NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 4.0%
20-Day Historical Volatility: 0.8%

Day Change Summary (OHLC)

PreviousCurrent
Metric13-Apr-202014-Apr-2020ChangeChange %Previous Week
Open8,209.688,489.27279.593.4%7,819.06
High8,338.158,708.55370.404.4%8,334.23
Low8,158.588,470.74312.163.8%7,763.09
Close8,332.748,692.16359.424.3%8,238.53
Range179.57237.8158.2432.4%571.14
ATR(14)348.83350.751.930.6%361.85
Volume

Multi-Period Performance

1-Month (21d)

8.7%

3-Month (63d)

-4.2%

6-Month (126d)

10.8%

1-Year (252d)

13.9%

Year-To-Date (YTD)

-2.0%

52-Week Range

52W Low: 6,771.91 (28.4%)

Position (65%)

52W High: 9,736.57 (10.7%)

Daily Pivots for day following 14-Apr-2020

LevelClassicWoodieCamarillaDeMark
R49,337.259,252.518,822.96
R39,099.449,014.708,757.56
R28,861.638,861.638,735.76
R18,776.898,776.898,713.968,819.26
PP8,623.828,623.828,623.828,645.00
S18,539.088,539.088,670.368,581.45
S28,386.018,386.018,648.56
S38,148.208,301.278,626.76
S47,910.398,063.468,561.36

Weekly Pivots for week ending 10-Apr-2020

LevelClassicWoodieCamarillaDeMark
R49,825.379,603.098,552.66
R39,254.239,031.958,395.59
R28,683.098,683.098,343.24
R18,460.818,460.818,290.888,571.95
PP8,111.958,111.958,111.958,167.52
S17,889.677,889.678,186.188,000.81
S27,540.817,540.818,133.82
S36,969.677,318.538,081.47
S46,398.536,747.397,924.40

Fisher Pivots for day following 14-Apr-2020

Pivot1 Day3 Day
R18,657.998,605.96
PP8,623.828,519.76
S18,589.658,433.56

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2509,719.24
2.6189,331.14
1.6189,093.33
1.0008,946.36
0.6188,855.52
HIGH8,708.55
0.6188,617.71
0.5008,589.65
0.3828,561.58
LOW8,470.74
0.6188,323.77
1.0008,232.93
1.6188,085.96
2.6187,848.15
4.2507,460.05

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%9,036.91
38.2%8,604.07
50.0%8,254.24
61.8%7,904.41
78.6%7,406.35

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA8,308.46383.704.6%Above
10-Day SMA8,008.75683.418.5%Above
20-Day SMA7,721.22970.9412.6%Above
50-Day SMA8,426.11266.053.2%Above
100-Day SMA8,568.01124.161.4%Above
200-Day SMA8,209.16483.005.9%Above

Bollinger Bands (20, 2):

Upper: 8,609.11

Middle: 7,721.22

Lower: 6,833.32

Bandwidth: 23.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,066.26

Kijun-sen: 7,740.23

Span A: 7,903.24

Span B: 8,254.24

Chikou Span: 8,530.34

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
60.17
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
40.02
Signal: -122.07 · Hist: 162.09

Stochastic (14, 3)

Neutral
%K: 98.76
%D: 97.37

StochRSI (14)

Neutral
%K: 100.00
%D: 99.70

ADX (14) & Trend

Strong Trend
24.12
+DI: 30.35 · -DI: 15.91

CCI (20)

Neutral
171.75
Range -100 to +100

Williams %R (14)

Bearish
-1.24
Range -100 to 0

Ultimate Oscillator

Neutral
64.93
Periods: 7, 14, 28

ROC (12)

Bearish
10.07%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
658.57
Bull: 658.57 · Bear: 420.76

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch53.42
Widest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
58,708.558,043.07665.487.7%208.442.4%98%TrueFalse0
108,708.557,423.971,284.5814.8%235.692.7%99%TrueFalse0
208,708.556,771.911,936.6422.3%315.153.6%99%TrueFalse0
409,736.576,771.912,964.6634.1%322.323.7%65%FalseFalse0
609,736.576,771.912,964.6634.1%249.042.9%65%FalseFalse0
809,736.576,771.912,964.6634.1%203.352.3%65%FalseFalse0
1009,736.576,771.912,964.6634.1%174.802.0%65%FalseFalse0
1209,736.576,771.912,964.6634.1%155.341.8%65%FalseFalse0