NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 04-Mar-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 2.7%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric03-Mar-202004-Mar-2020ChangeChange %Previous Week
Open8,882.918,745.64-137.27-1.5%9,036.23
High8,998.448,949.91-48.53-0.5%9,194.91
Low8,519.848,669.76149.921.8%8,135.57
Close8,594.498,949.28354.794.1%8,461.83
Range478.60280.15-198.45-41.5%1,059.34
ATR(14)231.58240.438.853.8%195.64
Volume

Multi-Period Performance

1-Month (21d)

-1.9%

3-Month (63d)

7.7%

6-Month (126d)

17.6%

1-Year (252d)

25.0%

Year-To-Date (YTD)

0.9%

52-Week Range

52W Low: 6,936.68 (29.0%)

Position (72%)

52W High: 9,736.57 (8.1%)

Daily Pivots for day following 04-Mar-2020

LevelClassicWoodieCamarillaDeMark
R49,696.779,603.179,103.36
R39,416.629,323.029,026.32
R29,136.479,136.479,000.64
R19,042.879,042.878,974.969,089.67
PP8,856.328,856.328,856.328,879.72
S18,762.728,762.728,923.608,809.52
S28,576.178,576.178,897.92
S38,296.028,482.578,872.24
S48,015.878,202.428,795.20

Weekly Pivots for week ending 28-Feb-2020

LevelClassicWoodieCamarillaDeMark
R411,775.5011,178.009,044.47
R310,716.1010,118.608,753.15
R29,656.789,656.788,656.04
R19,059.309,059.308,558.948,828.37
PP8,597.448,597.448,597.448,481.97
S17,999.967,999.968,364.727,769.03
S27,538.107,538.108,267.62
S36,478.766,940.628,170.51
S45,419.425,881.287,879.19

Fisher Pivots for day following 04-Mar-2020

Pivot1 Day3 Day
R18,902.808,873.68
PP8,856.328,798.07
S18,809.838,722.47

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25010,140.50
2.6189,683.34
1.6189,403.19
1.0009,230.06
0.6189,123.04
HIGH8,949.91
0.6188,842.89
0.5008,809.83
0.3828,776.78
LOW8,669.76
0.6188,496.63
1.0008,389.61
1.6188,216.48
2.6187,936.33
4.2507,479.12

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%9,075.80
38.2%8,667.01
50.0%8,336.63
61.8%8,006.24
78.6%7,535.86

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA8,664.05285.233.3%Above
10-Day SMA8,918.3030.980.3%Above
20-Day SMA9,230.66-281.38-3.0%Below
50-Day SMA9,075.88-126.60-1.4%Below
100-Day SMA8,646.15303.133.5%Above
200-Day SMA8,158.79790.499.7%Above

Bollinger Bands (20, 2):

Upper: 10,059.00

Middle: 9,230.66

Lower: 8,402.29

Bandwidth: 17.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,864.78

Kijun-sen: 8,936.07

Span A: 8,900.43

Span B: 8,936.07

Chikou Span: 8,952.18

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
47.18
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-117.47
Signal: -29.16 · Hist: -88.31

Stochastic (14, 3)

Neutral
%K: 50.83
%D: 41.95

StochRSI (14)

Neutral
%K: 32.16
%D: 21.09

ADX (14) & Trend

Weakening
38.31
+DI: 20.92 · -DI: 32.74

CCI (20)

Neutral
-67.66
Range -100 to +100

Williams %R (14)

Neutral
-49.17
Range -100 to 0

Ultimate Oscillator

Neutral
47.60
Periods: 7, 14, 28

ROC (12)

Bullish
-7.01%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
-19.25
Bull: -19.25 · Bear: -299.39

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDTrue
ODFalse
IDnr4True
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch55.90
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
58,998.448,135.57862.879.6%380.544.3%94%FalseFalse0
109,714.238,135.571,578.6617.6%304.263.4%52%FalseFalse0
209,736.578,135.571,601.0017.9%197.592.2%51%FalseFalse0
409,736.578,135.571,601.0017.9%145.271.6%51%FalseFalse0
609,736.578,135.571,601.0017.9%117.081.3%51%FalseFalse0
809,736.578,135.571,601.0017.9%102.521.1%51%FalseFalse0
1009,736.577,682.612,053.9623.0%95.061.1%62%FalseFalse0
1209,736.577,463.572,273.0025.4%95.721.1%65%FalseFalse0