NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 09-Jan-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

STRONG BUY(+0.58)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.33

Price Levels

Buy

+0.50

Trend

Buy

+0.50

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

Day Change Summary (OHLC)

PreviousCurrent
Metric08-Jan-202009-Jan-2020ChangeChange %Previous Week
Open8,845.458,990.04144.591.6%8,766.39
High8,953.559,004.5551.000.6%8,873.63
Low8,834.948,938.53103.591.2%8,671.92
Close8,912.378,989.6377.260.9%8,793.90
Range118.6166.02-52.59-44.3%201.71
ATR(14)79.7380.620.891.1%74.32
Volume

Multi-Period Performance

1-Month (21d)

7.5%

3-Month (63d)

16.9%

6-Month (126d)

13.8%

1-Year (252d)

36.2%

Year-To-Date (YTD)

1.3%

52-Week Range

52W Low: 6,512.64 (38.0%)

Position (99%)

52W High: 9,004.55 (0.2%)

Daily Pivots for day following 09-Jan-2020

LevelClassicWoodieCamarillaDeMark
R49,175.639,148.659,025.94
R39,109.619,082.639,007.79
R29,043.599,043.599,001.73
R19,016.619,016.618,995.688,997.09
PP8,977.578,977.578,977.578,967.81
S18,950.598,950.598,983.588,931.07
S28,911.558,911.558,977.53
S38,845.538,884.578,971.47
S48,779.518,818.558,953.32

Weekly Pivots for week ending 03-Jan-2020

LevelClassicWoodieCamarillaDeMark
R49,384.959,291.138,904.84
R39,183.249,089.428,849.37
R28,981.538,981.538,830.88
R18,887.718,887.718,812.398,934.62
PP8,779.828,779.828,779.828,803.27
S18,686.008,686.008,775.418,732.91
S28,578.118,578.118,756.92
S38,376.408,484.298,738.43
S48,174.698,282.588,682.96

Fisher Pivots for day following 09-Jan-2020

Pivot1 Day3 Day
R18,983.608,964.13
PP8,977.578,938.62
S18,971.548,913.11

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2509,285.13
2.6189,177.39
1.6189,111.37
1.0009,070.57
0.6189,045.35
HIGH9,004.55
0.6188,979.33
0.5008,971.54
0.3828,963.75
LOW8,938.53
0.6188,897.73
1.0008,872.51
1.6188,831.71
2.6188,765.69
4.2508,657.95

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%8,416.46
38.2%8,052.64
50.0%7,758.59
61.8%7,464.55
78.6%7,045.91

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA8,878.17111.461.3%Above
10-Day SMA8,825.52164.111.9%Above
20-Day SMA8,702.72286.913.3%Above
50-Day SMA8,444.79544.856.5%Above
100-Day SMA8,114.89874.7410.8%Above
200-Day SMA7,870.141,119.4914.2%Above

Bollinger Bands (20, 2):

Upper: 9,006.52

Middle: 8,702.72

Lower: 8,398.92

Bandwidth: 7.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,838.24

Kijun-sen: 8,586.68

Span A: 8,712.46

Span B: 8,465.58

Chikou Span: 8,309.26

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
77.08
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
145.72
Signal: 133.27 · Hist: 12.45

Stochastic (14, 3)

Neutral
%K: 96.38
%D: 92.20

StochRSI (14)

Neutral
%K: 44.35
%D: 30.25

ADX (14) & Trend

Strong Trend
36.53
+DI: 42.24 · -DI: 14.93

CCI (20)

Neutral
157.15
Range -100 to +100

Williams %R (14)

Neutral
-3.62
Range -100 to 0

Ultimate Oscillator

Bullish
74.09
Periods: 7, 14, 28

ROC (12)

Bullish
3.59%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
212.22
Bull: 212.22 · Bear: 146.20

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch7.17
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
59,004.558,713.89290.663.2%92.001.0%95%TrueFalse0
109,004.558,671.92332.633.7%82.770.9%96%TrueFalse0
209,004.558,361.37643.187.2%64.470.7%98%TrueFalse0
409,004.558,168.82835.739.3%61.030.7%98%TrueFalse0
609,004.557,829.751,174.8013.1%62.210.7%99%TrueFalse0
809,004.557,463.571,540.9817.1%72.020.8%99%TrueFalse0
1009,004.557,442.931,561.6217.4%74.190.8%99%TrueFalse0
1209,004.557,356.271,648.2818.3%81.290.9%99%TrueFalse0