NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 28-Sep-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.26)
Moving Averages
Sell
-0.33
Oscillators
Sell
-0.22
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.4%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 27-Sep-2021 | 28-Sep-2021 | Change | Change % | Previous Week |
| Open | 15,209.70 | 15,018.60 | -191.10 | -1.3% | 15,068.60 |
| High | 15,240.60 | 15,040.50 | -200.05 | -1.3% | 15,356.90 |
| Low | 15,106.50 | 14,759.00 | -347.47 | -2.3% | 14,821.00 |
| Close | 15,204.80 | 14,770.30 | -434.52 | -2.9% | 15,329.70 |
| Range | 134.13 | 281.55 | 147.42 | 109.9% | 535.89 |
| ATR(14) | 184.28 | 202.96 | 18.68 | 10.1% | 181.28 |
| Volume |
Multi-Period Performance
1-Month (21d)
-4.3%
3-Month (63d)
1.4%
6-Month (126d)
14.5%
1-Year (252d)
30.0%
Year-To-Date (YTD)
16.4%
52-Week Range
52W Low: 10,957.10 (34.8%)
Position (80%)
52W High: 15,701.40 (5.9%)
Daily Pivots for day following 28-Sep-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,701.30 | 15,517.30 | 14,925.20 | |
| R3 | 15,419.70 | 15,235.80 | 14,847.70 | |
| R2 | 15,138.20 | 15,138.20 | 14,821.90 | |
| R1 | 14,954.20 | 14,954.20 | 14,796.10 | 14,905.40 |
| PP | 14,856.60 | 14,856.60 | 14,856.60 | 14,832.20 |
| S1 | 14,672.70 | 14,672.70 | 14,744.50 | 14,623.90 |
| S2 | 14,575.10 | 14,575.10 | 14,718.70 | |
| S3 | 14,293.50 | 14,391.10 | 14,692.90 | |
| S4 | 14,012.00 | 14,109.60 | 14,615.40 |
Weekly Pivots for week ending 24-Sep-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,776.90 | 16,589.20 | 15,624.40 | |
| R3 | 16,241.00 | 16,053.30 | 15,477.00 | |
| R2 | 15,705.10 | 15,705.10 | 15,427.90 | |
| R1 | 15,517.40 | 15,517.40 | 15,378.80 | 15,611.20 |
| PP | 15,169.20 | 15,169.20 | 15,169.20 | 15,216.10 |
| S1 | 14,981.50 | 14,981.50 | 15,280.60 | 15,075.40 |
| S2 | 14,633.30 | 14,633.30 | 15,231.40 | |
| S3 | 14,097.40 | 14,445.60 | 15,182.30 | |
| S4 | 13,561.50 | 13,909.70 | 15,034.90 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16,237.10 |
| 2.618 | 15,777.60 |
| 1.618 | 15,496.10 |
| 1.000 | 15,322.10 |
| 0.618 | 15,214.50 |
| HIGH | 15,040.50 |
| 0.618 | 14,933.00 |
| 0.500 | 14,899.80 |
| 0.382 | 14,866.50 |
| LOW | 14,759.00 |
| 0.618 | 14,585.00 |
| 1.000 | 14,477.40 |
| 1.618 | 14,303.40 |
| 2.618 | 14,021.90 |
| 4.250 | 13,562.40 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 14,581.70 |
| 38.2% | 13,889.10 |
| 50.0% | 13,329.30 |
| 61.8% | 12,769.40 |
| 78.6% | 11,972.40 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 15,159.60 | -389.28 | -2.6% | Below |
| 10-Day SMA | 15,219.10 | -448.78 | -2.9% | Below |
| 20-Day SMA | 15,387.90 | -617.59 | -4.0% | Below |
| 50-Day SMA | 15,214.30 | -443.97 | -2.9% | Below |
| 100-Day SMA | 14,622.00 | 148.32 | 1.0% | Above |
| 200-Day SMA | 13,927.70 | 842.61 | 6.0% | Above |
Bollinger Bands (20, 2):
Upper: 15,867.20
Middle: 15,387.90
Lower: 14,908.60
Bandwidth: 6.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 15,149.10
Kijun-sen: 15,230.20
Span A: 15,189.60
Span B: 15,078.20
Chikou Span: 15,092.60
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral33.92
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-44.76
Signal: 24.61 · Hist: -69.38Stochastic (14, 3)
Neutral%K: 1.24
%D: 34.64StochRSI (14)
Neutral%K: 23.91
%D: 31.95ADX (14) & Trend
Neutral22.59
+DI: 13.62 · -DI: 36.57CCI (20)
Neutral-184.06
Range -100 to +100Williams %R (14)
Neutral-98.76
Range -100 to 0Ultimate Oscillator
Neutral41.60
Periods: 7, 14, 28ROC (12)
Bearish-4.34%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-186.22
Bull: -186.22 · Bear: -467.77High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 15,356.90 | 14,759.00 | 597.94 | 4.0% | 182.00 | 1.2% | 2% | False | True | 0 |
| 10 | 15,539.10 | 14,759.00 | 780.16 | 5.3% | 196.41 | 1.3% | 1% | False | True | 0 |
| 20 | 15,701.40 | 14,759.00 | 942.42 | 6.4% | 167.08 | 1.1% | 1% | False | True | 0 |
| 40 | 15,701.40 | 14,759.00 | 942.42 | 6.4% | 152.35 | 1.0% | 1% | False | True | 0 |
| 60 | 15,701.40 | 14,455.10 | 1,246.33 | 8.4% | 153.11 | 1.0% | 25% | False | False | 0 |
| 80 | 15,701.40 | 13,710.10 | 1,991.29 | 13.5% | 146.38 | 1.0% | 53% | False | False | 0 |
| 100 | 15,701.40 | 12,967.20 | 2,734.22 | 18.5% | 152.21 | 1.0% | 66% | False | False | 0 |
| 120 | 15,701.40 | 12,967.20 | 2,734.22 | 18.5% | 155.42 | 1.1% | 66% | False | False | 0 |