NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 23-Oct-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)
Moving Averages

Strong Buy

+0.67

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

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

Day Change Summary (OHLC)

PreviousCurrent
Metric22-Oct-201923-Oct-2019ChangeChange %Previous Week
Open7,968.257,858.48-109.77-1.4%7,834.74
High7,977.017,890.21-86.80-1.1%7,981.14
Low7,873.507,845.09-28.41-0.4%7,827.16
Close7,874.627,889.4714.850.2%7,868.49
Range103.5145.12-58.39-56.4%153.98
ATR(14)103.6899.50-4.18-4.0%106.05
Volume

Multi-Period Performance

1-Month (21d)

2.3%

3-Month (63d)

-0.5%

6-Month (126d)

0.9%

1-Year (252d)

10.5%

Year-To-Date (YTD)

24.0%

52-Week Range

52W Low: 5,895.12 (33.8%)

Position (94%)

52W High: 8,027.18 (1.7%)

Daily Pivots for day following 23-Oct-2019

LevelClassicWoodieCamarillaDeMark
R48,010.287,995.007,914.29
R37,965.167,949.887,901.88
R27,920.047,920.047,897.74
R17,904.767,904.767,893.617,912.40
PP7,874.927,874.927,874.927,878.75
S17,859.647,859.647,885.337,867.28
S27,829.807,829.807,881.20
S37,784.687,814.527,877.06
S47,739.567,769.407,864.65

Weekly Pivots for week ending 18-Oct-2019

LevelClassicWoodieCamarillaDeMark
R48,354.208,265.337,953.18
R38,200.228,111.357,910.83
R28,046.248,046.247,896.72
R17,957.377,957.377,882.608,001.81
PP7,892.267,892.267,892.267,914.48
S17,803.397,803.397,854.387,847.82
S27,738.287,738.287,840.26
S37,584.307,649.417,826.15
S47,430.327,495.437,783.80

Fisher Pivots for day following 23-Oct-2019

Pivot1 Day3 Day
R17,882.207,911.05
PP7,874.927,903.86
S17,867.657,896.66

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,081.97
2.6188,008.33
1.6187,963.21
1.0007,935.33
0.6187,918.09
HIGH7,890.21
0.6187,872.97
0.5007,867.65
0.3827,862.33
LOW7,845.09
0.6187,817.21
1.0007,799.97
1.6187,772.09
2.6187,726.97
4.2507,653.33

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 SMA7,903.01-13.54-0.2%Below
10-Day SMA7,880.479.000.1%Above
20-Day SMA7,782.75106.721.4%Above
50-Day SMA7,754.44135.031.7%Above
100-Day SMA7,732.43157.042.0%Above
200-Day SMA7,492.29397.185.3%Above

Bollinger Bands (20, 2):

Upper: 8,015.71

Middle: 7,782.75

Lower: 7,549.79

Bandwidth: 6.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,904.15

Kijun-sen: 7,722.35

Span A: 7,813.25

Span B: 7,705.25

Chikou Span: 7,888.79

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
54.82
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
42.28
Signal: 28.03 · Hist: 14.26

Stochastic (14, 3)

Neutral
%K: 75.70
%D: 82.41

StochRSI (14)

Neutral
%K: 75.67
%D: 80.64

ADX (14) & Trend

Neutral
12.02
+DI: 27.40 · -DI: 25.45

CCI (20)

Neutral
59.04
Range -100 to +100

Williams %R (14)

Neutral
-24.30
Range -100 to 0

Ultimate Oscillator

Neutral
53.64
Periods: 7, 14, 28

ROC (12)

Bullish
2.13%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
38.47
Bull: 38.47 · Bear: -6.65

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRTrue
Bear HookTrue
Bull HookFalse
Stretch9.11
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
57,981.147,829.75151.391.9%77.131.0%39%FalseFalse0
107,981.147,682.61298.533.8%72.300.9%69%FalseFalse0
207,981.147,463.57517.576.6%90.041.1%82%FalseFalse0
407,981.147,463.57517.576.6%86.731.1%82%FalseFalse0
608,000.947,356.27644.678.2%101.921.3%83%FalseFalse0
808,027.187,356.27670.918.5%92.091.2%79%FalseFalse0
1008,027.187,023.091,004.0912.7%89.571.1%86%FalseFalse0
1208,027.186,936.681,090.5013.8%92.721.2%87%FalseFalse0