NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 19-Sep-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric18-Sep-201919-Sep-2019ChangeChange %Previous Week
Open7,877.587,904.3926.810.3%7,876.40
High7,891.177,950.2159.040.7%7,975.33
Low7,791.587,888.3196.731.2%7,743.61
Close7,888.567,901.7913.230.2%7,892.95
Range99.5961.90-37.69-37.8%231.72
ATR(14)101.5598.72-2.83-2.8%109.08
Volume

Multi-Period Performance

1-Month (21d)

3.1%

3-Month (63d)

2.1%

6-Month (126d)

5.5%

1-Year (252d)

5.4%

Year-To-Date (YTD)

24.2%

52-Week Range

52W Low: 5,895.12 (34.0%)

Position (94%)

52W High: 8,027.18 (1.6%)

Daily Pivots for day following 19-Sep-2019

LevelClassicWoodieCamarillaDeMark
R48,099.148,062.367,935.84
R38,037.248,000.467,918.81
R27,975.347,975.347,913.14
R17,938.567,938.567,907.467,926.00
PP7,913.447,913.447,913.447,907.16
S17,876.667,876.667,896.127,864.10
S27,851.547,851.547,890.44
S37,789.647,814.767,884.77
S47,727.747,752.867,867.74

Weekly Pivots for week ending 13-Sep-2019

LevelClassicWoodieCamarillaDeMark
R48,565.798,461.098,020.40
R38,334.078,229.377,956.67
R28,102.358,102.357,935.43
R17,997.657,997.657,914.198,050.00
PP7,870.637,870.637,870.637,896.81
S17,765.937,765.937,871.717,818.28
S27,638.917,638.917,850.47
S37,407.197,534.217,829.23
S47,175.477,302.497,765.50

Fisher Pivots for day following 19-Sep-2019

Pivot1 Day3 Day
R17,919.267,891.49
PP7,913.447,881.19
S17,907.617,870.90

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,213.28
2.6188,112.26
1.6188,050.36
1.0008,012.11
0.6187,988.46
HIGH7,950.21
0.6187,926.56
0.5007,919.26
0.3827,911.96
LOW7,888.31
0.6187,850.06
1.0007,826.41
1.6187,788.16
2.6187,726.26
4.2507,625.24

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 SMA7,884.9016.890.2%Above
10-Day SMA7,872.9128.880.4%Above
20-Day SMA7,760.75141.041.8%Above
50-Day SMA7,770.49131.311.7%Above
100-Day SMA7,657.73244.063.2%Above
200-Day SMA7,335.40566.397.7%Above

Bollinger Bands (20, 2):

Upper: 8,033.31

Middle: 7,760.75

Lower: 7,488.20

Bandwidth: 7.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,859.47

Kijun-sen: 7,702.34

Span A: 7,780.91

Span B: 7,691.73

Chikou Span: 7,728.15

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
58.17
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
57.54
Signal: 41.76 · Hist: 15.79

Stochastic (14, 3)

Neutral
%K: 81.17
%D: 80.24

StochRSI (14)

Neutral
%K: 83.51
%D: 80.78

ADX (14) & Trend

Neutral
12.97
+DI: 33.80 · -DI: 26.21

CCI (20)

Neutral
87.87
Range -100 to +100

Williams %R (14)

Neutral
-18.83
Range -100 to 0

Ultimate Oscillator

Neutral
61.48
Periods: 7, 14, 28

ROC (12)

Bullish
3.84%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
113.25
Bull: 113.25 · Bear: 51.35

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch12.49
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,950.217,791.58158.632.0%58.500.7%69%TrueFalse0
107,975.337,743.61231.722.9%63.140.8%68%FalseFalse0
207,975.337,442.93532.406.7%85.081.1%86%FalseFalse0
408,027.187,356.27670.918.5%100.131.3%81%FalseFalse0
608,027.187,356.27670.918.5%87.661.1%81%FalseFalse0
808,027.186,936.681,090.5013.8%87.461.1%89%FalseFalse0
1008,027.186,936.681,090.5013.8%91.461.2%89%FalseFalse0
1208,027.186,936.681,090.5013.8%85.371.1%89%FalseFalse0