NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 03-Feb-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.26)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.7%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric02-Feb-202103-Feb-2021ChangeChange %Previous Week
Open13,366.2013,548.50182.311.4%13,519.10
High13,501.2013,549.9048.640.4%13,563.70
Low13,363.8013,400.1036.320.3%12,845.40
Close13,456.1013,402.40-53.75-0.4%12,925.40
Range137.47149.7912.329.0%718.27
ATR(14)232.45226.55-5.90-2.5%221.39
Volume

Multi-Period Performance

1-Month (21d)

5.6%

3-Month (63d)

20.9%

6-Month (126d)

20.8%

1-Year (252d)

43.6%

Year-To-Date (YTD)

5.6%

52-Week Range

52W Low: 6,771.91 (97.9%)

Position (98%)

52W High: 13,563.70 (1.2%)

Daily Pivots for day following 03-Feb-2021

LevelClassicWoodieCamarillaDeMark
R413,900.1013,801.0013,484.80
R313,750.4013,651.3013,443.60
R213,600.6013,600.6013,429.80
R113,501.5013,501.5013,416.1013,476.10
PP13,450.8013,450.8013,450.8013,438.10
S113,351.7013,351.7013,388.6013,326.30
S213,301.0013,301.0013,374.90
S313,151.2013,201.9013,361.20
S413,001.4013,052.1013,320.00

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 03-Feb-2021

Pivot1 Day3 Day
R113,475.0013,357.10
PP13,450.8013,311.80
S113,426.6013,266.50

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25014,186.50
2.61813,942.00
1.61813,792.20
1.00013,699.70
0.61813,642.40
HIGH13,549.90
0.61813,492.70
0.50013,475.00
0.38213,457.30
LOW13,400.10
0.61813,307.50
1.00013,250.30
1.61813,157.70
2.61813,007.90
4.25012,763.50

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 SMA13,246.90155.511.2%Above
10-Day SMA13,309.2093.190.7%Above
20-Day SMA13,126.20276.182.1%Above
50-Day SMA12,765.60636.825.0%Above
100-Day SMA12,151.001,251.3310.3%Above
200-Day SMA11,213.902,188.5019.5%Above

Bollinger Bands (20, 2):

Upper: 13,628.10

Middle: 13,126.20

Lower: 12,624.30

Bandwidth: 7.6%

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: 12,711.00

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
59.30
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
172.52
Signal: 177.09 · Hist: -4.57

Stochastic (14, 3)

Neutral
%K: 79.97
%D: 75.85

StochRSI (14)

Neutral
%K: 49.33
%D: 33.96

ADX (14) & Trend

Neutral
13.81
+DI: 29.11 · -DI: 24.73

CCI (20)

Oversold
100.68
Range -100 to +100

Williams %R (14)

Neutral
-20.03
Range -100 to 0

Ultimate Oscillator

Neutral
47.10
Periods: 7, 14, 28

ROC (12)

Bullish
4.67%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
328.55
Bull: 328.55 · Bear: 178.76

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch32.75
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
513,549.9012,845.40704.445.3%231.711.7%79%TrueFalse0
1013,563.7012,845.40718.275.4%217.121.6%78%FalseFalse0
2013,563.7012,572.70991.007.4%195.721.5%84%FalseFalse0
4013,563.7012,226.101,337.5710.0%174.061.3%88%FalseFalse0
6013,563.7011,512.502,051.2415.3%172.261.3%92%FalseFalse0
8013,563.7010,957.102,606.5919.4%185.971.4%94%FalseFalse0
10013,563.7010,677.902,885.8521.5%193.921.4%94%FalseFalse0
12013,563.7010,677.902,885.8521.5%201.171.5%94%FalseFalse0