NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 10-Jul-2020
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.32)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Buy
+0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.9%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 09-Jul-2020 | 10-Jul-2020 | Change | Change % | Previous Week |
| Open | 10,745.90 | 10,751.80 | 5.90 | 0.1% | 10,487.70 |
| High | 10,786.00 | 10,842.80 | 56.82 | 0.5% | 10,842.80 |
| Low | 10,575.00 | 10,639.50 | 64.51 | 0.6% | 10,485.80 |
| Close | 10,754.60 | 10,836.30 | 81.74 | 0.8% | 10,836.30 |
| Range | 210.99 | 203.30 | -7.69 | -3.6% | 356.97 |
| ATR(14) | 205.39 | 205.24 | -0.15 | -0.1% | 205.24 |
| Volume |
Multi-Period Performance
1-Month (21d)
7.4%
3-Month (63d)
31.5%
6-Month (126d)
20.5%
1-Year (252d)
37.2%
Year-To-Date (YTD)
22.1%
52-Week Range
52W Low: 6,771.91 (60.0%)
Position (100%)
52W High: 10,842.80 (0.1%)
Daily Pivots for day following 10-Jul-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,382.80 | 11,312.80 | 10,948.10 | |
| R3 | 11,179.50 | 11,109.50 | 10,892.20 | |
| R2 | 10,976.20 | 10,976.20 | 10,873.60 | |
| R1 | 10,906.20 | 10,906.20 | 10,855.00 | 10,941.20 |
| PP | 10,772.90 | 10,772.90 | 10,772.90 | 10,790.30 |
| S1 | 10,702.90 | 10,702.90 | 10,817.70 | 10,737.90 |
| S2 | 10,569.60 | 10,569.60 | 10,799.10 | |
| S3 | 10,366.30 | 10,499.60 | 10,780.40 | |
| S4 | 10,163.00 | 10,296.30 | 10,724.50 |
Weekly Pivots for week ending 10-Jul-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,792.60 | 11,671.40 | 11,032.70 | |
| R3 | 11,435.60 | 11,314.40 | 10,934.50 | |
| R2 | 11,078.60 | 11,078.60 | 10,901.80 | |
| R1 | 10,957.50 | 10,957.50 | 10,869.10 | 11,018.00 |
| PP | 10,721.60 | 10,721.60 | 10,721.60 | 10,751.90 |
| S1 | 10,600.50 | 10,600.50 | 10,803.60 | 10,661.10 |
| S2 | 10,364.70 | 10,364.70 | 10,770.90 | |
| S3 | 10,007.70 | 10,243.50 | 10,738.20 | |
| S4 | 9,650.73 | 9,886.56 | 10,640.00 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 11,706.80 |
| 2.618 | 11,375.00 |
| 1.618 | 11,171.70 |
| 1.000 | 11,046.10 |
| 0.618 | 10,968.40 |
| HIGH | 10,842.80 |
| 0.618 | 10,765.10 |
| 0.500 | 10,741.10 |
| 0.382 | 10,717.10 |
| LOW | 10,639.50 |
| 0.618 | 10,513.80 |
| 1.000 | 10,436.20 |
| 1.618 | 10,310.50 |
| 2.618 | 10,107.20 |
| 4.250 | 9,775.45 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 9,882.05 |
| 38.2% | 9,287.71 |
| 50.0% | 8,807.35 |
| 61.8% | 8,326.98 |
| 78.6% | 7,643.08 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 10,677.10 | 159.19 | 1.5% | Above |
| 10-Day SMA | 10,397.40 | 438.91 | 4.2% | Above |
| 20-Day SMA | 10,190.60 | 645.73 | 6.3% | Above |
| 50-Day SMA | 9,698.78 | 1,137.55 | 11.7% | Above |
| 100-Day SMA | 8,979.75 | 1,856.58 | 20.7% | Above |
| 200-Day SMA | 8,741.71 | 2,094.62 | 24.0% | Above |
Bollinger Bands (20, 2):
Upper: 10,839.80
Middle: 10,190.60
Lower: 9,541.42
Bandwidth: 12.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 10,292.80
Kijun-sen: 10,166.20
Span A: 10,229.50
Span B: 9,754.09
Chikou Span: 9,704.69
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral72.37
Neutral 30–70MACD (12, 26, 9)
Bullish Cross296.15
Signal: 247.78 · Hist: 48.38Stochastic (14, 3)
Neutral%K: 99.41
%D: 97.48StochRSI (14)
Neutral%K: 98.99
%D: 94.87ADX (14) & Trend
Strong Trend23.38
+DI: 36.62 · -DI: 14.37CCI (20)
Oversold147.64
Range -100 to +100Williams %R (14)
Neutral-0.59
Range -100 to 0Ultimate Oscillator
Neutral68.88
Periods: 7, 14, 28ROC (12)
Bearish6.14%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control437.21
Bull: 437.21 · Bear: 233.91High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 10,842.80 | 10,485.80 | 356.97 | 3.3% | 176.44 | 1.6% | 98% | True | False | 0 |
| 10 | 10,842.80 | 9,742.89 | 1,099.89 | 10.2% | 187.19 | 1.7% | 99% | True | False | 0 |
| 20 | 10,842.80 | 9,489.58 | 1,353.20 | 12.5% | 194.29 | 1.8% | 100% | True | False | 0 |
| 40 | 10,842.80 | 8,860.77 | 1,982.01 | 18.3% | 180.52 | 1.7% | 100% | True | False | 0 |
| 60 | 10,842.80 | 8,359.84 | 2,482.94 | 22.9% | 178.85 | 1.7% | 100% | True | False | 0 |
| 80 | 10,842.80 | 6,771.91 | 4,070.87 | 37.6% | 207.61 | 1.9% | 100% | True | False | 0 |
| 100 | 10,842.80 | 6,771.91 | 4,070.87 | 37.6% | 237.09 | 2.2% | 100% | True | False | 0 |
| 120 | 10,842.80 | 6,771.91 | 4,070.87 | 37.6% | 214.85 | 2.0% | 100% | True | False | 0 |