NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 14-Nov-2014
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.47)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
12.2%
3-Month (63d)
5.1%
6-Month (126d)
16.9%
1-Year (252d)
23.7%
Year-To-Date (YTD)
18.6%
52-Week Range
52W Low: 3,359.31 (25.8%)
Position (100%)
52W High: 4,228.68 (0.1%)
Daily Pivots for day following 14-Nov-2014
Weekly Pivots for week ending 14-Nov-2014
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,338.19 |
| 2.618 | 4,294.79 |
| 1.618 | 4,268.20 |
| 1.000 | 4,251.77 |
| 0.618 | 4,241.61 |
| HIGH | 4,225.18 |
| 0.618 | 4,215.02 |
| 0.500 | 4,211.89 |
| 0.382 | 4,208.75 |
| LOW | 4,198.59 |
| 0.618 | 4,182.16 |
| 1.000 | 4,172.00 |
| 1.618 | 4,155.57 |
| 2.618 | 4,128.98 |
| 4.250 | 4,085.58 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 4,023.51 |
| 38.2% | 3,896.58 |
| 50.0% | 3,793.99 |
| 61.8% | 3,691.41 |
| 78.6% | 3,545.36 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 4,199.40 | 25.59 | 0.6% | Above |
| 10-Day SMA | 4,180.03 | 44.96 | 1.1% | Above |
| 20-Day SMA | 4,107.39 | 117.60 | 2.9% | Above |
| 50-Day SMA | 4,042.81 | 182.18 | 4.5% | Above |
| 100-Day SMA | 3,999.40 | 225.59 | 5.6% | Above |
| 200-Day SMA | 3,821.54 | 403.46 | 10.6% | Above |
Bollinger Bands (20, 2):
Upper: 4,296.05
Middle: 4,107.39
Lower: 3,918.73
Bandwidth: 9.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 4,177.70
Kijun-sen: 3,964.89
Span A: 4,071.30
Span B: 3,964.89
Chikou Span: 3,969.32
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral70.45
Neutral 30–70MACD (12, 26, 9)
Bullish Cross60.57
Signal: 49.67 · Hist: 10.90Stochastic (14, 3)
Neutral%K: 97.78
%D: 96.20StochRSI (14)
Neutral%K: 100.00
%D: 99.66ADX (14) & Trend
Strong Trend27.23
+DI: 33.12 · -DI: 14.58CCI (20)
Neutral96.02
Range -100 to +100Williams %R (14)
Neutral-2.22
Range -100 to 0Ultimate Oscillator
Bullish77.83
Periods: 7, 14, 28ROC (12)
Bullish3.29%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control69.88
Bull: 69.88 · Bear: 43.29High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,228.68 | 4,151.48 | 77.20 | 1.8% | 27.53 | 0.7% | 95% | False | False | 0 |
| 10 | 4,228.68 | 4,126.72 | 101.96 | 2.4% | 30.03 | 0.7% | 96% | False | False | 0 |
| 20 | 4,228.68 | 3,804.97 | 423.71 | 10.0% | 37.54 | 0.9% | 99% | False | False | 0 |
| 40 | 4,228.68 | 3,701.10 | 527.58 | 12.5% | 50.63 | 1.2% | 99% | False | False | 0 |
| 60 | 4,228.68 | 3,701.10 | 527.58 | 12.5% | 44.66 | 1.1% | 99% | False | False | 0 |
| 80 | 4,228.68 | 3,701.10 | 527.58 | 12.5% | 41.90 | 1.0% | 99% | False | False | 0 |
| 100 | 4,228.68 | 3,701.10 | 527.58 | 12.5% | 39.87 | 0.9% | 99% | False | False | 0 |
| 120 | 4,228.68 | 3,701.10 | 527.58 | 12.5% | 37.78 | 0.9% | 99% | False | False | 0 |