NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Buy

+0.50

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

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Dec-201917-Dec-2019ChangeChange %Previous Week
Open8,544.268,586.3342.070.5%8,388.75
High8,584.788,592.457.670.1%8,517.52
Low8,542.428,564.1521.730.3%8,339.37
Close8,570.338,575.705.370.1%8,487.71
Range42.3628.30-14.06-33.2%178.15
ATR(14)76.6273.16-3.45-4.5%75.04
Volume

Multi-Period Performance

1-Month (21d)

3.1%

3-Month (63d)

8.7%

6-Month (126d)

11.8%

1-Year (252d)

33.0%

Year-To-Date (YTD)

34.8%

52-Week Range

52W Low: 5,895.12 (45.5%)

Position (99%)

52W High: 8,592.45 (0.2%)

Daily Pivots for day following 17-Dec-2019

LevelClassicWoodieCamarillaDeMark
R48,662.338,647.328,591.27
R38,634.038,619.028,583.48
R28,605.738,605.738,580.89
R18,590.728,590.728,578.298,584.07
PP8,577.438,577.438,577.438,574.11
S18,562.428,562.428,573.118,555.77
S28,549.138,549.138,570.51
S38,520.838,534.128,567.92
S48,492.538,505.828,560.14

Weekly Pivots for week ending 13-Dec-2019

LevelClassicWoodieCamarillaDeMark
R48,982.658,913.338,585.69
R38,804.508,735.188,536.70
R28,626.358,626.358,520.37
R18,557.038,557.038,504.048,591.69
PP8,448.208,448.208,448.208,465.53
S18,378.888,378.888,471.388,413.54
S28,270.058,270.058,455.05
S38,091.908,200.738,438.72
S47,913.758,022.588,389.73

Fisher Pivots for day following 17-Dec-2019

Pivot1 Day3 Day
R18,578.308,556.19
PP8,577.438,536.68
S18,576.578,517.17

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2508,712.73
2.6188,666.54
1.6188,638.24
1.0008,620.75
0.6188,609.94
HIGH8,592.45
0.6188,581.64
0.5008,578.30
0.3828,574.96
LOW8,564.15
0.6188,546.66
1.0008,535.85
1.6188,518.36
2.6188,490.06
4.2508,443.87

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%7,955.88
38.2%7,562.07
50.0%7,243.78
61.8%6,925.50
78.6%6,472.35

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA8,500.6575.050.9%Above
10-Day SMA8,422.26153.441.8%Above
20-Day SMA8,377.64198.062.4%Above
50-Day SMA8,177.89397.824.9%Above
100-Day SMA7,949.51626.197.9%Above
200-Day SMA7,756.74818.9610.6%Above

Bollinger Bands (20, 2):

Upper: 8,561.31

Middle: 8,377.64

Lower: 8,193.97

Bandwidth: 4.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,432.64

Kijun-sen: 8,380.64

Span A: 8,406.64

Span B: 8,098.17

Chikou Span: 8,255.89

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
71.71
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
91.33
Signal: 79.49 · Hist: 11.85

Stochastic (14, 3)

Neutral
%K: 96.05
%D: 94.67

StochRSI (14)

Neutral
%K: 81.56
%D: 70.65

ADX (14) & Trend

Strong Trend
23.10
+DI: 39.77 · -DI: 18.57

CCI (20)

Oversold
187.92
Range -100 to +100

Williams %R (14)

Bearish
-3.95
Range -100 to 0

Ultimate Oscillator

Neutral
60.63
Periods: 7, 14, 28

ROC (12)

Bullish
2.05%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
163.02
Bull: 163.02 · Bear: 134.72

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch11.46
Narrowest range in 123 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
58,592.458,361.37231.082.7%61.210.7%93%TrueFalse0
108,592.458,272.83319.623.7%54.500.6%95%TrueFalse0
208,592.458,168.82423.634.9%60.610.7%96%TrueFalse0
408,592.457,845.09747.368.7%59.310.7%98%TrueFalse0
608,592.457,463.571,128.8813.2%73.130.9%99%TrueFalse0
808,592.457,463.571,128.8813.2%73.410.9%99%TrueFalse0
1008,592.457,356.271,236.1814.4%84.691.0%99%TrueFalse0
1208,592.457,356.271,236.1814.4%80.990.9%99%TrueFalse0