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)

PreviousCurrent
Metric03-Dec-202004-Dec-2020ChangeChange %Previous Week
Open12,469.2012,479.9010.750.1%12,278.80
High12,538.9012,531.20-7.71-0.1%12,538.90
Low12,445.4012,450.505.150.0%12,090.90
Close12,467.1012,528.5061.350.5%12,528.50
Range93.5680.70-12.86-13.7%447.99
ATR(14)203.13194.39-8.75-4.3%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

LevelClassicWoodieCamarillaDeMark
R412,745.5012,717.7012,572.90
R312,664.8012,637.0012,550.70
R212,584.1012,584.1012,543.30
R112,556.3012,556.3012,535.9012,570.20
PP12,503.4012,503.4012,503.4012,510.40
S112,475.6012,475.6012,521.1012,489.50
S212,422.7012,422.7012,513.70
S312,342.0012,394.9012,506.30
S412,261.3012,314.2012,484.10

Weekly Pivots for week ending 04-Dec-2020

LevelClassicWoodieCamarillaDeMark
R413,730.1013,577.3012,774.90
R313,282.1013,129.3012,651.70
R212,834.1012,834.1012,610.60
R112,681.3012,681.3012,569.5012,757.70
PP12,386.1012,386.1012,386.1012,424.30
S112,233.3012,233.3012,487.4012,309.70
S211,938.1011,938.1012,446.30
S311,490.1011,785.3012,405.30
S411,042.1011,337.3012,282.10

Fisher Pivots for day following 04-Dec-2020

Pivot1 Day3 Day
R112,515.9012,495.20
PP12,503.4012,461.90
S112,490.9012,428.60

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,874.20
2.61812,742.50
1.61812,661.80
1.00012,611.90
0.61812,581.10
HIGH12,531.20
0.61812,500.40
0.50012,490.90
0.38212,481.30
LOW12,450.50
0.61812,400.60
1.00012,369.80
1.61812,319.90
2.61812,239.20
4.25012,107.50

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA12,435.1093.350.8%Above
10-Day SMA12,247.80280.652.3%Above
20-Day SMA12,077.70450.823.7%Above
50-Day SMA11,766.80761.706.5%Above
100-Day SMA11,490.501,037.999.0%Above
200-Day SMA10,251.102,277.3622.2%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)

Neutral
68.12
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
215.88
Signal: 169.74 · Hist: 46.14

Stochastic (14, 3)

Neutral
%K: 98.55
%D: 93.77

StochRSI (14)

Neutral
%K: 100.00
%D: 100.00

ADX (14) & Trend

Neutral
14.70
+DI: 31.66 · -DI: 19.66

CCI (20)

Oversold
147.38
Range -100 to +100

Williams %R (14)

Neutral
-1.45
Range -100 to 0

Ultimate Oscillator

Bullish
70.21
Periods: 7, 14, 28

ROC (12)

Bullish
4.60%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
300.50
Bull: 300.50 · Bear: 219.80

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDTrue
ODFalse
IDnr4True
2BNRTrue
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch38.97
Narrowest range in 40 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,538.9012,090.90447.993.6%141.721.1%98%FalseFalse0
1012,538.9011,817.50721.395.8%140.831.1%99%FalseFalse0
2012,538.9011,512.501,026.468.2%168.661.3%99%FalseFalse0
4012,538.9010,957.101,581.8112.6%197.881.6%99%FalseFalse0
6012,538.9010,677.901,861.0714.9%207.151.7%99%FalseFalse0
8012,538.9010,677.901,861.0714.9%214.731.7%99%FalseFalse0
10012,538.9010,313.902,224.9817.8%209.021.7%100%FalseFalse0
12012,538.909,742.892,796.0322.3%207.911.7%100%FalseFalse0