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)

PreviousCurrent
Metric27-Jan-202128-Jan-2021ChangeChange %Previous Week
Open13,374.8013,157.80-217.01-1.6%12,918.90
High13,393.5013,401.908.340.1%13,433.70
Low13,034.1013,150.10115.960.9%12,861.30
Close13,112.6013,201.5088.880.7%13,366.40
Range359.37251.75-107.62-29.9%572.39
ATR(14)205.02211.036.012.9%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

LevelClassicWoodieCamarillaDeMark
R414,006.4013,855.7013,340.00
R313,754.7013,604.0013,270.80
R213,502.9013,502.9013,247.70
R113,352.2013,352.2013,224.6013,427.60
PP13,251.2013,251.2013,251.2013,288.80
S113,100.5013,100.5013,178.5013,175.80
S212,999.4012,999.4013,155.40
S312,747.7012,848.7013,132.30
S412,495.9012,597.0013,063.10

Weekly Pivots for week ending 22-Jan-2021

LevelClassicWoodieCamarillaDeMark
R414,937.6014,724.4013,681.20
R314,365.2014,152.0013,523.80
R213,792.9013,792.9013,471.30
R113,579.6013,579.6013,418.9013,686.20
PP13,220.5013,220.5013,220.5013,273.80
S113,007.2013,007.2013,313.9013,113.90
S212,648.1012,648.1013,261.50
S312,075.7012,434.8013,209.00
S411,503.3011,862.5013,051.60

Fisher Pivots for day following 28-Jan-2021

Pivot1 Day3 Day
R113,276.0013,285.20
PP13,251.2013,257.30
S113,226.3013,229.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25014,471.80
2.61814,060.90
1.61813,809.20
1.00013,653.60
0.61813,557.40
HIGH13,401.90
0.61813,305.70
0.50013,276.00
0.38213,246.30
LOW13,150.10
0.61812,994.50
1.00012,898.40
1.61812,742.80
2.61812,491.00
4.25012,080.20

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA13,330.80-129.28-1.0%Below
10-Day SMA13,205.50-3.94-0.0%Below
20-Day SMA13,036.10165.451.3%Above
50-Day SMA12,662.30539.214.3%Above
100-Day SMA12,073.101,128.419.3%Above
200-Day SMA11,123.302,078.2818.7%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)

Neutral
57.09
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
194.53
Signal: 193.06 · Hist: 1.47

Stochastic (14, 3)

Neutral
%K: 55.04
%D: 64.12

StochRSI (14)

Neutral
%K: 43.27
%D: 69.70

ADX (14) & Trend

Neutral
15.46
+DI: 26.06 · -DI: 24.61

CCI (20)

Neutral
68.25
Range -100 to +100

Williams %R (14)

Neutral
-44.96
Range -100 to 0

Ultimate Oscillator

Neutral
53.76
Periods: 7, 14, 28

ROC (12)

Bullish
2.32%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
237.76
Bull: 237.76 · Bear: -13.99

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch32.16
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
513,563.7013,034.10529.564.0%225.701.7%32%FalseFalse0
1013,563.7012,758.10805.606.1%194.321.5%55%FalseFalse0
2013,563.7012,537.701,025.967.8%186.361.4%65%FalseFalse0
4013,563.7012,226.101,337.5710.1%163.891.2%73%FalseFalse0
6013,563.7010,957.102,606.5919.7%172.481.3%86%FalseFalse0
8013,563.7010,957.102,606.5919.7%182.961.4%86%FalseFalse0
10013,563.7010,677.902,885.8521.9%202.841.5%87%FalseFalse0
12013,563.7010,677.902,885.8521.9%201.151.5%87%FalseFalse0