NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 27-Jul-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Buy
+0.33
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.5%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 26-Jul-2022 | 27-Jul-2022 | Change | Change % | Previous Week |
| Open | 12,250.50 | 12,294.10 | 43.69 | 0.4% | 12,080.70 |
| High | 12,258.10 | 12,660.80 | 402.67 | 3.3% | 12,662.90 |
| Low | 12,051.20 | 12,259.50 | 208.34 | 1.7% | 11,836.50 |
| Close | 12,086.90 | 12,601.50 | 514.57 | 4.3% | 12,396.50 |
| Range | 206.89 | 401.22 | 194.33 | 93.9% | 826.34 |
| ATR(14) | 301.76 | 321.20 | 19.44 | 6.4% | 313.84 |
| Volume |
Multi-Period Performance
1-Month (21d)
4.9%
3-Month (63d)
-3.1%
6-Month (126d)
-10.9%
1-Year (252d)
-15.7%
Year-To-Date (YTD)
-23.6%
52-Week Range
52W Low: 11,037.20 (14.2%)
Position (27%)
52W High: 16,764.90 (24.8%)
Daily Pivots for day following 27-Jul-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,710.90 | 13,557.40 | 12,822.10 | |
| R3 | 13,309.70 | 13,156.20 | 12,711.80 | |
| R2 | 12,908.50 | 12,908.50 | 12,675.00 | |
| R1 | 12,755.00 | 12,755.00 | 12,638.20 | 12,831.70 |
| PP | 12,507.30 | 12,507.30 | 12,507.30 | 12,545.60 |
| S1 | 12,353.80 | 12,353.80 | 12,564.70 | 12,430.50 |
| S2 | 12,106.00 | 12,106.00 | 12,527.90 | |
| S3 | 11,704.80 | 11,952.50 | 12,491.10 | |
| S4 | 11,303.60 | 11,551.30 | 12,380.80 |
Weekly Pivots for week ending 22-Jul-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 14,777.60 | 14,413.40 | 12,851.00 | |
| R3 | 13,951.30 | 13,587.10 | 12,623.70 | |
| R2 | 13,125.00 | 13,125.00 | 12,548.00 | |
| R1 | 12,760.70 | 12,760.70 | 12,472.20 | 12,942.80 |
| PP | 12,298.60 | 12,298.60 | 12,298.60 | 12,389.70 |
| S1 | 11,934.40 | 11,934.40 | 12,320.70 | 12,116.50 |
| S2 | 11,472.30 | 11,472.30 | 12,245.00 | |
| S3 | 10,645.90 | 11,108.00 | 12,169.20 | |
| S4 | 9,819.60 | 10,281.70 | 11,942.00 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 14,366.00 |
| 2.618 | 13,711.20 |
| 1.618 | 13,309.90 |
| 1.000 | 13,062.00 |
| 0.618 | 12,908.70 |
| HIGH | 12,660.80 |
| 0.618 | 12,507.50 |
| 0.500 | 12,460.20 |
| 0.382 | 12,412.80 |
| LOW | 12,259.50 |
| 0.618 | 12,011.60 |
| 1.000 | 11,858.30 |
| 1.618 | 11,610.40 |
| 2.618 | 11,209.20 |
| 4.250 | 10,554.40 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 15,413.10 |
| 38.2% | 14,576.90 |
| 50.0% | 13,901.00 |
| 61.8% | 13,225.20 |
| 78.6% | 12,262.90 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12,406.50 | 194.94 | 1.6% | Above |
| 10-Day SMA | 12,235.10 | 366.34 | 3.0% | Above |
| 20-Day SMA | 12,015.00 | 586.47 | 4.9% | Above |
| 50-Day SMA | 12,023.70 | 577.79 | 4.8% | Above |
| 100-Day SMA | 12,897.50 | -296.06 | -2.3% | Below |
| 200-Day SMA | 14,179.40 | -1,577.95 | -11.1% | Below |
Bollinger Bands (20, 2):
Upper: 12,667.50
Middle: 12,015.00
Lower: 11,362.50
Bandwidth: 10.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 12,245.50
Kijun-sen: 11,994.50
Span A: 12,120.00
Span B: 11,950.60
Chikou Span: 11,266.00
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral59.32
Neutral 30–70MACD (12, 26, 9)
Bullish Cross117.92
Signal: 45.84 · Hist: 72.09Stochastic (14, 3)
Neutral%K: 94.77
%D: 72.42StochRSI (14)
Neutral%K: 54.88
%D: 60.38ADX (14) & Trend
Neutral14.69
+DI: 32.13 · -DI: 19.69CCI (20)
Neutral125.84
Range -100 to +100Williams %R (14)
Neutral-5.23
Range -100 to 0Ultimate Oscillator
Neutral64.91
Periods: 7, 14, 28ROC (12)
Bullish6.25%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral457.59
Bull: 457.59 · Bear: 56.37High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,662.90 | 12,051.20 | 611.65 | 4.9% | 277.68 | 2.2% | 90% | False | False | 0 |
| 10 | 12,662.90 | 11,488.30 | 1,174.59 | 9.3% | 272.69 | 2.2% | 95% | False | False | 0 |
| 20 | 12,662.90 | 11,326.20 | 1,336.68 | 10.6% | 267.04 | 2.1% | 95% | False | False | 0 |
| 40 | 12,863.90 | 11,037.20 | 1,826.70 | 14.5% | 280.50 | 2.2% | 86% | False | False | 0 |
| 60 | 13,556.70 | 11,037.20 | 2,519.46 | 20.0% | 314.76 | 2.5% | 62% | False | False | 0 |
| 80 | 15,161.90 | 11,037.20 | 4,124.68 | 32.7% | 322.04 | 2.6% | 38% | False | False | 0 |
| 100 | 15,265.40 | 11,037.20 | 4,228.21 | 33.6% | 323.68 | 2.6% | 37% | False | False | 0 |
| 120 | 15,265.40 | 11,037.20 | 4,228.21 | 33.6% | 331.25 | 2.6% | 37% | False | False | 0 |