NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 21-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) %: 0.8%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric17-Jan-202021-Jan-2020ChangeChange %Previous Week
Open9,159.489,145.64-13.84-0.2%9,007.94
High9,176.479,187.4210.950.1%9,176.47
Low9,118.989,141.7822.800.3%8,991.35
Close9,173.739,166.63-7.10-0.1%9,173.73
Range57.4945.64-11.85-20.6%185.12
ATR(14)78.6576.29-2.36-3.0%78.65
Volume

Multi-Period Performance

1-Month (21d)

6.8%

3-Month (63d)

16.5%

6-Month (126d)

16.0%

1-Year (252d)

35.1%

Year-To-Date (YTD)

3.3%

52-Week Range

52W Low: 6,584.50 (39.2%)

Position (99%)

52W High: 9,187.42 (0.2%)

Daily Pivots for day following 21-Jan-2020

LevelClassicWoodieCamarillaDeMark
R49,302.209,280.059,191.73
R39,256.569,234.419,179.18
R29,210.929,210.929,175.00
R19,188.779,188.779,170.819,199.84
PP9,165.289,165.289,165.289,170.81
S19,143.139,143.139,162.459,154.20
S29,119.649,119.649,158.26
S39,074.009,097.499,154.08
S49,028.369,051.859,141.53

Weekly Pivots for week ending 17-Jan-2020

LevelClassicWoodieCamarillaDeMark
R49,669.219,606.599,275.55
R39,484.099,421.479,224.64
R29,298.979,298.979,207.67
R19,236.359,236.359,190.709,267.66
PP9,113.859,113.859,113.859,129.51
S19,051.239,051.239,156.769,082.54
S28,928.738,928.739,139.79
S38,743.618,866.119,122.82
S48,558.498,680.999,071.91

Fisher Pivots for day following 21-Jan-2020

Pivot1 Day3 Day
R19,165.959,153.38
PP9,165.289,140.12
S19,164.609,126.86

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2509,381.39
2.6189,306.91
1.6189,261.27
1.0009,233.06
0.6189,215.63
HIGH9,187.42
0.6189,169.99
0.5009,164.60
0.3829,159.21
LOW9,141.78
0.6189,113.57
1.0009,096.14
1.6189,067.93
2.6189,022.29
4.2508,947.81

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%8,573.13
38.2%8,193.10
50.0%7,885.96
61.8%7,578.82
78.6%7,141.52

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA9,106.8959.740.7%Above
10-Day SMA9,032.02134.611.5%Above
20-Day SMA8,895.05271.583.1%Above
50-Day SMA8,576.37590.266.9%Above
100-Day SMA8,216.30950.3311.6%Above
200-Day SMA7,927.641,238.9915.6%Above

Bollinger Bands (20, 2):

Upper: 9,216.93

Middle: 8,895.05

Lower: 8,573.16

Bandwidth: 7.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 9,011.18

Kijun-sen: 8,783.76

Span A: 8,897.47

Span B: 8,672.39

Chikou Span: 8,402.61

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Bearish
78.12
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
171.18
Signal: 157.14 · Hist: 14.04

Stochastic (14, 3)

Bearish
%K: 95.95
%D: 98.39

StochRSI (14)

Neutral
%K: 90.33
%D: 73.32

ADX (14) & Trend

Strong Trend
43.93
+DI: 40.62 · -DI: 10.29

CCI (20)

Oversold
129.48
Range -100 to +100

Williams %R (14)

Bearish
-4.05
Range -100 to 0

Ultimate Oscillator

Neutral
67.85
Periods: 7, 14, 28

ROC (12)

Bearish
3.32%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
191.25
Bull: 191.25 · Bear: 145.61

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch14.51
Narrowest range in 17 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
59,187.429,008.95178.471.9%58.410.6%88%TrueFalse0
109,187.428,821.68365.744.0%68.070.7%94%TrueFalse0
209,187.428,656.48530.945.8%67.450.7%96%TrueFalse0
409,187.428,168.821,018.6011.1%61.950.7%98%TrueFalse0
609,187.427,912.721,274.7013.9%60.870.7%98%TrueFalse0
809,187.427,463.571,723.8518.8%68.160.7%99%TrueFalse0
1009,187.427,463.571,723.8518.8%71.210.8%99%TrueFalse0
1209,187.427,356.271,831.1520.0%81.390.9%99%TrueFalse0