NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 13-Feb-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric12-Feb-202013-Feb-2020ChangeChange %Previous Week
Open9,569.829,540.67-29.15-0.3%9,033.52
High9,615.909,636.4120.510.2%9,453.24
Low9,552.039,532.74-19.29-0.2%9,031.07
Close9,613.209,595.70-17.50-0.2%9,401.10
Range63.87103.6739.8062.3%422.17
ATR(14)114.72113.93-0.79-0.7%114.61
Volume

Multi-Period Performance

1-Month (21d)

6.2%

3-Month (63d)

16.1%

6-Month (126d)

28.1%

1-Year (252d)

36.8%

Year-To-Date (YTD)

8.2%

52-Week Range

52W Low: 6,936.68 (38.3%)

Position (98%)

52W High: 9,636.41 (0.4%)

Daily Pivots for day following 13-Feb-2020

LevelClassicWoodieCamarillaDeMark
R49,899.299,851.179,652.72
R39,795.629,747.509,624.21
R29,691.959,691.959,614.71
R19,643.839,643.839,605.209,667.89
PP9,588.289,588.289,588.289,600.31
S19,540.169,540.169,586.209,564.22
S29,484.619,484.619,576.69
S39,380.949,436.499,567.19
S49,277.279,332.829,538.68

Weekly Pivots for week ending 07-Feb-2020

LevelClassicWoodieCamarillaDeMark
R410,561.6010,403.509,633.29
R310,139.509,981.379,517.20
R29,717.319,717.319,478.50
R19,559.209,559.209,439.809,638.26
PP9,295.149,295.149,295.149,334.66
S19,137.039,137.039,362.409,216.09
S28,872.978,872.979,323.70
S38,450.808,714.869,285.00
S48,028.638,292.699,168.91

Fisher Pivots for day following 13-Feb-2020

Pivot1 Day3 Day
R19,591.999,585.47
PP9,588.289,575.25
S19,584.589,565.02

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25010,077.00
2.6189,907.82
1.6189,804.15
1.0009,740.08
0.6189,700.48
HIGH9,636.41
0.6189,596.81
0.5009,584.58
0.3829,572.34
LOW9,532.74
0.6189,468.67
1.0009,429.07
1.6189,365.00
2.6189,261.33
4.2509,092.14

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%8,999.27
38.2%8,605.11
50.0%8,286.55
61.8%7,967.98
78.6%7,514.42

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA9,528.9466.760.7%Above
10-Day SMA9,390.99204.712.2%Above
20-Day SMA9,260.15335.553.6%Above
50-Day SMA8,906.76688.947.7%Above
100-Day SMA8,466.431,129.2713.3%Above
200-Day SMA8,062.291,533.4119.0%Above

Bollinger Bands (20, 2):

Upper: 9,647.60

Middle: 9,260.15

Lower: 8,872.71

Bandwidth: 8.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 9,333.74

Kijun-sen: 9,235.67

Span A: 9,284.71

Span B: 8,902.61

Chikou Span: 8,846.45

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Bearish
72.42
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
185.96
Signal: 159.78 · Hist: 26.18

Stochastic (14, 3)

Neutral
%K: 94.39
%D: 94.03

StochRSI (14)

Neutral
%K: 87.02
%D: 76.11

ADX (14) & Trend

Strong Trend
41.54
+DI: 35.50 · -DI: 10.51

CCI (20)

Oversold
133.83
Range -100 to +100

Williams %R (14)

Bearish
-5.61
Range -100 to 0

Ultimate Oscillator

Neutral
64.15
Periods: 7, 14, 28

ROC (12)

Bearish
5.55%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
257.62
Bull: 257.62 · Bear: 153.95

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch15.29
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
59,636.419,373.20263.212.7%98.971.0%85%TrueFalse0
109,636.418,961.59674.827.0%117.071.2%94%TrueFalse0
209,636.418,910.97725.447.6%102.901.1%94%TrueFalse0
409,636.418,564.151,072.2611.2%83.800.9%96%TrueFalse0
609,636.418,168.821,467.5915.3%76.690.8%97%TrueFalse0
809,636.417,845.091,791.3218.7%71.870.7%98%TrueFalse0
1009,636.417,463.572,172.8422.6%77.640.8%98%TrueFalse0
1209,636.417,442.932,193.4822.9%78.970.8%98%TrueFalse0