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)

PreviousCurrent
Metric26-Jul-202227-Jul-2022ChangeChange %Previous Week
Open12,250.5012,294.1043.690.4%12,080.70
High12,258.1012,660.80402.673.3%12,662.90
Low12,051.2012,259.50208.341.7%11,836.50
Close12,086.9012,601.50514.574.3%12,396.50
Range206.89401.22194.3393.9%826.34
ATR(14)301.76321.2019.446.4%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

LevelClassicWoodieCamarillaDeMark
R413,710.9013,557.4012,822.10
R313,309.7013,156.2012,711.80
R212,908.5012,908.5012,675.00
R112,755.0012,755.0012,638.2012,831.70
PP12,507.3012,507.3012,507.3012,545.60
S112,353.8012,353.8012,564.7012,430.50
S212,106.0012,106.0012,527.90
S311,704.8011,952.5012,491.10
S411,303.6011,551.3012,380.80

Weekly Pivots for week ending 22-Jul-2022

LevelClassicWoodieCamarillaDeMark
R414,777.6014,413.4012,851.00
R313,951.3013,587.1012,623.70
R213,125.0013,125.0012,548.00
R112,760.7012,760.7012,472.2012,942.80
PP12,298.6012,298.6012,298.6012,389.70
S111,934.4011,934.4012,320.7012,116.50
S211,472.3011,472.3012,245.00
S310,645.9011,108.0012,169.20
S49,819.6010,281.7011,942.00

Fisher Pivots for day following 27-Jul-2022

Pivot1 Day3 Day
R112,554.4012,519.60
PP12,507.3012,437.80
S112,460.2012,356.00

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25014,366.00
2.61813,711.20
1.61813,309.90
1.00013,062.00
0.61812,908.70
HIGH12,660.80
0.61812,507.50
0.50012,460.20
0.38212,412.80
LOW12,259.50
0.61812,011.60
1.00011,858.30
1.61811,610.40
2.61811,209.20
4.25010,554.40

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA12,406.50194.941.6%Above
10-Day SMA12,235.10366.343.0%Above
20-Day SMA12,015.00586.474.9%Above
50-Day SMA12,023.70577.794.8%Above
100-Day SMA12,897.50-296.06-2.3%Below
200-Day SMA14,179.40-1,577.95-11.1%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)

Neutral
59.32
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
117.92
Signal: 45.84 · Hist: 72.09

Stochastic (14, 3)

Neutral
%K: 94.77
%D: 72.42

StochRSI (14)

Neutral
%K: 54.88
%D: 60.38

ADX (14) & Trend

Neutral
14.69
+DI: 32.13 · -DI: 19.69

CCI (20)

Neutral
125.84
Range -100 to +100

Williams %R (14)

Neutral
-5.23
Range -100 to 0

Ultimate Oscillator

Neutral
64.91
Periods: 7, 14, 28

ROC (12)

Bullish
6.25%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
457.59
Bull: 457.59 · Bear: 56.37

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch62.68
Widest range in 16 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,662.9012,051.20611.654.9%277.682.2%90%FalseFalse0
1012,662.9011,488.301,174.599.3%272.692.2%95%FalseFalse0
2012,662.9011,326.201,336.6810.6%267.042.1%95%FalseFalse0
4012,863.9011,037.201,826.7014.5%280.502.2%86%FalseFalse0
6013,556.7011,037.202,519.4620.0%314.762.5%62%FalseFalse0
8015,161.9011,037.204,124.6832.7%322.042.6%38%FalseFalse0
10015,265.4011,037.204,228.2133.6%323.682.6%37%FalseFalse0
12015,265.4011,037.204,228.2133.6%331.252.6%37%FalseFalse0