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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 16-Nov-2021 | 17-Nov-2021 | Change | Change % | Previous Week |
| Open | 16,176.40 | 16,326.10 | 149.65 | 0.9% | 16,347.70 |
| High | 16,329.50 | 16,399.00 | 69.45 | 0.4% | 16,401.90 |
| Low | 16,156.70 | 16,276.80 | 120.08 | 0.7% | 15,905.30 |
| Close | 16,309.80 | 16,308.10 | -1.70 | -0.0% | 16,199.90 |
| Range | 172.81 | 122.18 | -50.63 | -29.3% | 496.65 |
| ATR(14) | 186.97 | 182.35 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,694.50 | 16,623.50 | 16,375.30 | |
| R3 | 16,572.30 | 16,501.30 | 16,341.70 | |
| R2 | 16,450.10 | 16,450.10 | 16,330.50 | |
| R1 | 16,379.10 | 16,379.10 | 16,319.30 | 16,353.50 |
| PP | 16,327.90 | 16,327.90 | 16,327.90 | 16,315.10 |
| S1 | 16,256.90 | 16,256.90 | 16,296.90 | 16,231.30 |
| S2 | 16,205.80 | 16,205.80 | 16,285.70 | |
| S3 | 16,083.60 | 16,134.70 | 16,274.50 | |
| S4 | 15,961.40 | 16,012.50 | 16,240.90 |
Weekly Pivots for week ending 12-Nov-2021
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 17,659.00 | 17,426.10 | 16,473.00 | |
| R3 | 17,162.30 | 16,929.40 | 16,336.50 | |
| R2 | 16,665.70 | 16,665.70 | 16,290.90 | |
| R1 | 16,432.80 | 16,432.80 | 16,245.40 | 16,300.90 |
| PP | 16,169.00 | 16,169.00 | 16,169.00 | 16,103.10 |
| S1 | 15,936.10 | 15,936.10 | 16,154.40 | 15,804.30 |
| S2 | 15,672.40 | 15,672.40 | 16,108.80 | |
| S3 | 15,175.70 | 15,439.50 | 16,063.30 | |
| S4 | 14,679.10 | 14,942.80 | 15,926.70 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16,918.20 |
| 2.618 | 16,718.80 |
| 1.618 | 16,596.60 |
| 1.000 | 16,521.10 |
| 0.618 | 16,474.50 |
| HIGH | 16,399.00 |
| 0.618 | 16,352.30 |
| 0.500 | 16,337.90 |
| 0.382 | 16,323.40 |
| LOW | 16,276.80 |
| 0.618 | 16,201.30 |
| 1.000 | 16,154.60 |
| 1.618 | 16,079.10 |
| 2.618 | 15,956.90 |
| 4.250 | 15,757.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 16,207.90 | 100.21 | 0.6% | Above |
| 10-Day SMA | 16,228.60 | 79.42 | 0.5% | Above |
| 20-Day SMA | 15,972.70 | 335.36 | 2.1% | Above |
| 50-Day SMA | 15,435.60 | 872.48 | 5.7% | Above |
| 100-Day SMA | 15,247.20 | 1,060.86 | 7.0% | Above |
| 200-Day SMA | 14,387.50 | 1,920.54 | 13.3% | 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)
Neutral67.94
Neutral 30–70MACD (12, 26, 9)
Bullish Cross263.02
Signal: 262.93 · Hist: 0.09Stochastic (14, 3)
Neutral%K: 81.97
%D: 77.95StochRSI (14)
Neutral%K: 37.25
%D: 30.48ADX (14) & Trend
Strong Trend31.75
+DI: 33.75 · -DI: 16.89CCI (20)
Neutral87.05
Range -100 to +100Williams %R (14)
Bearish-18.03
Range -100 to 0Ultimate Oscillator
Neutral54.01
Periods: 7, 14, 28ROC (12)
Bearish2.53%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral294.63
Bull: 294.63 · Bear: 172.45High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 16,399.00 | 16,012.80 | 386.17 | 2.4% | 151.60 | 0.9% | 76% | True | False | 0 |
| 10 | 16,454.50 | 15,905.30 | 549.20 | 3.4% | 176.87 | 1.1% | 73% | False | False | 0 |
| 20 | 16,454.50 | 15,292.00 | 1,162.53 | 7.1% | 172.07 | 1.1% | 87% | False | False | 0 |
| 40 | 16,454.50 | 14,384.90 | 2,069.55 | 12.7% | 177.90 | 1.1% | 93% | False | False | 0 |
| 60 | 16,454.50 | 14,384.90 | 2,069.55 | 12.7% | 170.29 | 1.0% | 93% | False | False | 0 |
| 80 | 16,454.50 | 14,384.90 | 2,069.55 | 12.7% | 162.11 | 1.0% | 93% | False | False | 0 |
| 100 | 16,454.50 | 14,384.90 | 2,069.55 | 12.7% | 159.42 | 1.0% | 93% | False | False | 0 |
| 120 | 16,454.50 | 13,469.90 | 2,984.63 | 18.3% | 155.83 | 1.0% | 95% | False | False | 0 |