NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Buy

+0.50

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

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Nov-202117-Nov-2021ChangeChange %Previous Week
Open16,176.4016,326.10149.650.9%16,347.70
High16,329.5016,399.0069.450.4%16,401.90
Low16,156.7016,276.80120.080.7%15,905.30
Close16,309.8016,308.10-1.70-0.0%16,199.90
Range172.81122.18-50.63-29.3%496.65
ATR(14)186.97182.35-4.63-2.5%190.20
Volume

Multi-Period Performance

1-Month (21d)

5.8%

3-Month (63d)

9.2%

6-Month (126d)

20.9%

1-Year (252d)

36.2%

Year-To-Date (YTD)

28.5%

52-Week Range

52W Low: 11,817.50 (38.0%)

Position (97%)

52W High: 16,454.50 (0.9%)

Daily Pivots for day following 17-Nov-2021

LevelClassicWoodieCamarillaDeMark
R416,694.5016,623.5016,375.30
R316,572.3016,501.3016,341.70
R216,450.1016,450.1016,330.50
R116,379.1016,379.1016,319.3016,353.50
PP16,327.9016,327.9016,327.9016,315.10
S116,256.9016,256.9016,296.9016,231.30
S216,205.8016,205.8016,285.70
S316,083.6016,134.7016,274.50
S415,961.4016,012.5016,240.90

Weekly Pivots for week ending 12-Nov-2021

LevelClassicWoodieCamarillaDeMark
R417,659.0017,426.1016,473.00
R317,162.3016,929.4016,336.50
R216,665.7016,665.7016,290.90
R116,432.8016,432.8016,245.4016,300.90
PP16,169.0016,169.0016,169.0016,103.10
S115,936.1015,936.1016,154.4015,804.30
S215,672.4015,672.4016,108.80
S315,175.7015,439.5016,063.30
S414,679.1014,942.8015,926.70

Fisher Pivots for day following 17-Nov-2021

Pivot1 Day3 Day
R116,337.9016,287.90
PP16,327.9016,267.80
S116,318.0016,247.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,918.20
2.61816,718.80
1.61816,596.60
1.00016,521.10
0.61816,474.50
HIGH16,399.00
0.61816,352.30
0.50016,337.90
0.38216,323.40
LOW16,276.80
0.61816,201.30
1.00016,154.60
1.61816,079.10
2.61815,956.90
4.25015,757.50

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%15,360.20
38.2%14,683.20
50.0%14,136.00
61.8%13,588.80
78.6%12,809.80

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA16,207.90100.210.6%Above
10-Day SMA16,228.6079.420.5%Above
20-Day SMA15,972.70335.362.1%Above
50-Day SMA15,435.60872.485.7%Above
100-Day SMA15,247.201,060.867.0%Above
200-Day SMA14,387.501,920.5413.3%Above

Bollinger Bands (20, 2):

Upper: 16,610.40

Middle: 15,972.70

Lower: 15,335.00

Bandwidth: 8.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 16,179.90

Kijun-sen: 15,565.50

Span A: 15,872.70

Span B: 15,419.70

Chikou Span: 14,662.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
67.94
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
263.02
Signal: 262.93 · Hist: 0.09

Stochastic (14, 3)

Neutral
%K: 81.97
%D: 77.95

StochRSI (14)

Neutral
%K: 37.25
%D: 30.48

ADX (14) & Trend

Strong Trend
31.75
+DI: 33.75 · -DI: 16.89

CCI (20)

Neutral
87.05
Range -100 to +100

Williams %R (14)

Bearish
-18.03
Range -100 to 0

Ultimate Oscillator

Neutral
54.01
Periods: 7, 14, 28

ROC (12)

Bearish
2.53%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
294.63
Bull: 294.63 · Bear: 172.45

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch41.65
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
516,399.0016,012.80386.172.4%151.600.9%76%TrueFalse0
1016,454.5015,905.30549.203.4%176.871.1%73%FalseFalse0
2016,454.5015,292.001,162.537.1%172.071.1%87%FalseFalse0
4016,454.5014,384.902,069.5512.7%177.901.1%93%FalseFalse0
6016,454.5014,384.902,069.5512.7%170.291.0%93%FalseFalse0
8016,454.5014,384.902,069.5512.7%162.111.0%93%FalseFalse0
10016,454.5014,384.902,069.5512.7%159.421.0%93%FalseFalse0
12016,454.5013,469.902,984.6318.3%155.831.0%95%FalseFalse0