NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 10-Dec-2020

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.6%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric09-Dec-202010-Dec-2020ChangeChange %Previous Week
Open12,627.0012,265.50-361.49-2.9%12,278.80
High12,643.2012,447.90-195.39-1.5%12,538.90
Low12,311.3012,226.10-85.17-0.7%12,090.90
Close12,364.6012,401.7037.100.3%12,528.50
Range331.94221.72-110.22-33.2%447.99
ATR(14)194.41196.361.951.0%194.39
Volume

Multi-Period Performance

1-Month (21d)

6.7%

3-Month (63d)

11.9%

6-Month (126d)

28.3%

1-Year (252d)

47.6%

Year-To-Date (YTD)

39.8%

52-Week Range

52W Low: 6,771.91 (83.1%)

Position (96%)

52W High: 12,651.40 (2.0%)

Daily Pivots for day following 10-Dec-2020

LevelClassicWoodieCamarillaDeMark
R413,023.7012,934.5012,523.70
R312,802.0012,712.7012,462.70
R212,580.3012,580.3012,442.40
R112,491.0012,491.0012,422.1012,535.70
PP12,358.6012,358.6012,358.6012,380.90
S112,269.3012,269.3012,381.4012,313.90
S212,136.9012,136.9012,361.10
S311,915.1012,047.6012,340.80
S411,693.4011,825.9012,279.80

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 10-Dec-2020

Pivot1 Day3 Day
R112,380.2012,438.70
PP12,358.6012,426.40
S112,337.0012,414.10

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25013,390.20
2.61813,028.30
1.61812,806.60
1.00012,669.60
0.61812,584.90
HIGH12,447.90
0.61812,363.20
0.50012,337.00
0.38212,310.80
LOW12,226.10
0.61812,089.10
1.00012,004.40
1.61811,867.40
2.61811,645.70
4.25011,283.80

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%11,263.80
38.2%10,405.40
50.0%9,711.63
61.8%9,017.86
78.6%8,030.11

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA12,505.40-103.67-0.8%Below
10-Day SMA12,443.20-41.51-0.3%Below
20-Day SMA12,205.60196.101.6%Above
50-Day SMA11,861.60540.124.6%Above
100-Day SMA11,559.90841.837.3%Above
200-Day SMA10,325.002,076.7520.1%Above

Bollinger Bands (20, 2):

Upper: 12,725.90

Middle: 12,205.60

Lower: 11,685.40

Bandwidth: 8.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 12,371.10

Kijun-sen: 12,081.90

Span A: 12,226.50

Span B: 11,804.20

Chikou Span: 11,279.90

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
59.31
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
207.53
Signal: 199.91 · Hist: 7.63

Stochastic (14, 3)

Neutral
%K: 70.06
%D: 77.93

StochRSI (14)

Neutral
%K: 51.71
%D: 75.50

ADX (14) & Trend

Neutral
15.57
+DI: 26.89 · -DI: 24.11

CCI (20)

Neutral
46.55
Range -100 to +100

Williams %R (14)

Neutral
-29.94
Range -100 to 0

Ultimate Oscillator

Neutral
61.73
Periods: 7, 14, 28

ROC (12)

Bullish
4.16%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
100.89
Bull: 100.89 · Bear: -120.83

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookTrue
Bull HookFalse
Stretch33.05
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,651.4012,226.10425.223.4%173.521.4%41%FalseTrue0
1012,651.4012,090.90560.424.5%158.781.3%55%FalseFalse0
2012,651.4011,786.10865.267.0%152.511.2%71%FalseFalse0
4012,651.4010,957.101,694.2413.7%196.251.6%85%FalseFalse0
6012,651.4010,677.901,973.5015.9%205.651.7%87%FalseFalse0
8012,651.4010,677.901,973.5015.9%218.841.8%87%FalseFalse0
10012,651.4010,313.902,337.4118.8%208.371.7%89%FalseFalse0
12012,651.409,742.892,908.4623.5%210.211.7%91%FalseFalse0