NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 07-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) %: 1.5%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 04-Dec-2020 | 07-Dec-2020 | Change | Change % | Previous Week |
| Open | 12,479.90 | 12,523.60 | 43.66 | 0.3% | 12,278.80 |
| High | 12,531.20 | 12,610.00 | 78.79 | 0.6% | 12,538.90 |
| Low | 12,450.50 | 12,523.10 | 72.61 | 0.6% | 12,090.90 |
| Close | 12,528.50 | 12,596.50 | 67.99 | 0.5% | 12,528.50 |
| Range | 80.70 | 86.88 | 6.18 | 7.7% | 447.99 |
| ATR(14) | 194.39 | 186.71 | -7.68 | -4.0% | 194.39 |
| Volume |
Multi-Period Performance
1-Month (21d)
4.3%
3-Month (63d)
13.8%
6-Month (126d)
26.4%
1-Year (252d)
50.0%
Year-To-Date (YTD)
42.0%
52-Week Range
52W Low: 6,771.91 (86.0%)
Position (100%)
52W High: 12,610.00 (0.1%)
Daily Pivots for day following 07-Dec-2020
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,837.20 | 12,803.70 | 12,644.30 | |
| R3 | 12,750.30 | 12,716.80 | 12,620.40 | |
| R2 | 12,663.40 | 12,663.40 | 12,612.40 | |
| R1 | 12,629.90 | 12,629.90 | 12,604.40 | 12,646.70 |
| PP | 12,576.50 | 12,576.50 | 12,576.50 | 12,584.90 |
| S1 | 12,543.10 | 12,543.10 | 12,588.50 | 12,559.80 |
| S2 | 12,489.70 | 12,489.70 | 12,580.50 | |
| S3 | 12,402.80 | 12,456.20 | 12,572.60 | |
| S4 | 12,315.90 | 12,369.30 | 12,548.70 |
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 | 12,979.20 |
| 2.618 | 12,837.50 |
| 1.618 | 12,750.60 |
| 1.000 | 12,696.90 |
| 0.618 | 12,663.70 |
| HIGH | 12,610.00 |
| 0.618 | 12,576.80 |
| 0.500 | 12,566.60 |
| 0.382 | 12,556.30 |
| LOW | 12,523.10 |
| 0.618 | 12,469.40 |
| 1.000 | 12,436.20 |
| 1.618 | 12,382.50 |
| 2.618 | 12,295.70 |
| 4.250 | 12,153.90 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 11,232.20 |
| 38.2% | 10,379.80 |
| 50.0% | 9,690.95 |
| 61.8% | 9,002.06 |
| 78.6% | 8,021.26 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12,500.80 | 95.71 | 0.8% | Above |
| 10-Day SMA | 12,316.80 | 279.64 | 2.3% | Above |
| 20-Day SMA | 12,102.90 | 493.55 | 4.1% | Above |
| 50-Day SMA | 11,795.70 | 800.78 | 6.8% | Above |
| 100-Day SMA | 11,510.20 | 1,086.28 | 9.4% | Above |
| 200-Day SMA | 10,268.70 | 2,327.76 | 22.7% | Above |
Bollinger Bands (20, 2):
Upper: 12,645.10
Middle: 12,102.90
Lower: 11,560.70
Bandwidth: 9.0%
Ichimoku Kinko Hyo:
Tenkan-sen: 12,244.20
Kijun-sen: 11,783.60
Span A: 12,013.90
Span B: 11,669.20
Chikou Span: 11,350.70
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral69.61
Neutral 30–70MACD (12, 26, 9)
Bullish Cross227.45
Signal: 181.28 · Hist: 46.17Stochastic (14, 3)
Neutral%K: 98.29
%D: 95.67StochRSI (14)
Neutral%K: 100.00
%D: 100.00ADX (14) & Trend
Neutral15.63
+DI: 33.62 · -DI: 19.00CCI (20)
Oversold142.10
Range -100 to +100Williams %R (14)
Bearish-1.71
Range -100 to 0Ultimate Oscillator
Bullish70.48
Periods: 7, 14, 28ROC (12)
Bullish5.90%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral327.04
Bull: 327.04 · Bear: 240.16High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,610.00 | 12,318.30 | 291.73 | 2.3% | 117.36 | 0.9% | 95% | True | False | 0 |
| 10 | 12,610.00 | 11,817.50 | 792.47 | 6.3% | 138.14 | 1.1% | 98% | True | False | 0 |
| 20 | 12,610.00 | 11,512.50 | 1,097.54 | 8.7% | 161.93 | 1.3% | 99% | True | False | 0 |
| 40 | 12,610.00 | 10,957.10 | 1,652.89 | 13.1% | 196.88 | 1.6% | 99% | True | False | 0 |
| 60 | 12,610.00 | 10,677.90 | 1,932.15 | 15.3% | 203.01 | 1.6% | 99% | True | False | 0 |
| 80 | 12,610.00 | 10,677.90 | 1,932.15 | 15.3% | 214.17 | 1.7% | 99% | True | False | 0 |
| 100 | 12,610.00 | 10,313.90 | 2,296.06 | 18.2% | 208.25 | 1.7% | 99% | True | False | 0 |
| 120 | 12,610.00 | 9,742.89 | 2,867.11 | 22.8% | 207.75 | 1.6% | 100% | True | False | 0 |