NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 06-Jul-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.0%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric02-Jul-202006-Jul-2020ChangeChange %Previous Week
Open10,386.4010,487.70101.321.0%9,850.55
High10,432.5010,625.10192.551.8%10,432.50
Low10,328.8010,485.80157.031.5%9,742.89
Close10,341.9010,604.10262.172.5%10,341.90
Range103.77139.2935.5234.2%689.66
ATR(14)205.66211.205.542.7%205.66
Volume

Multi-Period Performance

1-Month (21d)

10.1%

3-Month (63d)

40.9%

6-Month (126d)

20.6%

1-Year (252d)

35.2%

Year-To-Date (YTD)

19.5%

52-Week Range

52W Low: 6,771.91 (56.6%)

Position (99%)

52W High: 10,625.10 (0.2%)

Daily Pivots for day following 06-Jul-2020

LevelClassicWoodieCamarillaDeMark
R410,989.5010,936.1010,680.70
R310,850.2010,796.8010,642.40
R210,710.9010,710.9010,629.60
R110,657.5010,657.5010,616.8010,684.20
PP10,571.7010,571.7010,571.7010,585.00
S110,518.2010,518.2010,591.3010,544.90
S210,432.4010,432.4010,578.50
S310,293.1010,378.9010,565.80
S410,153.8010,239.6010,527.50

Weekly Pivots for week ending 03-Jul-2020

LevelClassicWoodieCamarillaDeMark
R412,241.4011,981.3010,721.20
R311,551.8011,291.7010,531.50
R210,862.1010,862.1010,468.30
R110,602.0010,602.0010,405.1010,732.00
PP10,172.4010,172.4010,172.4010,237.50
S19,912.349,912.3410,278.7010,042.40
S29,482.789,482.7810,215.50
S38,793.129,222.6810,152.20
S48,103.468,533.029,962.58

Fisher Pivots for day following 06-Jul-2020

Pivot1 Day3 Day
R110,587.9010,530.70
PP10,571.7010,457.30
S110,555.5010,383.90

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25011,217.10
2.61810,989.80
1.61810,850.50
1.00010,764.40
0.61810,711.20
HIGH10,625.10
0.61810,571.90
0.50010,555.50
0.38210,539.00
LOW10,485.80
0.61810,399.70
1.00010,346.50
1.61810,260.40
2.61810,121.10
4.2509,893.83

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%9,715.75
38.2%9,153.18
50.0%8,698.51
61.8%8,243.83
78.6%7,596.49

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA10,268.60335.423.3%Above
10-Day SMA10,163.70440.344.3%Above
20-Day SMA10,029.10574.975.7%Above
50-Day SMA9,548.841,055.2211.1%Above
100-Day SMA8,936.561,667.5018.7%Above
200-Day SMA8,684.081,919.9822.1%Above

Bollinger Bands (20, 2):

Upper: 10,480.30

Middle: 10,029.10

Lower: 9,577.89

Bandwidth: 9.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 10,184.00

Kijun-sen: 10,002.50

Span A: 10,093.30

Span B: 9,587.85

Chikou Span: 9,416.71

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
70.00
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
230.42
Signal: 209.51 · Hist: 20.91

Stochastic (14, 3)

Neutral
%K: 97.62
%D: 94.30

StochRSI (14)

Neutral
%K: 81.37
%D: 63.47

ADX (14) & Trend

Neutral
17.74
+DI: 37.44 · -DI: 18.78

CCI (20)

Neutral
229.17
Range -100 to +100

Williams %R (14)

Neutral
-2.38
Range -100 to 0

Ultimate Oscillator

Neutral
67.29
Periods: 7, 14, 28

ROC (12)

Bullish
6.23%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
483.22
Bull: 483.22 · Bear: 343.93

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch38.45
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
510,625.109,742.89882.218.3%174.561.6%98%TrueFalse0
1010,625.109,742.89882.218.3%190.351.8%98%TrueFalse0
2010,625.109,489.581,135.5210.7%198.311.9%98%TrueFalse0
4010,625.108,860.771,764.3316.6%183.281.7%99%TrueFalse0
6010,625.108,158.582,466.5223.3%178.961.7%99%TrueFalse0
8010,625.106,771.913,853.1936.3%228.412.2%99%TrueFalse0
10010,625.106,771.913,853.1936.3%232.662.2%99%TrueFalse0
12010,625.106,771.913,853.1936.3%210.712.0%99%TrueFalse0