NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 28-Jun-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric25-Jun-202128-Jun-2021ChangeChange %Previous Week
Open14,396.6014,411.4014.800.1%14,054.10
High14,401.7014,530.10128.360.9%14,429.10
Low14,324.3014,411.4087.170.6%13,969.00
Close14,345.2014,525.00179.801.3%14,345.20
Range77.45118.6441.1953.2%460.13
ATR(14)160.26162.021.761.1%160.26
Volume

Multi-Period Performance

1-Month (21d)

6.3%

3-Month (63d)

12.0%

6-Month (126d)

14.3%

1-Year (252d)

47.5%

Year-To-Date (YTD)

14.4%

52-Week Range

52W Low: 9,742.89 (49.1%)

Position (100%)

52W High: 14,530.10 (0.0%)

Daily Pivots for day following 28-Jun-2021

LevelClassicWoodieCamarillaDeMark
R414,844.7014,803.5014,590.20
R314,726.1014,684.9014,557.60
R214,607.5014,607.5014,546.70
R114,566.2014,566.2014,535.9014,586.80
PP14,488.8014,488.8014,488.8014,499.10
S114,447.6014,447.6014,514.1014,468.20
S214,370.2014,370.2014,503.20
S314,251.5014,328.9014,492.40
S414,132.9014,210.3014,459.70

Weekly Pivots for week ending 25-Jun-2021

LevelClassicWoodieCamarillaDeMark
R415,628.2015,446.8014,598.30
R315,168.0014,986.7014,471.70
R214,707.9014,707.9014,429.50
R114,526.5014,526.5014,387.4014,617.20
PP14,247.8014,247.8014,247.8014,293.10
S114,066.4014,066.4014,303.0014,157.10
S213,787.6013,787.6014,260.80
S313,327.5013,606.3014,218.60
S412,867.4013,146.2014,092.10

Fisher Pivots for day following 28-Jun-2021

Pivot1 Day3 Day
R114,506.9014,492.40
PP14,488.8014,459.80
S114,470.8014,427.20

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25015,034.30
2.61814,840.70
1.61814,722.00
1.00014,648.70
0.61814,603.40
HIGH14,530.10
0.61814,484.70
0.50014,470.80
0.38214,456.80
LOW14,411.40
0.61814,338.10
1.00014,292.80
1.61814,219.50
2.61814,100.80
4.25013,907.20

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%13,400.30
38.2%12,701.40
50.0%12,136.50
61.8%11,571.60
78.6%10,767.30

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA14,356.20168.821.2%Above
10-Day SMA14,214.50310.502.2%Above
20-Day SMA14,014.60510.423.6%Above
50-Day SMA13,775.60749.335.4%Above
100-Day SMA13,527.90997.137.4%Above
200-Day SMA12,839.401,685.5313.1%Above

Bollinger Bands (20, 2):

Upper: 14,533.60

Middle: 14,014.60

Lower: 13,495.50

Bandwidth: 7.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 14,188.70

Kijun-sen: 13,965.80

Span A: 14,077.20

Span B: 13,748.60

Chikou Span: 13,494.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
71.49
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
203.25
Signal: 161.76 · Hist: 41.49

Stochastic (14, 3)

Neutral
%K: 99.29
%D: 92.74

StochRSI (14)

Neutral
%K: 96.40
%D: 94.78

ADX (14) & Trend

Neutral
19.46
+DI: 34.17 · -DI: 15.30

CCI (20)

Neutral
153.85
Range -100 to +100

Williams %R (14)

Neutral
-0.71
Range -100 to 0

Ultimate Oscillator

Neutral
66.85
Periods: 7, 14, 28

ROC (12)

Bullish
4.04%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
349.00
Bull: 349.00 · Bear: 230.37

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch22.44
Widest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
514,530.1014,128.00402.062.8%105.040.7%99%TrueFalse0
1014,530.1013,847.30682.754.7%144.381.0%99%TrueFalse0
2014,530.1013,469.901,060.227.3%137.880.9%100%TrueFalse0
4014,530.1012,967.201,562.8910.8%164.321.1%100%TrueFalse0
6014,530.1012,967.201,562.8910.8%160.021.1%100%TrueFalse0
8014,530.1012,208.402,321.6816.0%179.411.2%100%TrueFalse0
10014,530.1012,208.402,321.6816.0%192.081.3%100%TrueFalse0
12014,530.1012,208.402,321.6816.0%192.691.3%100%TrueFalse0