NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 06-Jul-2020
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
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.0%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 02-Jul-2020 | 06-Jul-2020 | Change | Change % | Previous Week |
| Open | 10,386.40 | 10,487.70 | 101.32 | 1.0% | 9,850.55 |
| High | 10,432.50 | 10,625.10 | 192.55 | 1.8% | 10,432.50 |
| Low | 10,328.80 | 10,485.80 | 157.03 | 1.5% | 9,742.89 |
| Close | 10,341.90 | 10,604.10 | 262.17 | 2.5% | 10,341.90 |
| Range | 103.77 | 139.29 | 35.52 | 34.2% | 689.66 |
| ATR(14) | 205.66 | 211.20 | 5.54 | 2.7% | 205.66 |
| Volume |
Multi-Period Performance
1-Month (21d)
10.1%
3-Month (63d)
40.9%
6-Month (126d)
20.6%
1-Year (252d)
35.2%
Year-To-Date (YTD)
19.5%
52-Week Range
52W Low: 6,771.91 (56.6%)
Position (99%)
52W High: 10,625.10 (0.2%)
Daily Pivots for day following 06-Jul-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 10,989.50 | 10,936.10 | 10,680.70 | |
| R3 | 10,850.20 | 10,796.80 | 10,642.40 | |
| R2 | 10,710.90 | 10,710.90 | 10,629.60 | |
| R1 | 10,657.50 | 10,657.50 | 10,616.80 | 10,684.20 |
| PP | 10,571.70 | 10,571.70 | 10,571.70 | 10,585.00 |
| S1 | 10,518.20 | 10,518.20 | 10,591.30 | 10,544.90 |
| S2 | 10,432.40 | 10,432.40 | 10,578.50 | |
| S3 | 10,293.10 | 10,378.90 | 10,565.80 | |
| S4 | 10,153.80 | 10,239.60 | 10,527.50 |
Weekly Pivots for week ending 03-Jul-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,241.40 | 11,981.30 | 10,721.20 | |
| R3 | 11,551.80 | 11,291.70 | 10,531.50 | |
| R2 | 10,862.10 | 10,862.10 | 10,468.30 | |
| R1 | 10,602.00 | 10,602.00 | 10,405.10 | 10,732.00 |
| PP | 10,172.40 | 10,172.40 | 10,172.40 | 10,237.50 |
| S1 | 9,912.34 | 9,912.34 | 10,278.70 | 10,042.40 |
| S2 | 9,482.78 | 9,482.78 | 10,215.50 | |
| S3 | 8,793.12 | 9,222.68 | 10,152.20 | |
| S4 | 8,103.46 | 8,533.02 | 9,962.58 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 11,217.10 |
| 2.618 | 10,989.80 |
| 1.618 | 10,850.50 |
| 1.000 | 10,764.40 |
| 0.618 | 10,711.20 |
| HIGH | 10,625.10 |
| 0.618 | 10,571.90 |
| 0.500 | 10,555.50 |
| 0.382 | 10,539.00 |
| LOW | 10,485.80 |
| 0.618 | 10,399.70 |
| 1.000 | 10,346.50 |
| 1.618 | 10,260.40 |
| 2.618 | 10,121.10 |
| 4.250 | 9,893.83 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 9,715.75 |
| 38.2% | 9,153.18 |
| 50.0% | 8,698.51 |
| 61.8% | 8,243.83 |
| 78.6% | 7,596.49 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 10,268.60 | 335.42 | 3.3% | Above |
| 10-Day SMA | 10,163.70 | 440.34 | 4.3% | Above |
| 20-Day SMA | 10,029.10 | 574.97 | 5.7% | Above |
| 50-Day SMA | 9,548.84 | 1,055.22 | 11.1% | Above |
| 100-Day SMA | 8,936.56 | 1,667.50 | 18.7% | Above |
| 200-Day SMA | 8,684.08 | 1,919.98 | 22.1% | Above |
Bollinger Bands (20, 2):
Upper: 10,480.30
Middle: 10,029.10
Lower: 9,577.89
Bandwidth: 9.0%
Ichimoku Kinko Hyo:
Tenkan-sen: 10,184.00
Kijun-sen: 10,002.50
Span A: 10,093.30
Span B: 9,587.85
Chikou Span: 9,416.71
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral70.00
Neutral 30–70MACD (12, 26, 9)
Bullish Cross230.42
Signal: 209.51 · Hist: 20.91Stochastic (14, 3)
Neutral%K: 97.62
%D: 94.30StochRSI (14)
Neutral%K: 81.37
%D: 63.47ADX (14) & Trend
Neutral17.74
+DI: 37.44 · -DI: 18.78CCI (20)
Neutral229.17
Range -100 to +100Williams %R (14)
Neutral-2.38
Range -100 to 0Ultimate Oscillator
Neutral67.29
Periods: 7, 14, 28ROC (12)
Bullish6.23%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral483.22
Bull: 483.22 · Bear: 343.93High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 10,625.10 | 9,742.89 | 882.21 | 8.3% | 174.56 | 1.6% | 98% | True | False | 0 |
| 10 | 10,625.10 | 9,742.89 | 882.21 | 8.3% | 190.35 | 1.8% | 98% | True | False | 0 |
| 20 | 10,625.10 | 9,489.58 | 1,135.52 | 10.7% | 198.31 | 1.9% | 98% | True | False | 0 |
| 40 | 10,625.10 | 8,860.77 | 1,764.33 | 16.6% | 183.28 | 1.7% | 99% | True | False | 0 |
| 60 | 10,625.10 | 8,158.58 | 2,466.52 | 23.3% | 178.96 | 1.7% | 99% | True | False | 0 |
| 80 | 10,625.10 | 6,771.91 | 3,853.19 | 36.3% | 228.41 | 2.2% | 99% | True | False | 0 |
| 100 | 10,625.10 | 6,771.91 | 3,853.19 | 36.3% | 232.66 | 2.2% | 99% | True | False | 0 |
| 120 | 10,625.10 | 6,771.91 | 3,853.19 | 36.3% | 210.71 | 2.0% | 99% | True | False | 0 |