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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 06-Jan-2021 | 07-Jan-2021 | Change | Change % | Previous Week |
| Open | 12,595.40 | 12,752.60 | 157.18 | 1.2% | 12,814.00 |
| High | 12,803.30 | 12,966.70 | 163.39 | 1.3% | 12,925.50 |
| Low | 12,572.70 | 12,747.40 | 174.73 | 1.4% | 12,747.00 |
| Close | 12,623.40 | 12,939.60 | 316.22 | 2.5% | 12,888.30 |
| Range | 230.59 | 219.25 | -11.34 | -4.9% | 178.48 |
| ATR(14) | 172.74 | 184.93 | 12.18 | 7.1% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,542.30 | 13,460.20 | 13,060.20 | |
| R3 | 13,323.10 | 13,240.90 | 12,999.90 | |
| R2 | 13,103.80 | 13,103.80 | 12,979.80 | |
| R1 | 13,021.70 | 13,021.70 | 12,959.70 | 13,062.80 |
| PP | 12,884.60 | 12,884.60 | 12,884.60 | 12,905.10 |
| S1 | 12,802.40 | 12,802.40 | 12,919.50 | 12,843.50 |
| S2 | 12,665.30 | 12,665.30 | 12,899.40 | |
| S3 | 12,446.10 | 12,583.20 | 12,879.30 | |
| S4 | 12,226.80 | 12,363.90 | 12,819.00 |
Weekly Pivots for week ending 01-Jan-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,389.10 | 13,317.20 | 12,986.40 | |
| R3 | 13,210.60 | 13,138.70 | 12,937.40 | |
| R2 | 13,032.10 | 13,032.10 | 12,921.00 | |
| R1 | 12,960.20 | 12,960.20 | 12,904.60 | 12,996.10 |
| PP | 12,853.60 | 12,853.60 | 12,853.60 | 12,871.60 |
| S1 | 12,781.70 | 12,781.70 | 12,871.90 | 12,817.70 |
| S2 | 12,675.10 | 12,675.10 | 12,855.60 | |
| S3 | 12,496.70 | 12,603.20 | 12,839.20 | |
| S4 | 12,318.20 | 12,424.70 | 12,790.10 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 13,898.50 |
| 2.618 | 13,540.70 |
| 1.618 | 13,321.40 |
| 1.000 | 13,185.90 |
| 0.618 | 13,102.20 |
| HIGH | 12,966.70 |
| 0.618 | 12,882.90 |
| 0.500 | 12,857.10 |
| 0.382 | 12,831.20 |
| LOW | 12,747.40 |
| 0.618 | 12,611.90 |
| 1.000 | 12,528.20 |
| 1.618 | 12,392.70 |
| 2.618 | 12,173.40 |
| 4.250 | 11,815.60 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12,789.60 | 149.92 | 1.2% | Above |
| 10-Day SMA | 12,784.00 | 155.56 | 1.2% | Above |
| 20-Day SMA | 12,680.30 | 259.26 | 2.0% | Above |
| 50-Day SMA | 12,235.10 | 704.43 | 5.8% | Above |
| 100-Day SMA | 11,882.60 | 1,056.97 | 8.9% | Above |
| 200-Day SMA | 10,758.30 | 2,181.30 | 20.3% | 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)
Neutral62.84
Neutral 30–70MACD (12, 26, 9)
Bearish Cross154.41
Signal: 174.35 · Hist: -19.93Stochastic (14, 3)
Neutral%K: 94.50
%D: 65.45StochRSI (14)
Neutral%K: 31.14
%D: 28.86ADX (14) & Trend
Neutral15.23
+DI: 24.33 · -DI: 23.04CCI (20)
Neutral113.07
Range -100 to +100Williams %R (14)
Neutral-5.50
Range -100 to 0Ultimate Oscillator
Neutral58.67
Periods: 7, 14, 28ROC (12)
Bullish1.58%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral221.92
Bull: 221.92 · Bear: 2.67High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,966.70 | 12,537.70 | 428.94 | 3.3% | 216.15 | 1.7% | 94% | True | False | 0 |
| 10 | 12,966.70 | 12,537.70 | 428.94 | 3.3% | 154.80 | 1.2% | 94% | True | False | 0 |
| 20 | 12,966.70 | 12,226.10 | 740.55 | 5.7% | 163.23 | 1.3% | 96% | True | False | 0 |
| 40 | 12,966.70 | 11,512.50 | 1,454.22 | 11.2% | 155.01 | 1.2% | 98% | True | False | 0 |
| 60 | 12,966.70 | 10,957.10 | 2,009.57 | 15.5% | 182.69 | 1.4% | 99% | True | False | 0 |
| 80 | 12,966.70 | 10,677.90 | 2,288.83 | 17.7% | 192.77 | 1.5% | 99% | True | False | 0 |
| 100 | 12,966.70 | 10,677.90 | 2,288.83 | 17.7% | 204.38 | 1.6% | 99% | True | False | 0 |
| 120 | 12,966.70 | 10,313.90 | 2,652.74 | 20.5% | 200.95 | 1.6% | 99% | True | False | 0 |