NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 20-Apr-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.33

Price Levels

Sell

-0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 3.5%
20-Day Historical Volatility: 0.8%

Day Change Summary (OHLC)

PreviousCurrent
Metric17-Apr-202020-Apr-2020ChangeChange %Previous Week
Open8,876.668,742.54-134.12-1.5%8,209.68
High8,879.248,855.18-24.06-0.3%8,879.24
Low8,704.388,725.3220.940.2%8,158.58
Close8,832.418,726.51-105.90-1.2%8,832.41
Range174.86129.86-45.00-25.7%720.66
ATR(14)318.48305.01-13.47-4.2%318.48
Volume

Multi-Period Performance

1-Month (21d)

19.7%

3-Month (63d)

-4.9%

6-Month (126d)

9.9%

1-Year (252d)

13.5%

Year-To-Date (YTD)

-1.6%

52-Week Range

52W Low: 6,771.91 (28.9%)

Position (66%)

52W High: 9,736.57 (10.4%)

Daily Pivots for day following 20-Apr-2020

LevelClassicWoodieCamarillaDeMark
R49,158.589,072.418,797.93
R39,028.728,942.558,762.22
R28,898.868,898.868,750.32
R18,812.698,812.698,738.418,790.85
PP8,769.008,769.008,769.008,758.08
S18,682.838,682.838,714.618,660.99
S28,639.148,639.148,702.70
S38,509.288,552.978,690.80
S48,379.428,423.118,655.09

Weekly Pivots for week ending 17-Apr-2020

LevelClassicWoodieCamarillaDeMark
R410,785.4010,529.609,228.77
R310,064.709,808.909,030.59
R29,344.079,344.078,964.53
R19,088.249,088.248,898.479,216.16
PP8,623.418,623.418,623.418,687.37
S18,367.588,367.588,766.358,495.50
S27,902.757,902.758,700.29
S37,182.097,646.928,634.23
S46,461.436,926.268,436.05

Fisher Pivots for day following 20-Apr-2020

Pivot1 Day3 Day
R18,790.258,742.38
PP8,769.008,737.09
S18,747.768,731.80

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2509,407.09
2.6189,195.15
1.6189,065.29
1.0008,985.04
0.6188,935.43
HIGH8,855.18
0.6188,805.57
0.5008,790.25
0.3828,774.93
LOW8,725.32
0.6188,645.07
1.0008,595.46
1.6188,515.21
2.6188,385.35
4.2508,173.41

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 SMA8,720.176.340.1%Above
10-Day SMA8,453.26273.253.2%Above
20-Day SMA8,020.05706.468.8%Above
50-Day SMA8,378.81347.704.1%Above
100-Day SMA8,585.49141.021.6%Above
200-Day SMA8,228.22498.296.1%Above

Bollinger Bands (20, 2):

Upper: 9,035.82

Middle: 8,020.05

Lower: 7,004.29

Bandwidth: 25.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,461.15

Kijun-sen: 7,825.57

Span A: 8,143.36

Span B: 8,254.24

Chikou Span: 7,263.65

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
59.25
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
179.05
Signal: 34.95 · Hist: 144.10

Stochastic (14, 3)

Bearish
%K: 89.50
%D: 94.56

StochRSI (14)

Bearish
%K: 95.79
%D: 96.08

ADX (14) & Trend

Strong Trend
27.16
+DI: 30.39 · -DI: 13.60

CCI (20)

Oversold
118.58
Range -100 to +100

Williams %R (14)

Bearish
-10.49
Range -100 to 0

Ultimate Oscillator

Neutral
64.42
Periods: 7, 14, 28

ROC (12)

Bullish
16.57%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
489.69
Bull: 489.69 · Bear: 359.83

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDTrue
ODFalse
IDnr4True
2BNRTrue
3BNRTrue
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch42.08
Narrowest range in 42 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
58,879.248,470.74408.504.7%179.212.1%63%FalseFalse0
108,879.247,763.091,116.1512.8%204.802.3%86%FalseFalse0
208,879.246,771.912,107.3324.1%243.942.8%93%FalseFalse0
409,194.916,771.912,423.0027.8%325.543.7%81%FalseFalse0
609,736.576,771.912,964.6634.0%255.982.9%66%FalseFalse0
809,736.576,771.912,964.6634.0%209.932.4%66%FalseFalse0
1009,736.576,771.912,964.6634.0%178.732.0%66%FalseFalse0
1209,736.576,771.912,964.6634.0%158.221.8%66%FalseFalse0