NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 02-Feb-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) %: 1.7%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric01-Feb-202102-Feb-2021ChangeChange %Previous Week
Open13,074.2013,366.20291.962.2%13,519.10
High13,280.2013,501.20221.011.7%13,563.70
Low12,983.1013,363.80380.662.9%12,845.40
Close13,248.9013,456.10207.221.6%12,925.40
Range297.12137.47-159.65-53.7%718.27
ATR(14)230.92232.451.530.7%221.39
Volume

Multi-Period Performance

1-Month (21d)

4.4%

3-Month (63d)

21.7%

6-Month (126d)

21.7%

1-Year (252d)

47.4%

Year-To-Date (YTD)

6.0%

52-Week Range

52W Low: 6,771.91 (98.7%)

Position (98%)

52W High: 13,563.70 (0.8%)

Daily Pivots for day following 02-Feb-2021

LevelClassicWoodieCamarillaDeMark
R413,852.8013,791.9013,531.70
R313,715.3013,654.5013,493.90
R213,577.8013,577.8013,481.30
R113,517.0013,517.0013,468.7013,547.40
PP13,440.4013,440.4013,440.4013,455.60
S113,379.5013,379.5013,443.5013,409.90
S213,302.9013,302.9013,430.90
S313,165.4013,242.0013,418.30
S413,028.0013,104.6013,380.50

Weekly Pivots for week ending 29-Jan-2021

LevelClassicWoodieCamarillaDeMark
R415,266.3014,814.1013,320.40
R314,548.0014,095.8013,122.90
R213,829.8013,829.8013,057.10
R113,377.6013,377.6012,991.2013,244.50
PP13,111.5013,111.5013,111.5013,045.00
S112,659.3012,659.3012,859.5012,526.30
S212,393.2012,393.2012,793.70
S311,675.0011,941.0012,727.90
S410,956.7011,222.8012,530.30

Fisher Pivots for day following 02-Feb-2021

Pivot1 Day3 Day
R113,448.2013,361.90
PP13,440.4013,267.60
S113,432.5013,173.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25014,085.50
2.61813,861.10
1.61813,723.70
1.00013,638.70
0.61813,586.20
HIGH13,501.20
0.61813,448.70
0.50013,432.50
0.38213,416.30
LOW13,363.80
0.61813,278.80
1.00013,226.30
1.61813,141.30
2.61813,003.90
4.25012,779.50

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 SMA13,188.90267.202.0%Above
10-Day SMA13,298.60157.531.2%Above
20-Day SMA13,096.20359.932.7%Above
50-Day SMA12,737.20718.915.6%Above
100-Day SMA12,128.601,327.5610.9%Above
200-Day SMA11,190.502,265.6320.2%Above

Bollinger Bands (20, 2):

Upper: 13,600.20

Middle: 13,096.20

Lower: 12,592.20

Bandwidth: 7.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 13,204.60

Kijun-sen: 13,050.70

Span A: 13,127.60

Span B: 12,690.60

Chikou Span: 12,653.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
60.90
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
169.10
Signal: 178.23 · Hist: -9.13

Stochastic (14, 3)

Neutral
%K: 86.65
%D: 56.11

StochRSI (14)

Neutral
%K: 32.36
%D: 20.83

ADX (14) & Trend

Neutral
14.25
+DI: 28.94 · -DI: 25.96

CCI (20)

Neutral
108.93
Range -100 to +100

Williams %R (14)

Neutral
-13.35
Range -100 to 0

Ultimate Oscillator

Neutral
53.13
Periods: 7, 14, 28

ROC (12)

Bullish
4.32%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
310.09
Bull: 310.09 · Bear: 172.62

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch32.68
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
513,501.2012,845.40655.804.9%273.632.0%93%TrueFalse0
1013,563.7012,845.40718.275.3%221.541.6%85%FalseFalse0
2013,563.7012,572.70991.007.4%194.771.4%89%FalseFalse0
4013,563.7012,226.101,337.579.9%172.341.3%92%FalseFalse0
6013,563.7011,512.502,051.2415.2%171.971.3%95%FalseFalse0
8013,563.7010,957.102,606.5919.4%185.001.4%96%FalseFalse0
10013,563.7010,677.902,885.8521.4%197.121.5%96%FalseFalse0
12013,563.7010,677.902,885.8521.4%201.751.5%96%FalseFalse0