NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Sep-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Neutral

0.00

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

Day Change Summary (OHLC)

PreviousCurrent
Metric10-Sep-201911-Sep-2019ChangeChange %Previous Week
Open7,793.287,820.7127.430.4%7,634.03
High7,817.587,888.3470.760.9%7,879.97
Low7,743.617,812.0768.460.9%7,584.82
Close7,814.747,887.5872.840.9%7,852.54
Range73.9776.272.303.1%295.15
ATR(14)119.19116.13-3.07-2.6%124.61
Volume

Multi-Period Performance

1-Month (21d)

4.3%

3-Month (63d)

5.6%

6-Month (126d)

8.7%

1-Year (252d)

5.9%

Year-To-Date (YTD)

24.0%

52-Week Range

52W Low: 5,895.12 (33.8%)

Position (93%)

52W High: 8,027.18 (1.7%)

Daily Pivots for day following 11-Sep-2019

LevelClassicWoodieCamarillaDeMark
R48,091.478,065.807,929.53
R38,015.207,989.537,908.55
R27,938.937,938.937,901.56
R17,913.267,913.267,894.577,926.10
PP7,862.667,862.667,862.667,869.08
S17,836.997,836.997,880.597,849.83
S27,786.397,786.397,873.60
S37,710.127,760.727,866.61
S47,633.857,684.457,845.63

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 11-Sep-2019

Pivot1 Day3 Day
R17,875.127,863.71
PP7,862.667,839.84
S17,850.207,815.98

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,212.49
2.6188,088.01
1.6188,011.74
1.0007,964.61
0.6187,935.47
HIGH7,888.34
0.6187,859.20
0.5007,850.20
0.3827,841.21
LOW7,812.07
0.6187,764.94
1.0007,735.80
1.6187,688.67
2.6187,612.40
4.2507,487.92

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 SMA7,849.9637.620.5%Above
10-Day SMA7,755.98131.601.7%Above
20-Day SMA7,678.47209.112.7%Above
50-Day SMA7,763.95123.631.6%Above
100-Day SMA7,652.23235.353.1%Above
200-Day SMA7,302.00585.588.0%Above

Bollinger Bands (20, 2):

Upper: 7,930.90

Middle: 7,678.47

Lower: 7,426.04

Bandwidth: 6.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,736.58

Kijun-sen: 7,637.55

Span A: 7,687.07

Span B: 7,691.73

Chikou Span: 7,415.69

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
58.52
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
37.83
Signal: 5.50 · Hist: 32.34

Stochastic (14, 3)

Neutral
%K: 99.83
%D: 91.34

StochRSI (14)

Bearish
%K: 91.85
%D: 92.86

ADX (14) & Trend

Neutral
13.14
+DI: 31.53 · -DI: 24.70

CCI (20)

Neutral
125.62
Range -100 to +100

Williams %R (14)

Neutral
-0.17
Range -100 to 0

Ultimate Oscillator

Neutral
65.54
Periods: 7, 14, 28

ROC (12)

Bullish
5.66%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
132.16
Bull: 132.16 · Bear: 55.89

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch16.11
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,888.347,743.61144.731.8%69.480.9%99%TrueFalse0
107,888.347,500.22388.124.9%76.581.0%100%TrueFalse0
207,888.347,429.36458.985.8%90.691.1%100%TrueFalse0
408,027.187,356.27670.918.5%102.511.3%79%FalseFalse0
608,027.187,356.27670.918.5%89.771.1%79%FalseFalse0
808,027.186,936.681,090.5013.8%88.161.1%87%FalseFalse0
1008,027.186,936.681,090.5013.8%91.871.2%87%FalseFalse0
1208,027.186,936.681,090.5013.8%87.201.1%87%FalseFalse0