NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)
Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.3%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Oct-201917-Oct-2019ChangeChange %Previous Week
Open7,911.997,976.6464.650.8%7,725.68
High7,941.767,981.1439.380.5%7,904.05
Low7,898.317,914.9416.630.2%7,603.89
Close7,920.217,942.1421.930.3%7,843.87
Range43.4566.2022.7552.4%300.16
ATR(14)108.21105.21-3.00-2.8%118.45
Volume

Multi-Period Performance

1-Month (21d)

0.7%

3-Month (63d)

1.4%

6-Month (126d)

3.3%

1-Year (252d)

9.1%

Year-To-Date (YTD)

24.9%

52-Week Range

52W Low: 5,895.12 (34.7%)

Position (96%)

52W High: 8,027.18 (1.1%)

Daily Pivots for day following 17-Oct-2019

LevelClassicWoodieCamarillaDeMark
R48,144.678,109.617,978.55
R38,078.478,043.417,960.35
R28,012.278,012.277,954.28
R17,977.217,977.217,948.217,961.64
PP7,946.077,946.077,946.077,938.29
S17,911.017,911.017,936.077,895.44
S27,879.877,879.877,930.00
S37,813.677,844.817,923.94
S47,747.477,778.617,905.73

Weekly Pivots for week ending 11-Oct-2019

LevelClassicWoodieCamarillaDeMark
R48,684.428,564.308,008.96
R38,384.268,264.147,926.41
R28,084.108,084.107,898.90
R17,963.987,963.987,871.388,024.04
PP7,783.947,783.947,783.947,813.97
S17,663.827,663.827,816.367,723.88
S27,483.787,483.787,788.84
S37,183.627,363.667,761.33
S46,883.467,063.507,678.78

Fisher Pivots for day following 17-Oct-2019

Pivot1 Day3 Day
R17,948.047,935.56
PP7,946.077,928.98
S17,944.117,922.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,262.49
2.6188,154.45
1.6188,088.25
1.0008,047.34
0.6188,022.05
HIGH7,981.14
0.6187,955.85
0.5007,948.04
0.3827,940.23
LOW7,914.94
0.6187,874.03
1.0007,848.74
1.6187,807.83
2.6187,741.63
4.2507,633.59

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 SMA7,898.2843.860.6%Above
10-Day SMA7,800.58141.561.8%Above
20-Day SMA7,761.89180.252.3%Above
50-Day SMA7,736.20205.942.7%Above
100-Day SMA7,702.38239.763.1%Above
200-Day SMA7,462.47479.676.4%Above

Bollinger Bands (20, 2):

Upper: 7,971.33

Middle: 7,761.89

Lower: 7,552.46

Bandwidth: 5.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,792.52

Kijun-sen: 7,722.35

Span A: 7,757.43

Span B: 7,683.95

Chikou Span: 7,887.58

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
59.47
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
35.93
Signal: 8.50 · Hist: 27.43

Stochastic (14, 3)

Bearish
%K: 92.46
%D: 93.65

StochRSI (14)

Bearish
%K: 97.12
%D: 98.19

ADX (14) & Trend

Neutral
14.58
+DI: 31.84 · -DI: 23.55

CCI (20)

Neutral
149.65
Range -100 to +100

Williams %R (14)

Neutral
-7.54
Range -100 to 0

Ultimate Oscillator

Neutral
60.35
Periods: 7, 14, 28

ROC (12)

Bullish
3.36%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
164.59
Bull: 164.59 · Bear: 98.39

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRTrue
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch11.39
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,981.147,827.16153.981.9%62.700.8%75%TrueFalse0
107,981.147,603.89377.254.7%72.880.9%90%TrueFalse0
207,981.147,463.57517.576.5%101.181.3%92%TrueFalse0
407,981.147,442.93538.216.8%93.131.2%93%TrueFalse0
608,027.187,356.27670.918.4%100.481.3%87%FalseFalse0
808,027.187,356.27670.918.4%91.041.1%87%FalseFalse0
1008,027.186,936.681,090.5013.7%90.201.1%92%FalseFalse0
1208,027.186,936.681,090.5013.7%93.081.2%92%FalseFalse0