NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 12-Jan-2007
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.42)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.11
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.3%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
3.0%
3-Month (63d)
9.1%
6-Month (126d)
24.8%
1-Year (252d)
4.9%
Year-To-Date (YTD)
4.9%
52-Week Range
52W Low: 1,446.77 (27.5%)
Position (100%)
52W High: 1,845.68 (0.0%)
Daily Pivots for day following 12-Jan-2007
Weekly Pivots for week ending 12-Jan-2007
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,910.88 |
| 2.618 | 1,885.84 |
| 1.618 | 1,870.50 |
| 1.000 | 1,861.02 |
| 0.618 | 1,855.16 |
| HIGH | 1,845.68 |
| 0.618 | 1,839.82 |
| 0.500 | 1,838.01 |
| 0.382 | 1,836.20 |
| LOW | 1,830.34 |
| 0.618 | 1,820.86 |
| 1.000 | 1,815.00 |
| 1.618 | 1,805.52 |
| 2.618 | 1,790.18 |
| 4.250 | 1,765.14 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,751.54 |
| 38.2% | 1,693.30 |
| 50.0% | 1,646.22 |
| 61.8% | 1,599.15 |
| 78.6% | 1,532.14 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,815.72 | 29.09 | 1.6% | Above |
| 10-Day SMA | 1,793.20 | 51.61 | 2.9% | Above |
| 20-Day SMA | 1,785.66 | 59.15 | 3.3% | Above |
| 50-Day SMA | 1,778.76 | 66.05 | 3.7% | Above |
| 100-Day SMA | 1,712.15 | 132.66 | 7.7% | Above |
| 200-Day SMA | 1,652.43 | 192.38 | 11.6% | Above |
Bollinger Bands (20, 2):
Upper: 1,837.52
Middle: 1,785.66
Lower: 1,733.81
Bandwidth: 5.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,788.70
Kijun-sen: 1,788.70
Span A: 1,788.70
Span B: 1,769.43
Chikou Span: 1,799.93
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral69.74
Neutral 30–70MACD (12, 26, 9)
Bullish Cross12.18
Signal: 4.87 · Hist: 7.31Stochastic (14, 3)
Neutral%K: 99.24
%D: 97.49StochRSI (14)
Neutral%K: 100.00
%D: 96.92ADX (14) & Trend
Neutral18.26
+DI: 25.91 · -DI: 16.65CCI (20)
Oversold197.57
Range -100 to +100Williams %R (14)
Neutral-0.76
Range -100 to 0Ultimate Oscillator
Bullish70.55
Periods: 7, 14, 28ROC (12)
Bullish5.50%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control46.69
Bull: 46.69 · Bear: 31.35High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,845.68 | 1,776.73 | 68.95 | 3.7% | 23.05 | 1.2% | 99% | True | False | 0 |
| 10 | 1,845.68 | 1,731.71 | 113.97 | 6.2% | 26.82 | 1.5% | 99% | True | False | 0 |
| 20 | 1,845.68 | 1,731.71 | 113.97 | 6.2% | 23.48 | 1.3% | 99% | True | False | 0 |
| 40 | 1,845.68 | 1,731.71 | 113.97 | 6.2% | 22.55 | 1.2% | 99% | True | False | 0 |
| 60 | 1,845.68 | 1,693.19 | 152.49 | 8.3% | 22.78 | 1.2% | 99% | True | False | 0 |
| 80 | 1,845.68 | 1,608.51 | 237.17 | 12.9% | 22.21 | 1.2% | 100% | True | False | 0 |
| 100 | 1,845.68 | 1,542.57 | 303.11 | 16.4% | 21.61 | 1.2% | 100% | True | False | 0 |
| 120 | 1,845.68 | 1,457.11 | 388.57 | 21.1% | 22.06 | 1.2% | 100% | True | False | 0 |