NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 18-Jun-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 2.1%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	17-Jun-2020	18-Jun-2020	Change	Change %	Previous Week
Open	9,998.86	9,972.35	-26.51	-0.3%	9,807.98
High	10,058.60	10,018.60	-40.09	-0.4%	10,155.20
Low	9,953.31	9,942.11	-11.20	-0.1%	9,499.10
Close	9,982.48	10,012.00	29.57	0.3%	9,663.77
Range	105.34	76.45	-28.89	-27.4%	656.10
ATR(14)	217.11	207.06	-10.05	-4.6%	217.43
Volume

Multi-Period Performance

1-Month (21d)

7.7%

3-Month (63d)

37.4%

6-Month (126d)

16.7%

1-Year (252d)

30.6%

Year-To-Date (YTD)

12.8%

52-Week Range

52W Low: 6,771.91 (47.8%)

Position (96%)

52W High: 10,155.20 (1.4%)

Daily Pivots for day following 18-Jun-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	10,220.30	10,192.60	10,054.10
R3	10,143.80	10,116.20	10,033.10
R2	10,067.40	10,067.40	10,026.10
R1	10,039.70	10,039.70	10,019.10	10,053.50
PP	9,990.91	9,990.91	9,990.91	9,997.82
S1	9,963.25	9,963.25	10,005.00	9,977.08
S2	9,914.46	9,914.46	9,998.03
S3	9,838.01	9,886.80	9,991.03
S4	9,761.56	9,810.35	9,970.00

Weekly Pivots for week ending 12-Jun-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	11,741.00	11,358.50	10,024.60
R3	11,084.90	10,702.40	9,844.20
R2	10,428.80	10,428.80	9,784.06
R1	10,046.30	10,046.30	9,723.91	9,909.48
PP	9,772.69	9,772.69	9,772.69	9,704.29
S1	9,390.18	9,390.18	9,603.63	9,253.38
S2	9,116.59	9,116.59	9,543.49
S3	8,460.49	8,734.08	9,483.34
S4	7,804.39	8,077.98	9,302.92

Fisher Pivots for day following 18-Jun-2020

Pivot	1 Day	3 Day
R1	10,001.50	9,985.60
PP	9,990.91	9,959.16
S1	9,980.33	9,932.72

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	10,343.50
2.618	10,218.70
1.618	10,142.30
1.000	10,095.00
0.618	10,065.80
HIGH	10,018.60
0.618	9,989.36
0.500	9,980.33
0.382	9,971.31
LOW	9,942.11
0.618	9,894.86
1.000	9,865.66
1.618	9,818.41
2.618	9,741.96
4.250	9,617.20

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	9,356.74
38.2%	8,862.78
50.0%	8,463.56
61.8%	8,064.33
78.6%	7,495.93

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	9,876.91	135.14	1.4%	Above
10-Day SMA	9,876.04	136.01	1.4%	Above
20-Day SMA	9,697.36	314.69	3.2%	Above
50-Day SMA	9,198.14	813.91	8.8%	Above
100-Day SMA	8,840.40	1,171.65	13.3%	Above
200-Day SMA	8,557.89	1,454.16	17.0%	Above

Bollinger Bands (20, 2):

Upper: 10,146.40

Middle: 9,697.36

Lower: 9,248.34

Bandwidth: 9.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 9,822.39

Kijun-sen: 9,507.99

Span A: 9,665.19

Span B: 8,959.15

Chikou Span: 9,112.45

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

64.30

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

224.49

Signal: 231.68 · Hist: -7.19

Stochastic (14, 3)

Neutral

%K: 78.49

%D: 76.56

StochRSI (14)

Neutral

%K: 45.32

%D: 35.62

ADX (14) & Trend

Neutral

18.42

+DI: 28.56 · -DI: 21.66

CCI (20)

Oversold

112.09

Range -100 to +100

Williams %R (14)

Neutral

-21.51

Range -100 to 0

Ultimate Oscillator

Neutral

52.63

Periods: 7, 14, 28

ROC (12)

Bearish

3.67%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

216.38

Bull: 216.38 · Bear: 139.93

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.48
Narrowest range in 84 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	10,058.60	9,489.58	569.07	5.7%	211.13	2.1%	92%	False	False
10	10,155.20	9,489.58	665.62	6.6%	206.61	2.1%	78%	False	False
20	10,155.20	9,182.45	972.75	9.7%	181.20	1.8%	85%	False	False
40	10,155.20	8,599.99	1,555.21	15.5%	173.68	1.7%	91%	False	False
60	10,155.20	7,390.41	2,764.79	27.6%	194.37	1.9%	95%	False	False
80	10,155.20	6,771.91	3,383.29	33.8%	248.72	2.5%	96%	False	False
100	10,155.20	6,771.91	3,383.29	33.8%	225.05	2.2%	96%	False	False
120	10,155.20	6,771.91	3,383.29	33.8%	200.97	2.0%	96%	False	False

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