NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 07-Jan-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)
Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.4%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Jan-202107-Jan-2021ChangeChange %Previous Week
Open12,595.4012,752.60157.181.2%12,814.00
High12,803.3012,966.70163.391.3%12,925.50
Low12,572.7012,747.40174.731.4%12,747.00
Close12,623.4012,939.60316.222.5%12,888.30
Range230.59219.25-11.34-4.9%178.48
ATR(14)172.74184.9312.187.1%153.03
Volume

Multi-Period Performance

1-Month (21d)

2.7%

3-Month (63d)

12.5%

6-Month (126d)

20.3%

1-Year (252d)

45.2%

Year-To-Date (YTD)

1.9%

52-Week Range

52W Low: 6,771.91 (91.1%)

Position (100%)

52W High: 12,966.70 (0.2%)

Daily Pivots for day following 07-Jan-2021

LevelClassicWoodieCamarillaDeMark
R413,542.3013,460.2013,060.20
R313,323.1013,240.9012,999.90
R213,103.8013,103.8012,979.80
R113,021.7013,021.7012,959.7013,062.80
PP12,884.6012,884.6012,884.6012,905.10
S112,802.4012,802.4012,919.5012,843.50
S212,665.3012,665.3012,899.40
S312,446.1012,583.2012,879.30
S412,226.8012,363.9012,819.00

Weekly Pivots for week ending 01-Jan-2021

LevelClassicWoodieCamarillaDeMark
R413,389.1013,317.2012,986.40
R313,210.6013,138.7012,937.40
R213,032.1013,032.1012,921.00
R112,960.2012,960.2012,904.6012,996.10
PP12,853.6012,853.6012,853.6012,871.60
S112,781.7012,781.7012,871.9012,817.70
S212,675.1012,675.1012,855.60
S312,496.7012,603.2012,839.20
S412,318.2012,424.7012,790.10

Fisher Pivots for day following 07-Jan-2021

Pivot1 Day3 Day
R112,912.1012,882.90
PP12,884.6012,826.30
S112,857.1012,769.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25013,898.50
2.61813,540.70
1.61813,321.40
1.00013,185.90
0.61813,102.20
HIGH12,966.70
0.61812,882.90
0.50012,857.10
0.38212,831.20
LOW12,747.40
0.61812,611.90
1.00012,528.20
1.61812,392.70
2.61812,173.40
4.25011,815.60

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%11,504.70
38.2%10,600.30
50.0%9,869.30
61.8%9,138.31
78.6%8,097.59

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA12,789.60149.921.2%Above
10-Day SMA12,784.00155.561.2%Above
20-Day SMA12,680.30259.262.0%Above
50-Day SMA12,235.10704.435.8%Above
100-Day SMA11,882.601,056.978.9%Above
200-Day SMA10,758.302,181.3020.3%Above

Bollinger Bands (20, 2):

Upper: 13,010.30

Middle: 12,680.30

Lower: 12,350.30

Bandwidth: 5.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 12,752.20

Kijun-sen: 12,596.40

Span A: 12,674.30

Span B: 11,961.90

Chikou Span: 12,268.30

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
62.84
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
154.41
Signal: 174.35 · Hist: -19.93

Stochastic (14, 3)

Neutral
%K: 94.50
%D: 65.45

StochRSI (14)

Neutral
%K: 31.14
%D: 28.86

ADX (14) & Trend

Neutral
15.23
+DI: 24.33 · -DI: 23.04

CCI (20)

Neutral
113.07
Range -100 to +100

Williams %R (14)

Neutral
-5.50
Range -100 to 0

Ultimate Oscillator

Neutral
58.67
Periods: 7, 14, 28

ROC (12)

Bullish
1.58%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
221.92
Bull: 221.92 · Bear: 2.67

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch16.03
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,966.7012,537.70428.943.3%216.151.7%94%TrueFalse0
1012,966.7012,537.70428.943.3%154.801.2%94%TrueFalse0
2012,966.7012,226.10740.555.7%163.231.3%96%TrueFalse0
4012,966.7011,512.501,454.2211.2%155.011.2%98%TrueFalse0
6012,966.7010,957.102,009.5715.5%182.691.4%99%TrueFalse0
8012,966.7010,677.902,288.8317.7%192.771.5%99%TrueFalse0
10012,966.7010,677.902,288.8317.7%204.381.6%99%TrueFalse0
12012,966.7010,313.902,652.7420.5%200.951.6%99%TrueFalse0