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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 02-Feb-2021 | 03-Feb-2021 | Change | Change % | Previous Week |
| Open | 13,366.20 | 13,548.50 | 182.31 | 1.4% | 13,519.10 |
| High | 13,501.20 | 13,549.90 | 48.64 | 0.4% | 13,563.70 |
| Low | 13,363.80 | 13,400.10 | 36.32 | 0.3% | 12,845.40 |
| Close | 13,456.10 | 13,402.40 | -53.75 | -0.4% | 12,925.40 |
| Range | 137.47 | 149.79 | 12.32 | 9.0% | 718.27 |
| ATR(14) | 232.45 | 226.55 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,900.10 | 13,801.00 | 13,484.80 | |
| R3 | 13,750.40 | 13,651.30 | 13,443.60 | |
| R2 | 13,600.60 | 13,600.60 | 13,429.80 | |
| R1 | 13,501.50 | 13,501.50 | 13,416.10 | 13,476.10 |
| PP | 13,450.80 | 13,450.80 | 13,450.80 | 13,438.10 |
| S1 | 13,351.70 | 13,351.70 | 13,388.60 | 13,326.30 |
| S2 | 13,301.00 | 13,301.00 | 13,374.90 | |
| S3 | 13,151.20 | 13,201.90 | 13,361.20 | |
| S4 | 13,001.40 | 13,052.10 | 13,320.00 |
Weekly Pivots for week ending 29-Jan-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,266.30 | 14,814.10 | 13,320.40 | |
| R3 | 14,548.00 | 14,095.80 | 13,122.90 | |
| R2 | 13,829.80 | 13,829.80 | 13,057.10 | |
| R1 | 13,377.60 | 13,377.60 | 12,991.20 | 13,244.50 |
| PP | 13,111.50 | 13,111.50 | 13,111.50 | 13,045.00 |
| S1 | 12,659.30 | 12,659.30 | 12,859.50 | 12,526.30 |
| S2 | 12,393.20 | 12,393.20 | 12,793.70 | |
| S3 | 11,675.00 | 11,941.00 | 12,727.90 | |
| S4 | 10,956.70 | 11,222.80 | 12,530.30 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 14,186.50 |
| 2.618 | 13,942.00 |
| 1.618 | 13,792.20 |
| 1.000 | 13,699.70 |
| 0.618 | 13,642.40 |
| HIGH | 13,549.90 |
| 0.618 | 13,492.70 |
| 0.500 | 13,475.00 |
| 0.382 | 13,457.30 |
| LOW | 13,400.10 |
| 0.618 | 13,307.50 |
| 1.000 | 13,250.30 |
| 1.618 | 13,157.70 |
| 2.618 | 13,007.90 |
| 4.250 | 12,763.50 |
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 | 13,246.90 | 155.51 | 1.2% | Above |
| 10-Day SMA | 13,309.20 | 93.19 | 0.7% | Above |
| 20-Day SMA | 13,126.20 | 276.18 | 2.1% | Above |
| 50-Day SMA | 12,765.60 | 636.82 | 5.0% | Above |
| 100-Day SMA | 12,151.00 | 1,251.33 | 10.3% | Above |
| 200-Day SMA | 11,213.90 | 2,188.50 | 19.5% | 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)
Neutral59.30
Neutral 30–70MACD (12, 26, 9)
Bearish Cross172.52
Signal: 177.09 · Hist: -4.57Stochastic (14, 3)
Neutral%K: 79.97
%D: 75.85StochRSI (14)
Neutral%K: 49.33
%D: 33.96ADX (14) & Trend
Neutral13.81
+DI: 29.11 · -DI: 24.73CCI (20)
Oversold100.68
Range -100 to +100Williams %R (14)
Neutral-20.03
Range -100 to 0Ultimate Oscillator
Neutral47.10
Periods: 7, 14, 28ROC (12)
Bullish4.67%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral328.55
Bull: 328.55 · Bear: 178.76High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 13,549.90 | 12,845.40 | 704.44 | 5.3% | 231.71 | 1.7% | 79% | True | False | 0 |
| 10 | 13,563.70 | 12,845.40 | 718.27 | 5.4% | 217.12 | 1.6% | 78% | False | False | 0 |
| 20 | 13,563.70 | 12,572.70 | 991.00 | 7.4% | 195.72 | 1.5% | 84% | False | False | 0 |
| 40 | 13,563.70 | 12,226.10 | 1,337.57 | 10.0% | 174.06 | 1.3% | 88% | False | False | 0 |
| 60 | 13,563.70 | 11,512.50 | 2,051.24 | 15.3% | 172.26 | 1.3% | 92% | False | False | 0 |
| 80 | 13,563.70 | 10,957.10 | 2,606.59 | 19.4% | 185.97 | 1.4% | 94% | False | False | 0 |
| 100 | 13,563.70 | 10,677.90 | 2,885.85 | 21.5% | 193.92 | 1.4% | 94% | False | False | 0 |
| 120 | 13,563.70 | 10,677.90 | 2,885.85 | 21.5% | 201.17 | 1.5% | 94% | False | False | 0 |