NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 09-Sep-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.05)

Moving Averages

Neutral

0.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Sell

-0.50

Relative Volume (20d): —

ATR(14) %: 2.6%

20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	11,157.80	11,308.30	150.41	1.3%	12,017.50
High	11,400.50	11,480.40	79.92	0.7%	12,439.50
Low	11,055.20	11,197.10	141.97	1.3%	11,146.00
Close	11,068.30	11,395.90	327.59	3.0%	11,622.10
Range	345.29	283.24	-62.05	-18.0%	1,293.49
ATR(14)	283.82	292.98	9.16	3.2%	262.04
Volume

Multi-Period Performance

1-Month (21d)

2.8%

3-Month (63d)

12.9%

6-Month (126d)

42.3%

1-Year (252d)

45.8%

Year-To-Date (YTD)

28.4%

52-Week Range

52W Low: 6,771.91 (68.3%)

Position (82%)

52W High: 12,439.50 (8.4%)

Daily Pivots for day following 09-Sep-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	12,207.50	12,084.90	11,551.60
R3	11,924.30	11,801.70	11,473.70
R2	11,641.00	11,641.00	11,447.80
R1	11,518.40	11,518.40	11,421.80	11,579.70
PP	11,357.80	11,357.80	11,357.80	11,388.40
S1	11,235.20	11,235.20	11,369.90	11,296.50
S2	11,074.50	11,074.50	11,343.90
S3	10,791.30	10,952.00	11,318.00
S4	10,508.10	10,668.70	11,240.10

Weekly Pivots for week ending 04-Sep-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	15,616.30	14,912.70	12,333.50
R3	14,322.80	13,619.20	11,977.80
R2	13,029.40	13,029.40	11,859.30
R1	12,325.70	12,325.70	11,740.70	12,030.80
PP	11,735.90	11,735.90	11,735.90	11,588.40
S1	11,032.30	11,032.30	11,503.60	10,737.30
S2	10,442.40	10,442.40	11,385.00
S3	9,148.89	9,738.76	11,266.40
S4	7,855.40	8,445.27	10,910.70

Fisher Pivots for day following 09-Sep-2020

Pivot	1 Day	3 Day
R1	11,376.80	11,450.70
PP	11,357.80	11,432.40
S1	11,338.80	11,414.10

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	12,684.10
2.618	12,221.90
1.618	11,938.70
1.000	11,763.60
0.618	11,655.40
HIGH	11,480.40
0.618	11,372.20
0.500	11,338.80
0.382	11,305.30
LOW	11,197.10
0.618	11,022.10
1.000	10,913.90
1.618	10,738.80
2.618	10,455.60
4.250	9,993.36

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	11,101.90
38.2%	10,274.50
50.0%	9,605.69
61.8%	8,936.92
78.6%	7,984.77

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	11,655.60	-259.78	-2.2%	Below
10-Day SMA	11,857.60	-461.72	-3.9%	Below
20-Day SMA	11,623.10	-227.28	-2.0%	Below
50-Day SMA	11,094.90	300.91	2.7%	Above
100-Day SMA	10,252.40	1,143.42	11.2%	Above
200-Day SMA	9,416.69	1,979.16	21.0%	Above

Bollinger Bands (20, 2):

Upper: 12,394.00

Middle: 11,623.10

Lower: 10,852.20

Bandwidth: 13.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 11,747.30

Kijun-sen: 11,647.30

Span A: 11,697.30

Span B: 11,091.20

Chikou Span: 11,055.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

48.57

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

176.47

Signal: 271.67 · Hist: -95.20

Stochastic (14, 3)

Neutral

%K: 24.61

%D: 20.79

StochRSI (14)

Neutral

%K: 5.98

%D: 13.11

ADX (14) & Trend

Weakening

35.53

+DI: 23.63 · -DI: 26.44

CCI (20)

Neutral

-51.93

Range -100 to +100

Williams %R (14)

Neutral

-75.39

Range -100 to 0

Ultimate Oscillator

Neutral

51.85

Periods: 7, 14, 28

ROC (12)

Bullish

-1.38%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-175.07

Bull: -175.07 · Bear: -458.31

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56.91
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	12,439.50	11,055.20	1,384.32	12.1%	432.98	3.8%	25%	False	False
10	12,439.50	11,055.20	1,384.32	12.1%	300.62	2.6%	25%	False	False
20	12,439.50	10,970.90	1,468.61	12.9%	224.91	2.0%	29%	False	False
40	12,439.50	10,313.90	2,125.54	18.7%	205.29	1.8%	51%	False	False
60	12,439.50	9,742.89	2,696.59	23.7%	204.23	1.8%	61%	False	False
80	12,439.50	9,182.45	3,257.03	28.6%	197.78	1.7%	68%	False	False
100	12,439.50	8,359.84	4,079.64	35.8%	194.06	1.7%	74%	False	False
120	12,439.50	6,771.91	5,667.57	49.7%	205.61	1.8%	82%	False	False

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