NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 17-Mar-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Sell

-0.50

Relative Volume (20d): —
ATR(14) %: 2.3%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Mar-202117-Mar-2021ChangeChange %Previous Week
Open13,148.5013,018.70-129.85-1.0%12,636.70
High13,297.5013,280.30-17.19-0.1%13,117.90
Low13,091.8012,950.10-141.70-1.1%12,287.60
Close13,152.3013,202.4050.100.4%12,937.30
Range205.70330.21124.5160.5%830.29
ATR(14)307.92309.511.590.5%324.01
Volume

Multi-Period Performance

1-Month (21d)

-4.1%

3-Month (63d)

5.9%

6-Month (126d)

15.4%

1-Year (252d)

76.6%

Year-To-Date (YTD)

4.0%

52-Week Range

52W Low: 6,771.91 (95.0%)

Position (90%)

52W High: 13,879.80 (4.9%)

Daily Pivots for day following 17-Mar-2021

LevelClassicWoodieCamarillaDeMark
R414,134.9013,998.8013,384.00
R313,804.7013,668.6013,293.20
R213,474.5013,474.5013,262.90
R113,338.4013,338.4013,232.6013,406.40
PP13,144.3013,144.3013,144.3013,178.30
S113,008.2013,008.2013,172.1013,076.20
S212,814.0012,814.0013,141.80
S312,483.8012,678.0013,111.60
S412,153.6012,347.8013,020.80

Weekly Pivots for week ending 12-Mar-2021

LevelClassicWoodieCamarillaDeMark
R415,271.8014,934.8013,393.90
R314,441.5014,104.5013,165.60
R213,611.2013,611.2013,089.50
R113,274.2013,274.2013,013.4013,442.70
PP12,780.9012,780.9012,780.9012,865.10
S112,444.0012,444.0012,861.2012,612.40
S211,950.6011,950.6012,785.10
S311,120.3011,613.7012,709.00
S410,290.0010,783.4012,480.60

Fisher Pivots for day following 17-Mar-2021

Pivot1 Day3 Day
R113,173.3013,165.40
PP13,144.3013,128.50
S113,115.2013,091.60

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25014,683.70
2.61814,144.80
1.61813,814.60
1.00013,610.50
0.61813,484.40
HIGH13,280.30
0.61813,154.10
0.50013,115.20
0.38213,076.20
LOW12,950.10
0.61812,746.00
1.00012,619.90
1.61812,415.80
2.61812,085.60
4.25011,546.70

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%12,202.30
38.2%11,164.60
50.0%10,325.80
61.8%9,487.11
78.6%8,292.99

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA13,085.50116.900.9%Above
10-Day SMA12,840.60361.832.8%Above
20-Day SMA13,005.40196.961.5%Above
50-Day SMA13,173.0029.330.2%Above
100-Day SMA12,669.00533.344.2%Above
200-Day SMA11,811.701,390.6411.8%Above

Bollinger Bands (20, 2):

Upper: 13,670.80

Middle: 13,005.40

Lower: 12,340.00

Bandwidth: 10.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 12,752.90

Kijun-sen: 13,044.10

Span A: 12,898.50

Span B: 13,044.10

Chikou Span: 13,695.00

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
53.11
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-59.25
Signal: -100.01 · Hist: 40.76

Stochastic (14, 3)

Neutral
%K: 90.92
%D: 85.55

StochRSI (14)

Neutral
%K: 100.00
%D: 97.14

ADX (14) & Trend

Weakening
25.64
+DI: 20.29 · -DI: 26.63

CCI (20)

Neutral
37.97
Range -100 to +100

Williams %R (14)

Neutral
-9.08
Range -100 to 0

Ultimate Oscillator

Neutral
61.78
Periods: 7, 14, 28

ROC (12)

Bearish
-0.61%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
280.97
Bull: 280.97 · Bear: -49.24

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch68.00
Widest range in 7 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
513,297.5012,778.10519.353.9%219.631.7%82%FalseFalse0
1013,297.5012,208.401,089.098.2%303.492.3%91%FalseFalse0
2013,701.7012,208.401,493.3011.3%307.372.3%67%FalseFalse0
4013,879.8012,208.401,671.3812.7%244.271.9%59%FalseFalse0
6013,879.8012,208.401,671.3812.7%216.461.6%59%FalseFalse0
8013,879.8011,817.502,062.2415.6%199.181.5%67%FalseFalse0
10013,879.8010,957.102,922.6622.1%203.721.5%77%FalseFalse0
12013,879.8010,728.403,151.3623.9%203.071.5%79%FalseFalse0