NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 16-Jan-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Buy

+0.33

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.3%
20-Day Historical Volatility: 0.4%

Day Change Summary (OHLC)

PreviousCurrent
Metric15-Jan-201916-Jan-2019ChangeChange %Previous Week
Open6,571.156,677.38106.231.6%6,434.55
High6,674.536,720.4145.880.7%6,631.06
Low6,567.326,665.0597.731.5%6,412.98
Close6,669.646,668.56-1.08-0.0%6,601.40
Range107.2155.36-51.85-48.4%218.08
ATR(14)160.07152.59-7.48-4.7%167.75
Volume

Multi-Period Performance

1-Month (21d)

1.1%

3-Month (63d)

-5.7%

6-Month (126d)

-9.9%

1-Year (252d)

-1.0%

Year-To-Date (YTD)

4.8%

52-Week Range

52W Low: 5,895.12 (13.1%)

Position (43%)

52W High: 7,700.56 (13.4%)

Daily Pivots for day following 16-Jan-2019

LevelClassicWoodieCamarillaDeMark
R46,850.756,815.026,699.01
R36,795.396,759.666,683.78
R26,740.036,740.036,678.71
R16,704.306,704.306,673.636,694.49
PP6,684.676,684.676,684.676,679.77
S16,648.946,648.946,663.496,639.13
S26,629.316,629.316,658.41
S36,573.956,593.586,653.34
S46,518.596,538.226,638.11

Weekly Pivots for week ending 11-Jan-2019

LevelClassicWoodieCamarillaDeMark
R47,202.727,120.146,721.34
R36,984.646,902.066,661.37
R26,766.566,766.566,641.38
R16,683.986,683.986,621.396,725.27
PP6,548.486,548.486,548.486,569.13
S16,465.906,465.906,581.416,507.19
S26,330.406,330.406,561.42
S36,112.326,247.826,541.43
S45,894.246,029.746,481.46

Fisher Pivots for day following 16-Jan-2019

Pivot1 Day3 Day
R16,692.736,651.22
PP6,684.676,633.87
S16,676.626,616.52

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2506,955.69
2.6186,865.34
1.6186,809.98
1.0006,775.77
0.6186,754.62
HIGH6,720.41
0.6186,699.26
0.5006,692.73
0.3826,686.20
LOW6,665.05
0.6186,630.84
1.0006,609.69
1.6186,575.48
2.6186,520.12
4.2506,429.77

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 SMA6,620.3248.240.7%Above
10-Day SMA6,531.22137.342.1%Above
20-Day SMA6,393.15275.414.3%Above
50-Day SMA6,640.4228.140.4%Above
100-Day SMA7,000.54-331.98-4.7%Below
200-Day SMA7,028.47-359.91-5.1%Below

Bollinger Bands (20, 2):

Upper: 6,805.81

Middle: 6,393.15

Lower: 5,980.49

Bandwidth: 12.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,477.50

Kijun-sen: 6,381.39

Span A: 6,429.44

Span B: 6,550.54

Chikou Span: 6,613.27

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
55.71
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
5.81
Signal: -50.10 · Hist: 55.92

Stochastic (14, 3)

Bearish
%K: 92.34
%D: 93.15

StochRSI (14)

Neutral
%K: 96.17
%D: 95.63

ADX (14) & Trend

Neutral
19.90
+DI: 26.39 · -DI: 23.30

CCI (20)

Neutral
119.50
Range -100 to +100

Williams %R (14)

Bearish
-7.66
Range -100 to 0

Ultimate Oscillator

Neutral
66.51
Periods: 7, 14, 28

ROC (12)

Bullish
6.10%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
189.84
Bull: 189.84 · Bear: 134.48

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRTrue
Bear HookFalse
Bull HookTrue
Stretch19.21
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
56,720.416,512.64207.773.1%73.381.1%75%TrueFalse0
106,720.416,139.40581.018.7%103.861.6%91%TrueFalse0
206,720.415,895.12825.2912.4%158.522.4%94%TrueFalse0
407,107.005,895.121,211.8818.2%151.742.3%64%FalseFalse0
607,227.965,895.121,332.8420.0%158.742.4%58%FalseFalse0
807,700.565,895.121,805.4427.1%149.362.2%43%FalseFalse0
1007,700.565,895.121,805.4427.1%134.242.0%43%FalseFalse0
1207,700.565,895.121,805.4427.1%124.421.9%43%FalseFalse0