NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 11-Jul-2007
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.37)
Moving Averages
Strong Buy
+1.00
Oscillators
Neutral
0.00
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.3%
3-Month (63d)
10.3%
6-Month (126d)
10.5%
1-Year (252d)
30.5%
Year-To-Date (YTD)
12.8%
52-Week Range
52W Low: 1,446.77 (37.1%)
Position (98%)
52W High: 1,992.55 (0.4%)
Daily Pivots for day following 11-Jul-2007
Weekly Pivots for week ending 06-Jul-2007
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 2,065.68 |
| 2.618 | 2,034.57 |
| 1.618 | 2,015.51 |
| 1.000 | 2,003.73 |
| 0.618 | 1,996.45 |
| HIGH | 1,984.67 |
| 0.618 | 1,977.39 |
| 0.500 | 1,975.14 |
| 0.382 | 1,972.89 |
| LOW | 1,965.61 |
| 0.618 | 1,953.83 |
| 1.000 | 1,946.55 |
| 1.618 | 1,934.77 |
| 2.618 | 1,915.71 |
| 4.250 | 1,884.60 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,863.75 |
| 38.2% | 1,784.06 |
| 50.0% | 1,719.66 |
| 61.8% | 1,655.26 |
| 78.6% | 1,563.57 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,982.91 | 1.17 | 0.1% | Above |
| 10-Day SMA | 1,963.27 | 20.81 | 1.1% | Above |
| 20-Day SMA | 1,945.33 | 38.75 | 2.0% | Above |
| 50-Day SMA | 1,918.03 | 66.05 | 3.4% | Above |
| 100-Day SMA | 1,857.92 | 126.16 | 6.8% | Above |
| 200-Day SMA | 1,808.45 | 175.63 | 9.7% | Above |
Bollinger Bands (20, 2):
Upper: 1,996.58
Middle: 1,945.33
Lower: 1,894.07
Bandwidth: 5.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,956.69
Kijun-sen: 1,934.53
Span A: 1,945.61
Span B: 1,924.94
Chikou Span: 1,933.73
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral64.04
Neutral 30–70MACD (12, 26, 9)
Bullish Cross20.08
Signal: 16.14 · Hist: 3.93Stochastic (14, 3)
Neutral%K: 90.86
%D: 88.31StochRSI (14)
Bearish%K: 80.22
%D: 89.29ADX (14) & Trend
Neutral12.70
+DI: 24.37 · -DI: 19.74CCI (20)
Oversold110.42
Range -100 to +100Williams %R (14)
Neutral-9.14
Range -100 to 0Ultimate Oscillator
Bullish70.41
Periods: 7, 14, 28ROC (12)
Bullish3.23%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control24.40
Bull: 24.40 · Bear: 5.34High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,992.55 | 1,964.49 | 28.06 | 1.4% | 16.57 | 0.8% | 70% | False | False | 0 |
| 10 | 1,992.55 | 1,899.92 | 92.63 | 4.7% | 18.35 | 0.9% | 91% | False | False | 0 |
| 20 | 1,992.55 | 1,892.55 | 100.00 | 5.0% | 19.11 | 1.0% | 92% | False | False | 0 |
| 40 | 1,992.55 | 1,866.98 | 125.57 | 6.3% | 20.16 | 1.0% | 93% | False | False | 0 |
| 60 | 1,992.55 | 1,819.31 | 173.24 | 8.7% | 19.35 | 1.0% | 95% | False | False | 0 |
| 80 | 1,992.55 | 1,747.05 | 245.50 | 12.4% | 19.23 | 1.0% | 97% | False | False | 0 |
| 100 | 1,992.55 | 1,710.97 | 281.58 | 14.2% | 20.34 | 1.0% | 97% | False | False | 0 |
| 120 | 1,992.55 | 1,710.97 | 281.58 | 14.2% | 20.38 | 1.0% | 97% | False | False | 0 |