NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 06-Feb-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(0.00)
Moving Averages

Strong Buy

+0.67

Oscillators

Sell

-0.44

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.7%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric05-Feb-201906-Feb-2019ChangeChange %Previous Week
Open6,969.377,023.8954.520.8%6,691.84
High7,029.777,034.945.170.1%6,936.34
Low6,967.946,969.831.890.0%6,613.42
Close7,023.526,997.62-25.90-0.4%6,875.52
Range61.8365.113.285.3%322.92
ATR(14)125.12120.84-4.29-3.4%132.53
Volume

Multi-Period Performance

1-Month (21d)

7.9%

3-Month (63d)

0.5%

6-Month (126d)

-5.9%

1-Year (252d)

7.7%

Year-To-Date (YTD)

10.0%

52-Week Range

52W Low: 5,895.12 (18.7%)

Position (61%)

52W High: 7,700.56 (9.1%)

Daily Pivots for day following 06-Feb-2019

LevelClassicWoodieCamarillaDeMark
R47,196.137,161.987,033.43
R37,131.027,096.877,015.53
R27,065.917,065.917,009.56
R17,031.767,031.767,003.597,016.28
PP7,000.807,000.807,000.806,993.05
S16,966.656,966.656,991.656,951.17
S26,935.696,935.696,985.68
S36,870.586,901.546,979.71
S46,805.476,836.436,961.81

Weekly Pivots for week ending 01-Feb-2019

LevelClassicWoodieCamarillaDeMark
R47,777.197,649.277,053.13
R37,454.277,326.356,964.32
R27,131.357,131.356,934.72
R17,003.437,003.436,905.127,067.39
PP6,808.436,808.436,808.436,840.40
S16,680.516,680.516,845.926,744.47
S26,485.516,485.516,816.32
S36,162.596,357.596,786.72
S45,839.676,034.676,697.91

Fisher Pivots for day following 06-Feb-2019

Pivot1 Day3 Day
R17,002.396,983.00
PP7,000.806,968.39
S16,999.216,953.77

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,311.66
2.6187,205.40
1.6187,140.29
1.0007,100.05
0.6187,075.18
HIGH7,034.94
0.6187,010.07
0.5007,002.39
0.3826,994.70
LOW6,969.83
0.6186,929.59
1.0006,904.72
1.6186,864.48
2.6186,799.37
4.2506,693.11

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 SMA6,952.6944.930.6%Above
10-Day SMA6,839.12158.502.3%Above
20-Day SMA6,745.10252.523.7%Above
50-Day SMA6,619.92377.705.7%Above
100-Day SMA6,897.9599.671.4%Above
200-Day SMA7,040.62-43.00-0.6%Below

Bollinger Bands (20, 2):

Upper: 7,021.72

Middle: 6,745.10

Lower: 6,468.49

Bandwidth: 8.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,824.18

Kijun-sen: 6,587.17

Span A: 6,705.68

Span B: 6,501.06

Chikou Span: 6,285.27

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
63.23
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
109.53
Signal: 74.24 · Hist: 35.29

Stochastic (14, 3)

Bearish
%K: 91.71
%D: 96.68

StochRSI (14)

Neutral
%K: 96.28
%D: 95.25

ADX (14) & Trend

Neutral
15.35
+DI: 32.43 · -DI: 19.15

CCI (20)

Oversold
152.70
Range -100 to +100

Williams %R (14)

Bearish
-8.29
Range -100 to 0

Ultimate Oscillator

Neutral
67.16
Periods: 7, 14, 28

ROC (12)

Bearish
3.14%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
206.85
Bull: 206.85 · Bear: 141.74

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRTrue
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch11.27
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,034.946,837.92197.022.8%75.671.1%81%TrueFalse0
107,034.946,613.42421.526.0%78.011.1%91%TrueFalse0
207,034.946,512.64522.307.5%84.521.2%93%TrueFalse0
407,034.945,895.121,139.8216.3%132.221.9%97%TrueFalse0
607,192.325,895.121,297.2018.5%136.762.0%85%FalseFalse0
807,311.855,895.121,416.7320.2%146.022.1%78%FalseFalse0
1007,700.565,895.121,805.4425.8%136.351.9%61%FalseFalse0
1207,700.565,895.121,805.4425.8%125.631.8%61%FalseFalse0