NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 10-Jul-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 1.9%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric09-Jul-202010-Jul-2020ChangeChange %Previous Week
Open10,745.9010,751.805.900.1%10,487.70
High10,786.0010,842.8056.820.5%10,842.80
Low10,575.0010,639.5064.510.6%10,485.80
Close10,754.6010,836.3081.740.8%10,836.30
Range210.99203.30-7.69-3.6%356.97
ATR(14)205.39205.24-0.15-0.1%205.24
Volume

Multi-Period Performance

1-Month (21d)

7.4%

3-Month (63d)

31.5%

6-Month (126d)

20.5%

1-Year (252d)

37.2%

Year-To-Date (YTD)

22.1%

52-Week Range

52W Low: 6,771.91 (60.0%)

Position (100%)

52W High: 10,842.80 (0.1%)

Daily Pivots for day following 10-Jul-2020

LevelClassicWoodieCamarillaDeMark
R411,382.8011,312.8010,948.10
R311,179.5011,109.5010,892.20
R210,976.2010,976.2010,873.60
R110,906.2010,906.2010,855.0010,941.20
PP10,772.9010,772.9010,772.9010,790.30
S110,702.9010,702.9010,817.7010,737.90
S210,569.6010,569.6010,799.10
S310,366.3010,499.6010,780.40
S410,163.0010,296.3010,724.50

Weekly Pivots for week ending 10-Jul-2020

LevelClassicWoodieCamarillaDeMark
R411,792.6011,671.4011,032.70
R311,435.6011,314.4010,934.50
R211,078.6011,078.6010,901.80
R110,957.5010,957.5010,869.1011,018.00
PP10,721.6010,721.6010,721.6010,751.90
S110,600.5010,600.5010,803.6010,661.10
S210,364.7010,364.7010,770.90
S310,007.7010,243.5010,738.20
S49,650.739,886.5610,640.00

Fisher Pivots for day following 10-Jul-2020

Pivot1 Day3 Day
R110,804.6010,786.20
PP10,772.9010,736.00
S110,741.1010,685.80

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25011,706.80
2.61811,375.00
1.61811,171.70
1.00011,046.10
0.61810,968.40
HIGH10,842.80
0.61810,765.10
0.50010,741.10
0.38210,717.10
LOW10,639.50
0.61810,513.80
1.00010,436.20
1.61810,310.50
2.61810,107.20
4.2509,775.45

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%9,882.05
38.2%9,287.71
50.0%8,807.35
61.8%8,326.98
78.6%7,643.08

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA10,677.10159.191.5%Above
10-Day SMA10,397.40438.914.2%Above
20-Day SMA10,190.60645.736.3%Above
50-Day SMA9,698.781,137.5511.7%Above
100-Day SMA8,979.751,856.5820.7%Above
200-Day SMA8,741.712,094.6224.0%Above

Bollinger Bands (20, 2):

Upper: 10,839.80

Middle: 10,190.60

Lower: 9,541.42

Bandwidth: 12.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 10,292.80

Kijun-sen: 10,166.20

Span A: 10,229.50

Span B: 9,754.09

Chikou Span: 9,704.69

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
72.37
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
296.15
Signal: 247.78 · Hist: 48.38

Stochastic (14, 3)

Neutral
%K: 99.41
%D: 97.48

StochRSI (14)

Neutral
%K: 98.99
%D: 94.87

ADX (14) & Trend

Strong Trend
23.38
+DI: 36.62 · -DI: 14.37

CCI (20)

Oversold
147.64
Range -100 to +100

Williams %R (14)

Neutral
-0.59
Range -100 to 0

Ultimate Oscillator

Neutral
68.88
Periods: 7, 14, 28

ROC (12)

Bearish
6.14%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
437.21
Bull: 437.21 · Bear: 233.91

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch46.97
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
510,842.8010,485.80356.973.3%176.441.6%98%TrueFalse0
1010,842.809,742.891,099.8910.2%187.191.7%99%TrueFalse0
2010,842.809,489.581,353.2012.5%194.291.8%100%TrueFalse0
4010,842.808,860.771,982.0118.3%180.521.7%100%TrueFalse0
6010,842.808,359.842,482.9422.9%178.851.7%100%TrueFalse0
8010,842.806,771.914,070.8737.6%207.611.9%100%TrueFalse0
10010,842.806,771.914,070.8737.6%237.092.2%100%TrueFalse0
12010,842.806,771.914,070.8737.6%214.852.0%100%TrueFalse0