NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 02-Dec-2019

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)
Moving Averages

Buy

+0.33

Oscillators

Sell

-0.33

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 0.9%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric29-Nov-201902-Dec-2019ChangeChange %Previous Week
Open8,422.028,409.87-12.15-0.1%8,309.55
High8,435.968,409.87-26.09-0.3%8,445.61
Low8,402.138,274.61-127.52-1.5%8,309.55
Close8,403.688,309.26-94.42-1.1%8,403.68
Range33.83135.26101.43299.8%136.06
ATR(14)67.4072.254.857.2%67.40
Volume

Multi-Period Performance

1-Month (21d)

2.8%

3-Month (63d)

9.2%

6-Month (126d)

15.9%

1-Year (252d)

20.6%

Year-To-Date (YTD)

30.6%

52-Week Range

52W Low: 5,895.12 (41.0%)

Position (95%)

52W High: 8,445.61 (1.6%)

Daily Pivots for day following 02-Dec-2019

LevelClassicWoodieCamarillaDeMark
R48,737.038,658.408,383.65
R38,601.778,523.148,346.46
R28,466.518,466.518,334.06
R18,387.888,387.888,321.668,359.57
PP8,331.258,331.258,331.258,317.09
S18,252.628,252.628,296.868,224.31
S28,195.998,195.998,284.46
S38,060.738,117.368,272.06
S47,925.477,982.108,234.87

Weekly Pivots for week ending 29-Nov-2019

LevelClassicWoodieCamarillaDeMark
R48,794.468,735.138,478.51
R38,658.408,599.078,441.10
R28,522.348,522.348,428.62
R18,463.018,463.018,416.158,492.67
PP8,386.288,386.288,386.288,401.11
S18,326.958,326.958,391.218,356.61
S28,250.228,250.228,378.74
S38,114.168,190.898,366.26
S47,978.108,054.838,328.85

Fisher Pivots for day following 02-Dec-2019

Pivot1 Day3 Day
R18,342.248,360.11
PP8,331.258,343.16
S18,320.258,326.21

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,984.73
2.6188,763.98
1.6188,628.72
1.0008,545.13
0.6188,493.46
HIGH8,409.87
0.6188,358.20
0.5008,342.24
0.3828,326.28
LOW8,274.61
0.6188,191.02
1.0008,139.35
1.6188,055.76
2.6187,920.50
4.2507,699.75

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,843.69
38.2%7,471.32
50.0%7,170.36
61.8%6,869.41
78.6%6,440.92

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA8,383.07-73.81-0.9%Below
10-Day SMA8,340.40-31.14-0.4%Below
20-Day SMA8,291.7617.500.2%Above
50-Day SMA8,026.09283.173.5%Above
100-Day SMA7,897.56411.705.2%Above
200-Day SMA7,685.19624.078.1%Above

Bollinger Bands (20, 2):

Upper: 8,426.72

Middle: 8,291.76

Lower: 8,156.81

Bandwidth: 3.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,335.93

Kijun-sen: 8,186.11

Span A: 8,261.02

Span B: 7,954.59

Chikou Span: 7,966.72

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
57.61
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
94.33
Signal: 101.52 · Hist: -7.19

Stochastic (14, 3)

Neutral
%K: 41.49
%D: 74.63

StochRSI (14)

Neutral
%K: 50.05
%D: 70.57

ADX (14) & Trend

Neutral
27.66
+DI: 32.13 · -DI: 26.46

CCI (20)

Neutral
51.88
Range -100 to +100

Williams %R (14)

Neutral
-58.51
Range -100 to 0

Ultimate Oscillator

Neutral
61.99
Periods: 7, 14, 28

ROC (12)

Bearish
0.60%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
90.25
Bull: 90.25 · Bear: -45.01

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch9.76
Widest range in 41 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
58,445.618,274.61171.002.1%62.450.8%20%FalseTrue0
108,445.618,226.25219.362.6%64.330.8%38%FalseFalse0
208,445.618,157.36288.253.5%56.230.7%53%FalseFalse0
408,445.617,603.89841.7210.1%63.750.8%84%FalseFalse0
608,445.617,463.57982.0411.8%75.410.9%86%FalseFalse0
808,445.617,429.361,016.2512.2%81.801.0%87%FalseFalse0
1008,445.617,356.271,089.3413.1%85.271.0%87%FalseFalse0
1208,445.617,356.271,089.3413.1%81.861.0%87%FalseFalse0