NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 28-Jan-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Buy
+0.33
Oscillators
Buy
+0.33
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.6%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 27-Jan-2021 | 28-Jan-2021 | Change | Change % | Previous Week |
| Open | 13,374.80 | 13,157.80 | -217.01 | -1.6% | 12,918.90 |
| High | 13,393.50 | 13,401.90 | 8.34 | 0.1% | 13,433.70 |
| Low | 13,034.10 | 13,150.10 | 115.96 | 0.9% | 12,861.30 |
| Close | 13,112.60 | 13,201.50 | 88.88 | 0.7% | 13,366.40 |
| Range | 359.37 | 251.75 | -107.62 | -29.9% | 572.39 |
| ATR(14) | 205.02 | 211.03 | 6.01 | 2.9% | 180.23 |
| Volume |
Multi-Period Performance
1-Month (21d)
2.8%
3-Month (63d)
13.8%
6-Month (126d)
23.8%
1-Year (252d)
45.0%
Year-To-Date (YTD)
4.0%
52-Week Range
52W Low: 6,771.91 (94.9%)
Position (95%)
52W High: 13,563.70 (2.7%)
Daily Pivots for day following 28-Jan-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 14,006.40 | 13,855.70 | 13,340.00 | |
| R3 | 13,754.70 | 13,604.00 | 13,270.80 | |
| R2 | 13,502.90 | 13,502.90 | 13,247.70 | |
| R1 | 13,352.20 | 13,352.20 | 13,224.60 | 13,427.60 |
| PP | 13,251.20 | 13,251.20 | 13,251.20 | 13,288.80 |
| S1 | 13,100.50 | 13,100.50 | 13,178.50 | 13,175.80 |
| S2 | 12,999.40 | 12,999.40 | 13,155.40 | |
| S3 | 12,747.70 | 12,848.70 | 13,132.30 | |
| S4 | 12,495.90 | 12,597.00 | 13,063.10 |
Weekly Pivots for week ending 22-Jan-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 14,937.60 | 14,724.40 | 13,681.20 | |
| R3 | 14,365.20 | 14,152.00 | 13,523.80 | |
| R2 | 13,792.90 | 13,792.90 | 13,471.30 | |
| R1 | 13,579.60 | 13,579.60 | 13,418.90 | 13,686.20 |
| PP | 13,220.50 | 13,220.50 | 13,220.50 | 13,273.80 |
| S1 | 13,007.20 | 13,007.20 | 13,313.90 | 13,113.90 |
| S2 | 12,648.10 | 12,648.10 | 13,261.50 | |
| S3 | 12,075.70 | 12,434.80 | 13,209.00 | |
| S4 | 11,503.30 | 11,862.50 | 13,051.60 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 14,471.80 |
| 2.618 | 14,060.90 |
| 1.618 | 13,809.20 |
| 1.000 | 13,653.60 |
| 0.618 | 13,557.40 |
| HIGH | 13,401.90 |
| 0.618 | 13,305.70 |
| 0.500 | 13,276.00 |
| 0.382 | 13,246.30 |
| LOW | 13,150.10 |
| 0.618 | 12,994.50 |
| 1.000 | 12,898.40 |
| 1.618 | 12,742.80 |
| 2.618 | 12,491.00 |
| 4.250 | 12,080.20 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 11,960.80 |
| 38.2% | 10,969.20 |
| 50.0% | 10,167.80 |
| 61.8% | 9,366.37 |
| 78.6% | 8,225.35 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 13,330.80 | -129.28 | -1.0% | Below |
| 10-Day SMA | 13,205.50 | -3.94 | -0.0% | Below |
| 20-Day SMA | 13,036.10 | 165.45 | 1.3% | Above |
| 50-Day SMA | 12,662.30 | 539.21 | 4.3% | Above |
| 100-Day SMA | 12,073.10 | 1,128.41 | 9.3% | Above |
| 200-Day SMA | 11,123.30 | 2,078.28 | 18.7% | Above |
Bollinger Bands (20, 2):
Upper: 13,542.70
Middle: 13,036.10
Lower: 12,529.50
Bandwidth: 7.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 13,160.90
Kijun-sen: 13,018.90
Span A: 13,089.90
Span B: 12,674.90
Chikou Span: 12,738.20
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral57.09
Neutral 30–70MACD (12, 26, 9)
Bullish Cross194.53
Signal: 193.06 · Hist: 1.47Stochastic (14, 3)
Neutral%K: 55.04
%D: 64.12StochRSI (14)
Neutral%K: 43.27
%D: 69.70ADX (14) & Trend
Neutral15.46
+DI: 26.06 · -DI: 24.61CCI (20)
Neutral68.25
Range -100 to +100Williams %R (14)
Neutral-44.96
Range -100 to 0Ultimate Oscillator
Neutral53.76
Periods: 7, 14, 28ROC (12)
Bullish2.32%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control237.76
Bull: 237.76 · Bear: -13.99High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 13,563.70 | 13,034.10 | 529.56 | 4.0% | 225.70 | 1.7% | 32% | False | False | 0 |
| 10 | 13,563.70 | 12,758.10 | 805.60 | 6.1% | 194.32 | 1.5% | 55% | False | False | 0 |
| 20 | 13,563.70 | 12,537.70 | 1,025.96 | 7.8% | 186.36 | 1.4% | 65% | False | False | 0 |
| 40 | 13,563.70 | 12,226.10 | 1,337.57 | 10.1% | 163.89 | 1.2% | 73% | False | False | 0 |
| 60 | 13,563.70 | 10,957.10 | 2,606.59 | 19.7% | 172.48 | 1.3% | 86% | False | False | 0 |
| 80 | 13,563.70 | 10,957.10 | 2,606.59 | 19.7% | 182.96 | 1.4% | 86% | False | False | 0 |
| 100 | 13,563.70 | 10,677.90 | 2,885.85 | 21.9% | 202.84 | 1.5% | 87% | False | False | 0 |
| 120 | 13,563.70 | 10,677.90 | 2,885.85 | 21.9% | 201.15 | 1.5% | 87% | False | False | 0 |