NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 01-Nov-2016
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.26)
Moving Averages
Sell
-0.33
Oscillators
Sell
-0.22
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-2.0%
3-Month (63d)
0.7%
6-Month (126d)
10.6%
1-Year (252d)
1.3%
Year-To-Date (YTD)
6.0%
52-Week Range
52W Low: 3,888.78 (22.6%)
Position (86%)
52W High: 4,911.76 (2.9%)
Daily Pivots for day following 01-Nov-2016
Weekly Pivots for week ending 28-Oct-2016
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 5,170.87 |
| 2.618 | 5,032.69 |
| 1.618 | 4,948.02 |
| 1.000 | 4,895.69 |
| 0.618 | 4,863.35 |
| HIGH | 4,811.02 |
| 0.618 | 4,778.68 |
| 0.500 | 4,768.69 |
| 0.382 | 4,758.69 |
| LOW | 4,726.35 |
| 0.618 | 4,674.02 |
| 1.000 | 4,641.68 |
| 1.618 | 4,589.35 |
| 2.618 | 4,504.68 |
| 4.250 | 4,366.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 4,670.34 |
| 38.2% | 4,520.98 |
| 50.0% | 4,400.27 |
| 61.8% | 4,279.56 |
| 78.6% | 4,107.70 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 4,814.17 | -47.23 | -1.0% | Below |
| 10-Day SMA | 4,839.34 | -72.40 | -1.5% | Below |
| 20-Day SMA | 4,839.62 | -72.68 | -1.5% | Below |
| 50-Day SMA | 4,821.95 | -55.01 | -1.1% | Below |
| 100-Day SMA | 4,708.22 | 58.72 | 1.2% | Above |
| 200-Day SMA | 4,528.32 | 238.62 | 5.3% | Above |
Bollinger Bands (20, 2):
Upper: 4,913.50
Middle: 4,839.62
Lower: 4,765.74
Bandwidth: 3.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 4,819.06
Kijun-sen: 4,819.06
Span A: 4,819.06
Span B: 4,784.14
Chikou Span: 4,817.17
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral39.87
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-3.64
Signal: 6.03 · Hist: -9.67Stochastic (14, 3)
Neutral%K: 21.89
%D: 26.35StochRSI (14)
Neutral%K: 0.00
%D: 10.96ADX (14) & Trend
Neutral14.90
+DI: 19.13 · -DI: 39.75CCI (20)
Neutral-170.41
Range -100 to +100Williams %R (14)
Neutral-78.11
Range -100 to 0Ultimate Oscillator
Neutral42.73
Periods: 7, 14, 28ROC (12)
Bearish-0.86%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-17.53
Bull: -17.53 · Bear: -102.20High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 4,886.32 | 4,726.35 | 159.97 | 3.4% | 51.18 | 1.1% | 25% | False | True | 0 |
| 10 | 4,911.76 | 4,726.35 | 185.41 | 3.9% | 39.43 | 0.8% | 22% | False | True | 0 |
| 20 | 4,911.76 | 4,726.35 | 185.41 | 3.9% | 38.48 | 0.8% | 22% | False | True | 0 |
| 40 | 4,911.76 | 4,656.51 | 255.25 | 5.4% | 42.62 | 0.9% | 43% | False | False | 0 |
| 60 | 4,911.76 | 4,656.51 | 255.25 | 5.4% | 38.15 | 0.8% | 43% | False | False | 0 |
| 80 | 4,911.76 | 4,565.70 | 346.06 | 7.3% | 36.32 | 0.8% | 58% | False | False | 0 |
| 100 | 4,911.76 | 4,179.74 | 732.02 | 15.4% | 38.78 | 0.8% | 80% | False | False | 0 |
| 120 | 4,911.76 | 4,179.74 | 732.02 | 15.4% | 38.89 | 0.8% | 80% | False | False | 0 |