NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 25-Mar-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+0.67
Oscillators
Neutral
0.00
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
7.5%
3-Month (63d)
7.8%
6-Month (126d)
12.6%
1-Year (252d)
54.7%
Year-To-Date (YTD)
3.3%
52-Week Range
52W Low: 1,204.96 (61.8%)
Position (96%)
52W High: 1,976.38 (1.4%)
Daily Pivots for day following 25-Mar-2010
Weekly Pivots for week ending 19-Mar-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 2,094.87 |
| 2.618 | 2,049.37 |
| 1.618 | 2,021.49 |
| 1.000 | 2,004.26 |
| 0.618 | 1,993.61 |
| HIGH | 1,976.38 |
| 0.618 | 1,965.73 |
| 0.500 | 1,962.44 |
| 0.382 | 1,959.15 |
| LOW | 1,948.50 |
| 0.618 | 1,931.27 |
| 1.000 | 1,920.62 |
| 1.618 | 1,903.39 |
| 2.618 | 1,875.51 |
| 4.250 | 1,830.01 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,794.32 |
| 38.2% | 1,681.70 |
| 50.0% | 1,590.67 |
| 61.8% | 1,499.64 |
| 78.6% | 1,370.04 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,949.24 | -0.09 | -0.0% | Below |
| 10-Day SMA | 1,940.31 | 8.84 | 0.5% | Above |
| 20-Day SMA | 1,907.63 | 41.52 | 2.2% | Above |
| 50-Day SMA | 1,844.77 | 104.38 | 5.7% | Above |
| 100-Day SMA | 1,819.63 | 129.53 | 7.1% | Above |
| 200-Day SMA | 1,712.64 | 236.51 | 13.8% | Above |
Bollinger Bands (20, 2):
Upper: 1,989.66
Middle: 1,907.63
Lower: 1,825.61
Bandwidth: 8.6%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,941.20
Kijun-sen: 1,878.75
Span A: 1,909.97
Span B: 1,844.64
Chikou Span: 1,810.86
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral69.42
Neutral 30–70MACD (12, 26, 9)
Bullish Cross34.31
Signal: 32.49 · Hist: 1.82Stochastic (14, 3)
Neutral%K: 69.88
%D: 85.38StochRSI (14)
Neutral%K: 41.02
%D: 62.77ADX (14) & Trend
Strong Trend30.44
+DI: 33.18 · -DI: 12.02CCI (20)
Neutral97.79
Range -100 to +100Williams %R (14)
Neutral-30.13
Range -100 to 0Ultimate Oscillator
Neutral55.54
Periods: 7, 14, 28ROC (12)
Bearish2.51%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral47.65
Bull: 47.65 · Bear: 19.77High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,976.38 | 1,921.71 | 54.67 | 2.8% | 23.54 | 1.2% | 50% | True | False | 0 |
| 10 | 1,976.38 | 1,906.01 | 70.37 | 3.6% | 19.10 | 1.0% | 61% | True | False | 0 |
| 20 | 1,976.38 | 1,804.09 | 172.29 | 8.8% | 18.25 | 0.9% | 84% | True | False | 0 |
| 40 | 1,976.38 | 1,712.89 | 263.49 | 13.5% | 23.05 | 1.2% | 90% | True | False | 0 |
| 60 | 1,976.38 | 1,712.89 | 263.49 | 13.5% | 23.71 | 1.2% | 90% | True | False | 0 |
| 80 | 1,976.38 | 1,712.89 | 263.49 | 13.5% | 22.85 | 1.2% | 90% | True | False | 0 |
| 100 | 1,976.38 | 1,652.44 | 323.94 | 16.6% | 23.02 | 1.2% | 92% | True | False | 0 |
| 120 | 1,976.38 | 1,652.44 | 323.94 | 16.6% | 23.31 | 1.2% | 92% | True | False | 0 |