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)

PreviousCurrent
Metric04-Dec-202007-Dec-2020ChangeChange %Previous Week
Open12,479.9012,523.6043.660.3%12,278.80
High12,531.2012,610.0078.790.6%12,538.90
Low12,450.5012,523.1072.610.6%12,090.90
Close12,528.5012,596.5067.990.5%12,528.50
Range80.7086.886.187.7%447.99
ATR(14)194.39186.71-7.68-4.0%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

LevelClassicWoodieCamarillaDeMark
R412,837.2012,803.7012,644.30
R312,750.3012,716.8012,620.40
R212,663.4012,663.4012,612.40
R112,629.9012,629.9012,604.4012,646.70
PP12,576.5012,576.5012,576.5012,584.90
S112,543.1012,543.1012,588.5012,559.80
S212,489.7012,489.7012,580.50
S312,402.8012,456.2012,572.60
S412,315.9012,369.3012,548.70

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 07-Dec-2020

Pivot1 Day3 Day
R112,586.5012,573.50
PP12,576.5012,550.60
S112,566.6012,527.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,979.20
2.61812,837.50
1.61812,750.60
1.00012,696.90
0.61812,663.70
HIGH12,610.00
0.61812,576.80
0.50012,566.60
0.38212,556.30
LOW12,523.10
0.61812,469.40
1.00012,436.20
1.61812,382.50
2.61812,295.70
4.25012,153.90

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA12,500.8095.710.8%Above
10-Day SMA12,316.80279.642.3%Above
20-Day SMA12,102.90493.554.1%Above
50-Day SMA11,795.70800.786.8%Above
100-Day SMA11,510.201,086.289.4%Above
200-Day SMA10,268.702,327.7622.7%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)

Neutral
69.61
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
227.45
Signal: 181.28 · Hist: 46.17

Stochastic (14, 3)

Neutral
%K: 98.29
%D: 95.67

StochRSI (14)

Neutral
%K: 100.00
%D: 100.00

ADX (14) & Trend

Neutral
15.63
+DI: 33.62 · -DI: 19.00

CCI (20)

Oversold
142.10
Range -100 to +100

Williams %R (14)

Bearish
-1.71
Range -100 to 0

Ultimate Oscillator

Bullish
70.48
Periods: 7, 14, 28

ROC (12)

Bullish
5.90%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
327.04
Bull: 327.04 · Bear: 240.16

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch34.87
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,610.0012,318.30291.732.3%117.360.9%95%TrueFalse0
1012,610.0011,817.50792.476.3%138.141.1%98%TrueFalse0
2012,610.0011,512.501,097.548.7%161.931.3%99%TrueFalse0
4012,610.0010,957.101,652.8913.1%196.881.6%99%TrueFalse0
6012,610.0010,677.901,932.1515.3%203.011.6%99%TrueFalse0
8012,610.0010,677.901,932.1515.3%214.171.7%99%TrueFalse0
10012,610.0010,313.902,296.0618.2%208.251.7%99%TrueFalse0
12012,610.009,742.892,867.1122.8%207.751.6%100%TrueFalse0