NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 07-Feb-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.8%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Feb-201907-Feb-2019ChangeChange %Previous Week
Open7,023.896,934.33-89.56-1.3%6,691.84
High7,034.946,954.77-80.17-1.1%6,936.34
Low6,969.836,854.35-115.48-1.7%6,613.42
Close6,997.626,904.98-92.64-1.3%6,875.52
Range65.11100.4235.3154.2%322.92
ATR(14)120.84122.441.601.3%132.53
Volume

Multi-Period Performance

1-Month (21d)

5.4%

3-Month (63d)

-0.5%

6-Month (126d)

-7.5%

1-Year (252d)

3.6%

Year-To-Date (YTD)

8.6%

52-Week Range

52W Low: 5,895.12 (17.1%)

Position (56%)

52W High: 7,700.56 (10.3%)

Daily Pivots for day following 07-Feb-2019

LevelClassicWoodieCamarillaDeMark
R47,205.967,155.896,960.21
R37,105.547,055.476,932.60
R27,005.127,005.126,923.39
R16,955.056,955.056,914.196,929.88
PP6,904.706,904.706,904.706,892.11
S16,854.636,854.636,895.776,829.45
S26,804.286,804.286,886.57
S36,703.866,754.216,877.36
S46,603.446,653.796,849.75

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 07-Feb-2019

Pivot1 Day3 Day
R16,904.846,944.65
PP6,904.706,931.42
S16,904.566,918.20

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2507,381.56
2.6187,217.67
1.6187,117.25
1.0007,055.19
0.6187,016.83
HIGH6,954.77
0.6186,916.41
0.5006,904.56
0.3826,892.71
LOW6,854.35
0.6186,792.29
1.0006,753.93
1.6186,691.87
2.6186,591.45
4.2506,427.57

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 SMA6,952.32-47.34-0.7%Below
10-Day SMA6,859.3645.620.7%Above
20-Day SMA6,760.32144.662.1%Above
50-Day SMA6,627.47277.514.2%Above
100-Day SMA6,891.3913.590.2%Above
200-Day SMA7,041.90-136.92-1.9%Below

Bollinger Bands (20, 2):

Upper: 7,036.96

Middle: 6,760.32

Lower: 6,483.68

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: 6,329.96

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
57.98
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
106.61
Signal: 80.72 · Hist: 25.89

Stochastic (14, 3)

Neutral
%K: 71.15
%D: 87.15

StochRSI (14)

Neutral
%K: 79.71
%D: 90.24

ADX (14) & Trend

Neutral
14.98
+DI: 29.72 · -DI: 24.29

CCI (20)

Neutral
86.26
Range -100 to +100

Williams %R (14)

Neutral
-28.85
Range -100 to 0

Ultimate Oscillator

Neutral
65.11
Periods: 7, 14, 28

ROC (12)

Bullish
3.88%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
115.69
Bull: 115.69 · Bear: 15.27

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch10.93
Widest range in 6 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,034.946,854.35180.592.6%76.071.1%28%FalseTrue0
107,034.946,613.42421.526.1%82.631.2%69%FalseFalse0
207,034.946,512.64522.307.6%85.461.2%75%FalseFalse0
407,034.945,895.121,139.8216.5%130.331.9%89%FalseFalse0
607,107.005,895.121,211.8817.6%137.322.0%83%FalseFalse0
807,311.855,895.121,416.7320.5%144.452.1%71%FalseFalse0
1007,700.565,895.121,805.4426.1%136.882.0%56%FalseFalse0
1207,700.565,895.121,805.4426.1%125.621.8%56%FalseFalse0