NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 16-Sep-2010
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
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.5%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
5.6%
3-Month (63d)
2.0%
6-Month (126d)
0.2%
1-Year (252d)
15.0%
Year-To-Date (YTD)
3.3%
52-Week Range
52W Low: 1,652.44 (17.9%)
Position (73%)
52W High: 2,059.42 (5.4%)
Daily Pivots for day following 16-Sep-2010
Weekly Pivots for week ending 10-Sep-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 2,024.49 |
| 2.618 | 1,995.65 |
| 1.618 | 1,977.98 |
| 1.000 | 1,967.06 |
| 0.618 | 1,960.31 |
| HIGH | 1,949.39 |
| 0.618 | 1,942.64 |
| 0.500 | 1,940.56 |
| 0.382 | 1,938.47 |
| LOW | 1,931.72 |
| 0.618 | 1,920.80 |
| 1.000 | 1,914.05 |
| 1.618 | 1,903.13 |
| 2.618 | 1,885.46 |
| 4.250 | 1,856.62 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,963.37 |
| 38.2% | 1,903.95 |
| 50.0% | 1,855.93 |
| 61.8% | 1,807.91 |
| 78.6% | 1,739.53 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,926.06 | 22.05 | 1.1% | Above |
| 10-Day SMA | 1,896.38 | 51.73 | 2.7% | Above |
| 20-Day SMA | 1,845.36 | 102.75 | 5.6% | Above |
| 50-Day SMA | 1,852.55 | 95.56 | 5.2% | Above |
| 100-Day SMA | 1,861.65 | 86.46 | 4.6% | Above |
| 200-Day SMA | 1,866.88 | 81.23 | 4.4% | Above |
Bollinger Bands (20, 2):
Upper: 1,962.81
Middle: 1,845.36
Lower: 1,727.92
Bandwidth: 12.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,900.49
Kijun-sen: 1,848.36
Span A: 1,874.42
Span B: 1,834.30
Chikou Span: 1,899.24
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.67
Neutral 30–70MACD (12, 26, 9)
Bullish Cross25.42
Signal: 10.47 · Hist: 14.95Stochastic (14, 3)
Neutral%K: 99.37
%D: 97.67StochRSI (14)
Neutral%K: 100.00
%D: 100.00ADX (14) & Trend
Strong Trend21.76
+DI: 33.83 · -DI: 17.27CCI (20)
Oversold130.91
Range -100 to +100Williams %R (14)
Neutral-0.63
Range -100 to 0Ultimate Oscillator
Bullish72.67
Periods: 7, 14, 28ROC (12)
Bullish9.93%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control61.11
Bull: 61.11 · Bear: 43.44High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,949.39 | 1,879.71 | 69.68 | 3.6% | 19.72 | 1.0% | 98% | True | False | 0 |
| 10 | 1,949.39 | 1,817.99 | 131.40 | 6.7% | 19.43 | 1.0% | 99% | True | False | 0 |
| 20 | 1,949.39 | 1,747.32 | 202.07 | 10.4% | 25.80 | 1.3% | 99% | True | False | 0 |
| 40 | 1,949.39 | 1,747.32 | 202.07 | 10.4% | 26.04 | 1.3% | 99% | True | False | 0 |
| 60 | 1,949.39 | 1,700.04 | 249.35 | 12.8% | 29.45 | 1.5% | 99% | True | False | 0 |
| 80 | 1,949.39 | 1,700.04 | 249.35 | 12.8% | 32.07 | 1.6% | 99% | True | False | 0 |
| 100 | 2,049.89 | 1,700.04 | 349.85 | 18.0% | 35.94 | 1.8% | 71% | False | False | 0 |
| 120 | 2,059.42 | 1,700.04 | 359.38 | 18.4% | 33.48 | 1.7% | 69% | False | False | 0 |