NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 13-Jan-2011
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.32)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 0.9%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.2%
3-Month (63d)
12.2%
6-Month (126d)
27.8%
1-Year (252d)
22.2%
Year-To-Date (YTD)
2.3%
52-Week Range
52W Low: 1,700.04 (35.6%)
Position (99%)
52W High: 2,310.82 (0.2%)
Daily Pivots for day following 13-Jan-2011
Weekly Pivots for week ending 07-Jan-2011
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 2,362.67 |
| 2.618 | 2,342.76 |
| 1.618 | 2,330.56 |
| 1.000 | 2,323.02 |
| 0.618 | 2,318.36 |
| HIGH | 2,310.82 |
| 0.618 | 2,306.16 |
| 0.500 | 2,304.72 |
| 0.382 | 2,303.28 |
| LOW | 2,298.62 |
| 0.618 | 2,291.08 |
| 1.000 | 2,286.42 |
| 1.618 | 2,278.88 |
| 2.618 | 2,266.68 |
| 4.250 | 2,246.77 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 2,166.68 |
| 38.2% | 2,077.50 |
| 50.0% | 2,005.43 |
| 61.8% | 1,933.36 |
| 78.6% | 1,830.75 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 2,292.04 | 13.49 | 0.6% | Above |
| 10-Day SMA | 2,273.16 | 32.37 | 1.4% | Above |
| 20-Day SMA | 2,250.32 | 55.21 | 2.5% | Above |
| 50-Day SMA | 2,200.02 | 105.51 | 4.8% | Above |
| 100-Day SMA | 2,090.72 | 214.81 | 10.3% | Above |
| 200-Day SMA | 1,989.79 | 315.74 | 15.9% | Above |
Bollinger Bands (20, 2):
Upper: 2,308.86
Middle: 2,250.32
Lower: 2,191.78
Bandwidth: 5.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 2,274.28
Kijun-sen: 2,246.90
Span A: 2,260.59
Span B: 2,198.05
Chikou Span: 2,189.35
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral77.40
Neutral 30–70MACD (12, 26, 9)
Bullish Cross29.97
Signal: 26.34 · Hist: 3.63Stochastic (14, 3)
Bearish%K: 94.81
%D: 95.44StochRSI (14)
Neutral%K: 100.00
%D: 99.67ADX (14) & Trend
Strong Trend20.21
+DI: 30.52 · -DI: 16.04CCI (20)
Oversold151.36
Range -100 to +100Williams %R (14)
Bearish-5.19
Range -100 to 0Ultimate Oscillator
Bullish75.15
Periods: 7, 14, 28ROC (12)
Bullish3.51%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control41.28
Bull: 41.28 · Bear: 29.08High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 2,310.82 | 2,254.22 | 56.60 | 2.5% | 19.39 | 0.8% | 91% | True | False | 0 |
| 10 | 2,310.82 | 2,209.37 | 101.45 | 4.4% | 20.65 | 0.9% | 95% | True | False | 0 |
| 20 | 2,310.82 | 2,198.86 | 111.96 | 4.9% | 17.24 | 0.7% | 95% | True | False | 0 |
| 40 | 2,310.82 | 2,090.34 | 220.48 | 9.6% | 19.48 | 0.8% | 98% | True | False | 0 |
| 60 | 2,310.82 | 2,069.45 | 241.37 | 10.5% | 21.36 | 0.9% | 98% | True | False | 0 |
| 80 | 2,310.82 | 1,963.68 | 347.14 | 15.1% | 22.82 | 1.0% | 98% | True | False | 0 |
| 100 | 2,310.82 | 1,747.32 | 563.50 | 24.4% | 23.21 | 1.0% | 99% | True | False | 0 |
| 120 | 2,310.82 | 1,747.32 | 563.50 | 24.4% | 23.81 | 1.0% | 99% | True | False | 0 |