NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 22-Sep-2016
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG BUY(+0.53)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
1.5%
3-Month (63d)
9.5%
6-Month (126d)
11.0%
1-Year (252d)
14.5%
Year-To-Date (YTD)
8.7%
52-Week Range
52W Low: 3,888.78 (25.8%)
Position (100%)
52W High: 4,895.50 (0.1%)
Daily Pivots for day following 22-Sep-2016
Weekly Pivots for week ending 16-Sep-2016
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 4,976.80 |
| 2.618 | 4,945.58 |
| 1.618 | 4,926.45 |
| 1.000 | 4,914.63 |
| 0.618 | 4,907.32 |
| HIGH | 4,895.50 |
| 0.618 | 4,888.19 |
| 0.500 | 4,885.93 |
| 0.382 | 4,883.68 |
| LOW | 4,876.37 |
| 0.618 | 4,864.55 |
| 1.000 | 4,857.24 |
| 1.618 | 4,845.42 |
| 2.618 | 4,826.29 |
| 4.250 | 4,795.07 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 4,657.91 |
| 38.2% | 4,510.93 |
| 50.0% | 4,392.14 |
| 61.8% | 4,273.35 |
| 78.6% | 4,104.22 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 4,832.89 | 58.47 | 1.2% | Above |
| 10-Day SMA | 4,789.94 | 101.42 | 2.1% | Above |
| 20-Day SMA | 4,792.24 | 99.12 | 2.1% | Above |
| 50-Day SMA | 4,757.82 | 133.54 | 2.8% | Above |
| 100-Day SMA | 4,588.50 | 302.86 | 6.6% | Above |
| 200-Day SMA | 4,478.87 | 412.49 | 9.2% | Above |
Bollinger Bands (20, 2):
Upper: 4,881.08
Middle: 4,792.24
Lower: 4,703.39
Bandwidth: 3.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 4,776.01
Kijun-sen: 4,776.01
Span A: 4,776.01
Span B: 4,730.60
Chikou Span: 4,797.19
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral63.63
Neutral 30–70MACD (12, 26, 9)
Bullish Cross24.03
Signal: 17.67 · Hist: 6.36Stochastic (14, 3)
Neutral%K: 98.27
%D: 91.77StochRSI (14)
Neutral%K: 76.04
%D: 67.20ADX (14) & Trend
Strong Trend20.22
+DI: 29.99 · -DI: 17.82CCI (20)
Neutral212.08
Range -100 to +100Williams %R (14)
Neutral-1.73
Range -100 to 0Ultimate Oscillator
Neutral62.90
Periods: 7, 14, 28ROC (12)
Bullish1.28%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral85.72
Bull: 85.72 · Bear: 66.59High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,895.50 | 4,787.44 | 108.06 | 2.2% | 38.04 | 0.8% | 96% | True | False | 0 |
| 10 | 4,895.50 | 4,656.51 | 238.99 | 4.9% | 57.34 | 1.2% | 98% | True | False | 0 |
| 20 | 4,895.50 | 4,656.51 | 238.99 | 4.9% | 44.59 | 0.9% | 98% | True | False | 0 |
| 40 | 4,895.50 | 4,656.51 | 238.99 | 4.9% | 36.99 | 0.8% | 98% | True | False | 0 |
| 60 | 4,895.50 | 4,322.36 | 573.14 | 11.7% | 36.47 | 0.7% | 99% | True | False | 0 |
| 80 | 4,895.50 | 4,179.74 | 715.76 | 14.6% | 37.98 | 0.8% | 99% | True | False | 0 |
| 100 | 4,895.50 | 4,179.74 | 715.76 | 14.6% | 39.32 | 0.8% | 99% | True | False | 0 |
| 120 | 4,895.50 | 4,179.74 | 715.76 | 14.6% | 41.10 | 0.8% | 99% | True | False | 0 |