2.9%201.19
Volume

Multi-Period Performance

1-Month (21d)

-0.9%

3-Month (63d)

-10.2%

6-Month (126d)

-8.6%

1-Year (252d)

-0.9%

Year-To-Date (YTD)

4.1%

52-Week Range

52W Low: 5,895.12 (12.3%)

Position (40%)

52W High: 7,700.56 (14.0%)

Daily Pivots for day following 10-Jan-2019

LevelClassicWoodieCamarillaDeMark
R46,910.576,873.336,680.10
R36,803.006,765.766,650.52
R26,695.436,695.436,640.66
R16,658.196,658.196,630.806,676.81
PP6,587.866,587.866,587.866,597.17
S16,550.626,550.626,611.086,569.24
S26,480.296,480.296,601.22
S36,372.726,443.056,591.36
S46,265.156,335.486,561.78

Weekly Pivots for week ending 04-Jan-2019

LevelClassicWoodieCamarillaDeMark
R47,253.167,143.716,590.86
R36,947.366,837.916,506.77
R26,641.566,641.566,478.73
R16,532.116,532.116,450.706,586.84
PP6,335.766,335.766,335.766,363.12
S16,226.316,226.316,394.646,281.04
S26,029.966,029.966,366.61
S35,724.165,920.516,338.57
S45,418.365,614.716,254.48

Fisher Pivots for day following 10-Jan-2019

Pivot1 Day3 Day
R16,604.406,595.30
PP6,587.866,569.67
S16,571.326,544.03

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,082.28
2.6186,906.73
1.6186,799.16
1.0006,732.68
0.6186,691.59
HIGH6,625.11
0.6186,584.02
0.5006,571.32
0.3826,558.63
LOW6,517.54
0.6186,451.06
1.0006,409.97
1.6186,343.49
2.6186,235.92
4.2506,060.37

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,274.48
38.2%7,010.88
50.0%6,797.84
61.8%6,584.80
78.6%6,281.48

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA6,536.8884.061.3%Above
10-Day SMA6,409.59211.353.3%Above
20-Day SMA6,397.88223.063.5%Above
50-Day SMA6,662.02-41.08-0.6%Below
100-Day SMA7,031.44-410.50-5.8%Below
200-Day SMA7,025.88-404.94-5.8%Below

Bollinger Bands (20, 2):

Upper: 6,834.96

Middle: 6,397.88

Lower: 5,960.79

Bandwidth: 13.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,385.23

Kijun-sen: 6,501.06

Span A: 6,443.14

Span B: 6,550.54

Chikou Span: 6,949.01

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
54.36
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-46.91
Signal: -107.11 · Hist: 60.19

Stochastic (14, 3)

Neutral
%K: 98.62
%D: 97.01

StochRSI (14)

Neutral
%K: 100.00
%D: 100.00

ADX (14) & Trend

Weakening
24.94
+DI: 22.79 · -DI: 24.83

CCI (20)

Neutral
70.70
Range -100 to +100

Williams %R (14)

Neutral
-1.38
Range -100 to 0

Ultimate Oscillator

Neutral
63.09
Periods: 7, 14, 28

ROC (12)

Bullish
9.50%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
176.44
Bull: 176.44 · Bear: 68.87

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRTrue
3BNRTrue
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch33.01
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,631.066,234.59396.476.0%125.201.9%97%FalseFalse0
106,631.066,043.45587.618.9%147.002.2%98%FalseFalse0
206,867.665,895.12972.5414.7%173.692.6%75%FalseFalse0
407,107.005,895.121,211.8818.3%162.902.5%60%FalseFalse0
607,311.855,895.121,416.7321.4%163.262.5%51%FalseFalse0
807,700.565,895.121,805.4427.3%150.252.3%40%FalseFalse0
1007,700.565,895.121,805.4427.3%134.122.0%40%FalseFalse0
1207,700.565,895.121,805.4427.3%125.071.9%40%FalseFalse0