NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Aug-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)

Moving Averages

Buy

+0.33

Oscillators

Sell

-0.33

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 1.9%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	11,153.50	11,030.70	-122.85	-1.1%	11,018.00
High	11,159.40	11,090.90	-68.46	-0.6%	11,282.20
Low	10,941.90	10,855.10	-86.81	-0.8%	10,997.70
Close	11,085.20	10,876.10	-209.09	-1.9%	11,139.40
Range	217.51	235.86	18.35	8.4%	284.56
ATR(14)	201.11	203.59	2.48	1.2%	199.85
Volume

Multi-Period Performance

1-Month (21d)

2.6%

3-Month (63d)

19.4%

6-Month (126d)

14.3%

1-Year (252d)

43.8%

Year-To-Date (YTD)

22.6%

52-Week Range

52W Low: 6,771.91 (60.6%)

Position (91%)

52W High: 11,282.20 (3.6%)

Daily Pivots for day following 11-Aug-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	11,648.30	11,498.00	11,005.80
R3	11,412.40	11,262.20	10,940.90
R2	11,176.50	11,176.50	10,919.30
R1	11,026.30	11,026.30	10,897.70	10,983.50
PP	10,940.70	10,940.70	10,940.70	10,919.30
S1	10,790.50	10,790.50	10,854.50	10,747.60
S2	10,704.80	10,704.80	10,832.80
S3	10,469.00	10,554.60	10,811.20
S4	10,233.10	10,318.70	10,746.40

Weekly Pivots for week ending 07-Aug-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	11,993.40	11,851.00	11,295.90
R3	11,708.90	11,566.40	11,217.60
R2	11,424.30	11,424.30	11,191.60
R1	11,281.90	11,281.90	11,165.50	11,353.10
PP	11,139.80	11,139.80	11,139.80	11,175.40
S1	10,997.30	10,997.30	11,113.30	11,068.50
S2	10,855.20	10,855.20	11,087.20
S3	10,570.60	10,712.70	11,061.10
S4	10,286.10	10,428.20	10,982.90

Fisher Pivots for day following 11-Aug-2020

Pivot	1 Day	3 Day
R1	10,973.00	11,065.70
PP	10,940.70	11,002.50
S1	10,908.40	10,939.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	12,093.30
2.618	11,708.40
1.618	11,472.50
1.000	11,326.80
0.618	11,236.70
HIGH	11,090.90
0.618	11,000.80
0.500	10,973.00
0.382	10,945.20
LOW	10,855.10
0.618	10,709.30
1.000	10,619.20
1.618	10,473.40
2.618	10,237.60
4.250	9,852.65

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	10,217.80
38.2%	9,559.29
50.0%	9,027.07
61.8%	8,494.85
78.6%	7,737.12

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	11,098.60	-222.55	-2.0%	Below
10-Day SMA	10,992.90	-116.84	-1.1%	Below
20-Day SMA	10,841.50	34.63	0.3%	Above
50-Day SMA	10,406.00	470.07	4.5%	Above
100-Day SMA	9,514.49	1,361.59	14.3%	Above
200-Day SMA	9,075.19	1,800.89	19.8%	Above

Bollinger Bands (20, 2):

Upper: 11,291.10

Middle: 10,841.50

Lower: 10,391.80

Bandwidth: 8.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 10,907.00

Kijun-sen: 10,798.10

Span A: 10,852.50

Span B: 10,331.10

Chikou Span: 10,604.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

54.17

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

196.92

Signal: 206.06 · Hist: -9.14

Stochastic (14, 3)

Neutral

%K: 58.05

%D: 74.32

StochRSI (14)

Neutral

%K: 46.69

%D: 68.28

ADX (14) & Trend

Neutral

26.09

+DI: 29.25 · -DI: 20.74

CCI (20)

Neutral

39.30

Range -100 to +100

Williams %R (14)

Neutral

-41.95

Range -100 to 0

Ultimate Oscillator

Neutral

59.99

Periods: 7, 14, 28

ROC (12)

Bearish

3.75%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

149.96

Bull: 149.96 · Bear: -85.90

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.31
Widest range in 13 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	11,282.20	10,855.10	427.17	3.9%	188.16	1.7%	5%	False	True
10	11,282.20	10,531.80	750.44	6.9%	163.78	1.5%	46%	False	False
20	11,282.20	10,313.90	968.29	8.9%	185.67	1.7%	58%	False	False
40	11,282.20	9,742.89	1,539.34	14.2%	193.88	1.8%	74%	False	False
60	11,282.20	9,182.45	2,099.78	19.3%	188.73	1.7%	81%	False	False
80	11,282.20	8,359.84	2,922.39	26.9%	186.35	1.7%	86%	False	False
100	11,282.20	6,771.91	4,510.32	41.5%	201.75	1.9%	91%	False	False
120	11,282.20	6,771.91	4,510.32	41.5%	233.22	2.1%	91%	False	False

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