NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 04-Dec-2020
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.42)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.11
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.6%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 03-Dec-2020 | 04-Dec-2020 | Change | Change % | Previous Week |
| Open | 12,469.20 | 12,479.90 | 10.75 | 0.1% | 12,278.80 |
| High | 12,538.90 | 12,531.20 | -7.71 | -0.1% | 12,538.90 |
| Low | 12,445.40 | 12,450.50 | 5.15 | 0.0% | 12,090.90 |
| Close | 12,467.10 | 12,528.50 | 61.35 | 0.5% | 12,528.50 |
| Range | 93.56 | 80.70 | -12.86 | -13.7% | 447.99 |
| ATR(14) | 203.13 | 194.39 | -8.75 | -4.3% | 194.39 |
| Volume |
Multi-Period Performance
1-Month (21d)
6.4%
3-Month (63d)
7.8%
6-Month (126d)
26.5%
1-Year (252d)
50.8%
Year-To-Date (YTD)
41.2%
52-Week Range
52W Low: 6,771.91 (85.0%)
Position (100%)
52W High: 12,538.90 (0.1%)
Daily Pivots for day following 04-Dec-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,745.50 | 12,717.70 | 12,572.90 | |
| R3 | 12,664.80 | 12,637.00 | 12,550.70 | |
| R2 | 12,584.10 | 12,584.10 | 12,543.30 | |
| R1 | 12,556.30 | 12,556.30 | 12,535.90 | 12,570.20 |
| PP | 12,503.40 | 12,503.40 | 12,503.40 | 12,510.40 |
| S1 | 12,475.60 | 12,475.60 | 12,521.10 | 12,489.50 |
| S2 | 12,422.70 | 12,422.70 | 12,513.70 | |
| S3 | 12,342.00 | 12,394.90 | 12,506.30 | |
| S4 | 12,261.30 | 12,314.20 | 12,484.10 |
Weekly Pivots for week ending 04-Dec-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,730.10 | 13,577.30 | 12,774.90 | |
| R3 | 13,282.10 | 13,129.30 | 12,651.70 | |
| R2 | 12,834.10 | 12,834.10 | 12,610.60 | |
| R1 | 12,681.30 | 12,681.30 | 12,569.50 | 12,757.70 |
| PP | 12,386.10 | 12,386.10 | 12,386.10 | 12,424.30 |
| S1 | 12,233.30 | 12,233.30 | 12,487.40 | 12,309.70 |
| S2 | 11,938.10 | 11,938.10 | 12,446.30 | |
| S3 | 11,490.10 | 11,785.30 | 12,405.30 | |
| S4 | 11,042.10 | 11,337.30 | 12,282.10 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 12,874.20 |
| 2.618 | 12,742.50 |
| 1.618 | 12,661.80 |
| 1.000 | 12,611.90 |
| 0.618 | 12,581.10 |
| HIGH | 12,531.20 |
| 0.618 | 12,500.40 |
| 0.500 | 12,490.90 |
| 0.382 | 12,481.30 |
| LOW | 12,450.50 |
| 0.618 | 12,400.60 |
| 1.000 | 12,369.80 |
| 1.618 | 12,319.90 |
| 2.618 | 12,239.20 |
| 4.250 | 12,107.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 11,177.90 |
| 38.2% | 10,335.90 |
| 50.0% | 9,655.42 |
| 61.8% | 8,974.91 |
| 78.6% | 8,006.05 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12,435.10 | 93.35 | 0.8% | Above |
| 10-Day SMA | 12,247.80 | 280.65 | 2.3% | Above |
| 20-Day SMA | 12,077.70 | 450.82 | 3.7% | Above |
| 50-Day SMA | 11,766.80 | 761.70 | 6.5% | Above |
| 100-Day SMA | 11,490.50 | 1,037.99 | 9.0% | Above |
| 200-Day SMA | 10,251.10 | 2,277.36 | 22.2% | Above |
Bollinger Bands (20, 2):
Upper: 12,570.40
Middle: 12,077.70
Lower: 11,585.00
Bandwidth: 8.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 12,178.20
Kijun-sen: 11,748.00
Span A: 11,963.10
Span B: 11,633.70
Chikou Span: 11,142.80
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.12
Neutral 30–70MACD (12, 26, 9)
Bullish Cross215.88
Signal: 169.74 · Hist: 46.14Stochastic (14, 3)
Neutral%K: 98.55
%D: 93.77StochRSI (14)
Neutral%K: 100.00
%D: 100.00ADX (14) & Trend
Neutral14.70
+DI: 31.66 · -DI: 19.66CCI (20)
Oversold147.38
Range -100 to +100Williams %R (14)
Neutral-1.45
Range -100 to 0Ultimate Oscillator
Bullish70.21
Periods: 7, 14, 28ROC (12)
Bullish4.60%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control300.50
Bull: 300.50 · Bear: 219.80High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,538.90 | 12,090.90 | 447.99 | 3.6% | 141.72 | 1.1% | 98% | False | False | 0 |
| 10 | 12,538.90 | 11,817.50 | 721.39 | 5.8% | 140.83 | 1.1% | 99% | False | False | 0 |
| 20 | 12,538.90 | 11,512.50 | 1,026.46 | 8.2% | 168.66 | 1.3% | 99% | False | False | 0 |
| 40 | 12,538.90 | 10,957.10 | 1,581.81 | 12.6% | 197.88 | 1.6% | 99% | False | False | 0 |
| 60 | 12,538.90 | 10,677.90 | 1,861.07 | 14.9% | 207.15 | 1.7% | 99% | False | False | 0 |
| 80 | 12,538.90 | 10,677.90 | 1,861.07 | 14.9% | 214.73 | 1.7% | 99% | False | False | 0 |
| 100 | 12,538.90 | 10,313.90 | 2,224.98 | 17.8% | 209.02 | 1.7% | 100% | False | False | 0 |
| 120 | 12,538.90 | 9,742.89 | 2,796.03 | 22.3% | 207.91 | 1.7% | 100% | False | False | 0 |