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)

PreviousCurrent
Metric27-Sep-202128-Sep-2021ChangeChange %Previous Week
Open15,209.7015,018.60-191.10-1.3%15,068.60
High15,240.6015,040.50-200.05-1.3%15,356.90
Low15,106.5014,759.00-347.47-2.3%14,821.00
Close15,204.8014,770.30-434.52-2.9%15,329.70
Range134.13281.55147.42109.9%535.89
ATR(14)184.28202.9618.6810.1%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

LevelClassicWoodieCamarillaDeMark
R415,701.3015,517.3014,925.20
R315,419.7015,235.8014,847.70
R215,138.2015,138.2014,821.90
R114,954.2014,954.2014,796.1014,905.40
PP14,856.6014,856.6014,856.6014,832.20
S114,672.7014,672.7014,744.5014,623.90
S214,575.1014,575.1014,718.70
S314,293.5014,391.1014,692.90
S414,012.0014,109.6014,615.40

Weekly Pivots for week ending 24-Sep-2021

LevelClassicWoodieCamarillaDeMark
R416,776.9016,589.2015,624.40
R316,241.0016,053.3015,477.00
R215,705.1015,705.1015,427.90
R115,517.4015,517.4015,378.8015,611.20
PP15,169.2015,169.2015,169.2015,216.10
S114,981.5014,981.5015,280.6015,075.40
S214,633.3014,633.3015,231.40
S314,097.4014,445.6015,182.30
S413,561.5013,909.7015,034.90

Fisher Pivots for day following 28-Sep-2021

Pivot1 Day3 Day
R114,899.8015,052.30
PP14,856.6014,958.30
S114,813.5014,864.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,237.10
2.61815,777.60
1.61815,496.10
1.00015,322.10
0.61815,214.50
HIGH15,040.50
0.61814,933.00
0.50014,899.80
0.38214,866.50
LOW14,759.00
0.61814,585.00
1.00014,477.40
1.61814,303.40
2.61814,021.90
4.25013,562.40

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA15,159.60-389.28-2.6%Below
10-Day SMA15,219.10-448.78-2.9%Below
20-Day SMA15,387.90-617.59-4.0%Below
50-Day SMA15,214.30-443.97-2.9%Below
100-Day SMA14,622.00148.321.0%Above
200-Day SMA13,927.70842.616.0%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)

Neutral
33.92
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-44.76
Signal: 24.61 · Hist: -69.38

Stochastic (14, 3)

Neutral
%K: 1.24
%D: 34.64

StochRSI (14)

Neutral
%K: 23.91
%D: 31.95

ADX (14) & Trend

Neutral
22.59
+DI: 13.62 · -DI: 36.57

CCI (20)

Neutral
-184.06
Range -100 to +100

Williams %R (14)

Neutral
-98.76
Range -100 to 0

Ultimate Oscillator

Neutral
41.60
Periods: 7, 14, 28

ROC (12)

Bearish
-4.34%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-186.22
Bull: -186.22 · Bear: -467.77

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch44.98
Widest range in 6 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
515,356.9014,759.00597.944.0%182.001.2%2%FalseTrue0
1015,539.1014,759.00780.165.3%196.411.3%1%FalseTrue0
2015,701.4014,759.00942.426.4%167.081.1%1%FalseTrue0
4015,701.4014,759.00942.426.4%152.351.0%1%FalseTrue0
6015,701.4014,455.101,246.338.4%153.111.0%25%FalseFalse0
8015,701.4013,710.101,991.2913.5%146.381.0%53%FalseFalse0
10015,701.4012,967.202,734.2218.5%152.211.0%66%FalseFalse0
12015,701.4012,967.202,734.2218.5%155.421.1%66%FalseFalse0