NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)
Moving Averages

Sell

-0.33

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.0%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Dec-202117-Dec-2021ChangeChange %Previous Week
Open16,330.8015,720.40-610.34-3.7%16,332.60
High16,332.6015,960.30-372.39-2.3%16,332.60
Low15,802.6015,664.10-138.53-0.9%15,664.10
Close15,863.9015,801.50-62.48-0.4%15,801.50
Range530.01296.15-233.86-44.1%668.54
ATR(14)323.12321.19-1.93-0.6%321.19
Volume

Multi-Period Performance

1-Month (21d)

-3.1%

3-Month (63d)

5.3%

6-Month (126d)

11.8%

1-Year (252d)

23.9%

Year-To-Date (YTD)

24.5%

52-Week Range

52W Low: 12,208.40 (29.4%)

Position (79%)

52W High: 16,764.90 (5.7%)

Daily Pivots for day following 17-Dec-2021

LevelClassicWoodieCamarillaDeMark
R416,697.1016,545.4015,964.30
R316,400.9016,249.3015,882.90
R216,104.8016,104.8015,855.80
R115,953.1015,953.1015,828.6016,028.90
PP15,808.6015,808.6015,808.6015,846.50
S115,657.0015,657.0015,774.3015,732.80
S215,512.5015,512.5015,747.20
S315,216.3015,360.8015,720.00
S414,920.2015,064.7015,638.60

Weekly Pivots for week ending 17-Dec-2021

LevelClassicWoodieCamarillaDeMark
R417,938.4017,538.4016,169.20
R317,269.8016,869.9015,985.30
R216,601.3016,601.3015,924.00
R116,201.4016,201.4015,862.7016,067.00
PP15,932.7015,932.7015,932.7015,865.60
S115,532.8015,532.8015,740.2015,398.50
S215,264.2015,264.2015,678.90
S314,595.7014,864.3015,617.60
S413,927.1014,195.7015,433.80

Fisher Pivots for day following 17-Dec-2021

Pivot1 Day3 Day
R115,812.2015,998.40
PP15,808.6015,932.70
S115,805.0015,867.10

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25017,218.90
2.61816,735.60
1.61816,439.40
1.00016,256.40
0.61816,143.30
HIGH15,960.30
0.61815,847.10
0.50015,812.20
0.38215,777.20
LOW15,664.10
0.61815,481.10
1.00015,368.00
1.61815,184.90
2.61814,888.80
4.25014,405.50

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%15,689.50
38.2%15,024.30
50.0%14,486.60
61.8%13,949.00
78.6%13,183.50

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA15,990.50-189.03-1.2%Below
10-Day SMA16,100.00-298.56-1.9%Below
20-Day SMA16,138.50-337.05-2.1%Below
50-Day SMA15,879.60-78.10-0.5%Below
100-Day SMA15,530.10271.341.7%Above
200-Day SMA14,683.501,117.937.6%Above

Bollinger Bands (20, 2):

Upper: 16,622.20

Middle: 16,138.50

Lower: 15,654.90

Bandwidth: 6.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 16,038.70

Kijun-sen: 16,154.10

Span A: 16,096.40

Span B: 15,632.20

Chikou Span: 15,985.60

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
45.30
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
3.01
Signal: 56.51 · Hist: -53.49

Stochastic (14, 3)

Neutral
%K: 28.34
%D: 48.49

StochRSI (14)

Neutral
%K: 34.89
%D: 37.26

ADX (14) & Trend

Neutral
16.06
+DI: 19.04 · -DI: 23.55

CCI (20)

Neutral
-120.73
Range -100 to +100

Williams %R (14)

Neutral
-71.66
Range -100 to 0

Ultimate Oscillator

Neutral
46.89
Periods: 7, 14, 28

ROC (12)

Bullish
-0.48%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-101.92
Bull: -101.92 · Bear: -398.07

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch67.85
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
516,332.6015,664.10668.544.2%377.292.4%21%FalseTrue0
1016,413.3015,557.80855.505.4%305.861.9%28%FalseFalse0
2016,764.9015,543.301,221.557.7%321.312.0%21%FalseFalse0
4016,764.9015,292.001,472.919.3%247.671.6%35%FalseFalse0
6016,764.9014,384.902,379.9315.1%226.141.4%60%FalseFalse0
8016,764.9014,384.902,379.9315.1%209.561.3%60%FalseFalse0
10016,764.9014,384.902,379.9315.1%194.161.2%60%FalseFalse0
12016,764.9014,384.902,379.9315.1%187.161.2%60%FalseFalse0