NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Strong Buy

+0.67

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.5%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric09-Sep-201910-Sep-2019ChangeChange %Previous Week
Open7,876.407,793.28-83.12-1.1%7,634.03
High7,877.417,817.58-59.83-0.8%7,879.97
Low7,795.867,743.61-52.25-0.7%7,584.82
Close7,832.407,814.74-17.66-0.2%7,852.54
Range81.5573.97-7.58-9.3%295.15
ATR(14)121.53119.19-2.34-1.9%124.61
Volume

Multi-Period Performance

1-Month (21d)

2.2%

3-Month (63d)

4.0%

6-Month (126d)

8.5%

1-Year (252d)

5.2%

Year-To-Date (YTD)

22.9%

52-Week Range

52W Low: 5,895.12 (32.6%)

Position (90%)

52W High: 8,027.18 (2.6%)

Daily Pivots for day following 10-Sep-2019

LevelClassicWoodieCamarillaDeMark
R48,013.897,988.287,855.42
R37,939.927,914.317,835.08
R27,865.957,865.957,828.30
R17,840.347,840.347,821.527,853.15
PP7,791.987,791.987,791.987,798.38
S17,766.377,766.377,807.967,779.18
S27,718.017,718.017,801.18
S37,644.047,692.407,794.40
S47,570.077,618.437,774.06

Weekly Pivots for week ending 06-Sep-2019

LevelClassicWoodieCamarillaDeMark
R48,657.898,550.378,014.87
R38,362.748,255.227,933.71
R28,067.598,067.597,906.65
R17,960.077,960.077,879.608,013.83
PP7,772.447,772.447,772.447,799.33
S17,664.927,664.927,825.487,718.68
S27,477.297,477.297,798.43
S37,182.147,369.777,771.37
S46,886.997,074.627,690.21

Fisher Pivots for day following 10-Sep-2019

Pivot1 Day3 Day
R17,803.367,813.33
PP7,791.987,811.92
S17,780.597,810.51

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,131.95
2.6188,011.23
1.6187,937.26
1.0007,891.55
0.6187,863.29
HIGH7,817.58
0.6187,789.32
0.5007,780.59
0.3827,771.87
LOW7,743.61
0.6187,697.90
1.0007,669.64
1.6187,623.93
2.6187,549.96
4.2507,429.24

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,524.01
38.2%7,212.73
50.0%6,961.15
61.8%6,709.57
78.6%6,351.38

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA7,816.29-1.55-0.0%Below
10-Day SMA7,723.8290.921.2%Above
20-Day SMA7,670.50144.241.9%Above
50-Day SMA7,761.5653.180.7%Above
100-Day SMA7,650.25164.492.2%Above
200-Day SMA7,295.44519.307.1%Above

Bollinger Bands (20, 2):

Upper: 7,905.48

Middle: 7,670.50

Lower: 7,435.52

Bandwidth: 6.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,690.10

Kijun-sen: 7,618.12

Span A: 7,654.11

Span B: 7,691.73

Chikou Span: 7,692.80

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
55.39
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
28.08
Signal: -2.58 · Hist: 30.66

Stochastic (14, 3)

Bearish
%K: 85.07
%D: 89.30

StochRSI (14)

Bearish
%K: 90.85
%D: 95.24

ADX (14) & Trend

Neutral
13.21
+DI: 28.52 · -DI: 25.92

CCI (20)

Neutral
89.73
Range -100 to +100

Williams %R (14)

Bearish
-14.93
Range -100 to 0

Ultimate Oscillator

Neutral
60.92
Periods: 7, 14, 28

ROC (12)

Bullish
1.39%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
83.30
Bull: 83.30 · Bear: 9.33

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch16.26
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,879.977,663.64216.332.8%66.480.9%70%FalseFalse0
107,879.977,500.22379.754.9%79.821.0%83%FalseFalse0
207,879.977,429.36450.615.8%98.131.3%86%FalseFalse0
408,027.187,356.27670.918.6%102.131.3%68%FalseFalse0
608,027.187,356.27670.918.6%89.411.1%68%FalseFalse0
808,027.186,936.681,090.5014.0%88.571.1%81%FalseFalse0
1008,027.186,936.681,090.5014.0%91.581.2%81%FalseFalse0
1208,027.186,936.681,090.5014.0%87.811.1%81%FalseFalse0