NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 17-Jul-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Strong Buy

+0.67

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Jul-201917-Jul-2019ChangeChange %Previous Week
Open7,958.447,927.91-30.53-0.4%7,790.46
High7,965.767,941.10-24.66-0.3%7,944.08
Low7,904.957,887.98-16.97-0.2%7,748.23
Close7,927.087,888.76-38.32-0.5%7,943.24
Range60.8153.12-7.69-12.6%195.85
ATR(14)80.3078.36-1.94-2.4%85.74
Volume

Multi-Period Performance

1-Month (21d)

4.8%

3-Month (63d)

3.1%

6-Month (126d)

18.3%

1-Year (252d)

7.2%

Year-To-Date (YTD)

24.0%

52-Week Range

52W Low: 5,895.12 (33.8%)

Position (96%)

52W High: 7,969.79 (1.0%)

Daily Pivots for day following 17-Jul-2019

LevelClassicWoodieCamarillaDeMark
R48,065.318,030.157,917.98
R38,012.197,977.037,903.37
R27,959.077,959.077,898.50
R17,923.917,923.917,893.637,914.93
PP7,905.957,905.957,905.957,901.45
S17,870.797,870.797,883.897,861.81
S27,852.837,852.837,879.02
S37,799.717,817.677,874.15
S47,746.597,764.557,859.54

Weekly Pivots for week ending 12-Jul-2019

LevelClassicWoodieCamarillaDeMark
R48,466.078,400.508,050.96
R38,270.228,204.657,997.10
R28,074.378,074.377,979.15
R18,008.808,008.807,961.198,041.58
PP7,878.527,878.527,878.527,894.91
S17,812.957,812.957,925.297,845.73
S27,682.677,682.677,907.33
S37,486.827,617.107,889.38
S47,290.977,421.257,835.52

Fisher Pivots for day following 17-Jul-2019

Pivot1 Day3 Day
R17,914.547,928.89
PP7,905.957,915.51
S17,897.357,902.13

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,166.86
2.6188,080.17
1.6188,027.05
1.0007,994.22
0.6187,973.93
HIGH7,941.10
0.6187,920.81
0.5007,914.54
0.3827,908.27
LOW7,887.98
0.6187,855.15
1.0007,834.86
1.6187,802.03
2.6187,748.91
4.2507,662.22

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,480.17
38.2%7,177.27
50.0%6,932.45
61.8%6,687.64
78.6%6,339.10

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,924.56-35.80-0.5%Below
10-Day SMA7,883.784.980.1%Above
20-Day SMA7,790.5098.261.3%Above
50-Day SMA7,559.49329.274.4%Above
100-Day SMA7,507.53381.235.1%Above
200-Day SMA7,173.54715.2210.0%Above

Bollinger Bands (20, 2):

Upper: 8,009.77

Middle: 7,790.50

Lower: 7,571.24

Bandwidth: 5.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,859.01

Kijun-sen: 7,712.33

Span A: 7,785.67

Span B: 7,453.24

Chikou Span: 7,501.93

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
61.89
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
108.42
Signal: 102.67 · Hist: 5.75

Stochastic (14, 3)

Neutral
%K: 75.67
%D: 87.61

StochRSI (14)

Neutral
%K: 67.19
%D: 84.64

ADX (14) & Trend

Strong Trend
26.44
+DI: 34.31 · -DI: 19.23

CCI (20)

Neutral
87.41
Range -100 to +100

Williams %R (14)

Neutral
-24.33
Range -100 to 0

Ultimate Oscillator

Neutral
63.44
Periods: 7, 14, 28

ROC (12)

Bearish
2.84%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
95.18
Bull: 95.18 · Bear: 42.06

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRTrue
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch10.97
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,969.797,873.1696.631.2%49.680.6%16%FalseFalse0
107,969.797,748.23221.562.8%56.200.7%63%FalseFalse0
207,969.797,584.17385.624.9%62.270.8%79%FalseFalse0
407,969.796,936.681,033.1113.1%73.320.9%92%FalseFalse0
607,969.796,936.681,033.1113.1%84.641.1%92%FalseFalse0
807,969.796,936.681,033.1113.1%78.231.0%92%FalseFalse0
1007,969.796,936.681,033.1113.1%78.311.0%92%FalseFalse0
1207,969.796,613.421,356.3717.2%77.391.0%94%FalseFalse0