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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 09-Dec-2020 | 10-Dec-2020 | Change | Change % | Previous Week |
| Open | 12,627.00 | 12,265.50 | -361.49 | -2.9% | 12,278.80 |
| High | 12,643.20 | 12,447.90 | -195.39 | -1.5% | 12,538.90 |
| Low | 12,311.30 | 12,226.10 | -85.17 | -0.7% | 12,090.90 |
| Close | 12,364.60 | 12,401.70 | 37.10 | 0.3% | 12,528.50 |
| Range | 331.94 | 221.72 | -110.22 | -33.2% | 447.99 |
| ATR(14) | 194.41 | 196.36 | 1.95 | 1.0% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,023.70 | 12,934.50 | 12,523.70 | |
| R3 | 12,802.00 | 12,712.70 | 12,462.70 | |
| R2 | 12,580.30 | 12,580.30 | 12,442.40 | |
| R1 | 12,491.00 | 12,491.00 | 12,422.10 | 12,535.70 |
| PP | 12,358.60 | 12,358.60 | 12,358.60 | 12,380.90 |
| S1 | 12,269.30 | 12,269.30 | 12,381.40 | 12,313.90 |
| S2 | 12,136.90 | 12,136.90 | 12,361.10 | |
| S3 | 11,915.10 | 12,047.60 | 12,340.80 | |
| S4 | 11,693.40 | 11,825.90 | 12,279.80 |
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 | 13,390.20 |
| 2.618 | 13,028.30 |
| 1.618 | 12,806.60 |
| 1.000 | 12,669.60 |
| 0.618 | 12,584.90 |
| HIGH | 12,447.90 |
| 0.618 | 12,363.20 |
| 0.500 | 12,337.00 |
| 0.382 | 12,310.80 |
| LOW | 12,226.10 |
| 0.618 | 12,089.10 |
| 1.000 | 12,004.40 |
| 1.618 | 11,867.40 |
| 2.618 | 11,645.70 |
| 4.250 | 11,283.80 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12,505.40 | -103.67 | -0.8% | Below |
| 10-Day SMA | 12,443.20 | -41.51 | -0.3% | Below |
| 20-Day SMA | 12,205.60 | 196.10 | 1.6% | Above |
| 50-Day SMA | 11,861.60 | 540.12 | 4.6% | Above |
| 100-Day SMA | 11,559.90 | 841.83 | 7.3% | Above |
| 200-Day SMA | 10,325.00 | 2,076.75 | 20.1% | 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)
Neutral59.31
Neutral 30–70MACD (12, 26, 9)
Bullish Cross207.53
Signal: 199.91 · Hist: 7.63Stochastic (14, 3)
Neutral%K: 70.06
%D: 77.93StochRSI (14)
Neutral%K: 51.71
%D: 75.50ADX (14) & Trend
Neutral15.57
+DI: 26.89 · -DI: 24.11CCI (20)
Neutral46.55
Range -100 to +100Williams %R (14)
Neutral-29.94
Range -100 to 0Ultimate Oscillator
Neutral61.73
Periods: 7, 14, 28ROC (12)
Bullish4.16%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control100.89
Bull: 100.89 · Bear: -120.83High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,651.40 | 12,226.10 | 425.22 | 3.4% | 173.52 | 1.4% | 41% | False | True | 0 |
| 10 | 12,651.40 | 12,090.90 | 560.42 | 4.5% | 158.78 | 1.3% | 55% | False | False | 0 |
| 20 | 12,651.40 | 11,786.10 | 865.26 | 7.0% | 152.51 | 1.2% | 71% | False | False | 0 |
| 40 | 12,651.40 | 10,957.10 | 1,694.24 | 13.7% | 196.25 | 1.6% | 85% | False | False | 0 |
| 60 | 12,651.40 | 10,677.90 | 1,973.50 | 15.9% | 205.65 | 1.7% | 87% | False | False | 0 |
| 80 | 12,651.40 | 10,677.90 | 1,973.50 | 15.9% | 218.84 | 1.8% | 87% | False | False | 0 |
| 100 | 12,651.40 | 10,313.90 | 2,337.41 | 18.8% | 208.37 | 1.7% | 89% | False | False | 0 |
| 120 | 12,651.40 | 9,742.89 | 2,908.46 | 23.5% | 210.21 | 1.7% | 91% | False | False | 0 |