NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 14-Jan-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Strong Buy

+1.00

Oscillators

Strong Sell

-0.56

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
Metric13-Jan-202014-Jan-2020ChangeChange %Previous Week
Open9,007.949,068.0260.080.7%8,713.89
High9,071.539,080.168.630.1%9,024.87
Low8,991.359,020.9229.570.3%8,713.89
Close9,070.659,033.42-37.23-0.4%8,966.64
Range80.1859.24-20.94-26.1%310.98
ATR(14)81.8580.23-1.61-2.0%80.08
Volume

Multi-Period Performance

1-Month (21d)

6.7%

3-Month (63d)

15.2%

6-Month (126d)

14.0%

1-Year (252d)

38.1%

Year-To-Date (YTD)

1.8%

52-Week Range

52W Low: 6,567.32 (37.6%)

Position (98%)

52W High: 9,080.16 (0.5%)

Daily Pivots for day following 14-Jan-2020

LevelClassicWoodieCamarillaDeMark
R49,222.559,187.239,066.00
R39,163.319,127.999,049.71
R29,104.079,104.079,044.28
R19,068.759,068.759,038.859,056.79
PP9,044.839,044.839,044.839,038.85
S19,009.519,009.519,027.998,997.55
S28,985.598,985.599,022.56
S38,926.358,950.279,017.13
S48,867.118,891.039,000.84

Weekly Pivots for week ending 10-Jan-2020

LevelClassicWoodieCamarillaDeMark
R49,834.749,711.679,137.68
R39,523.769,400.699,052.16
R29,212.789,212.789,023.65
R19,089.719,089.718,995.159,151.25
PP8,901.808,901.808,901.808,932.57
S18,778.738,778.738,938.138,840.27
S28,590.828,590.828,909.63
S38,279.848,467.758,881.12
S47,968.868,156.778,795.60

Fisher Pivots for day following 14-Jan-2020

Pivot1 Day3 Day
R19,050.549,027.61
PP9,044.839,021.80
S19,039.139,015.99

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2509,331.93
2.6189,235.25
1.6189,176.01
1.0009,139.40
0.6189,116.77
HIGH9,080.16
0.6189,057.53
0.5009,050.54
0.3829,043.55
LOW9,020.92
0.6188,984.31
1.0008,961.68
1.6188,925.07
2.6188,865.83
4.2508,769.15

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%8,487.13
38.2%8,120.26
50.0%7,823.74
61.8%7,527.22
78.6%7,105.07

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA8,994.5438.880.4%Above
10-Day SMA8,906.69126.731.4%Above
20-Day SMA8,788.39245.032.8%Above
50-Day SMA8,501.91531.516.3%Above
100-Day SMA8,154.42879.0010.8%Above
200-Day SMA7,895.461,137.9614.4%Above

Bollinger Bands (20, 2):

Upper: 9,084.08

Middle: 8,788.39

Lower: 8,492.70

Bandwidth: 6.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,897.02

Kijun-sen: 8,709.76

Span A: 8,803.40

Span B: 8,553.19

Chikou Span: 8,308.40

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Bearish
73.94
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
157.97
Signal: 143.75 · Hist: 14.21

Stochastic (14, 3)

Bearish
%K: 88.55
%D: 90.84

StochRSI (14)

Neutral
%K: 55.72
%D: 57.86

ADX (14) & Trend

Strong Trend
39.68
+DI: 40.17 · -DI: 12.01

CCI (20)

Oversold
145.51
Range -100 to +100

Williams %R (14)

Bearish
-11.45
Range -100 to 0

Ultimate Oscillator

Neutral
69.40
Periods: 7, 14, 28

ROC (12)

Bearish
2.91%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
201.01
Bull: 201.01 · Bear: 141.77

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch9.43
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
59,080.168,834.94245.222.7%79.420.9%81%TrueFalse0
109,080.168,674.38405.784.5%82.020.9%88%TrueFalse0
209,080.168,542.42537.746.0%63.320.7%91%TrueFalse0
409,080.168,168.82911.3410.1%62.630.7%95%TrueFalse0
609,080.167,829.751,250.4113.8%62.310.7%96%TrueFalse0
809,080.167,463.571,616.5917.9%72.030.8%97%TrueFalse0
1009,080.167,442.931,637.2318.1%74.640.8%97%TrueFalse0
1209,080.167,356.271,723.8919.1%81.400.9%97%TrueFalse0