NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 29-Aug-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.42)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Sell
-0.50
Relative Volume (20d): —
ATR(14) %: 2.2%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 26-Aug-2022 | 29-Aug-2022 | Change | Change % | Previous Week |
| Open | 13,129.90 | 12,488.50 | -641.45 | -4.9% | 13,055.20 |
| High | 13,172.40 | 12,593.60 | -578.79 | -4.4% | 13,172.40 |
| Low | 12,603.40 | 12,440.40 | -163.01 | -1.3% | 12,603.40 |
| Close | 12,605.20 | 12,484.30 | -120.85 | -1.0% | 12,605.20 |
| Range | 569.03 | 153.25 | -415.78 | -73.1% | 569.03 |
| ATR(14) | 280.23 | 271.98 | -8.25 | -2.9% | 280.23 |
| Volume |
Multi-Period Performance
1-Month (21d)
-3.6%
3-Month (63d)
-1.6%
6-Month (126d)
-12.3%
1-Year (252d)
-19.1%
Year-To-Date (YTD)
-24.3%
52-Week Range
52W Low: 11,037.20 (13.1%)
Position (25%)
52W High: 16,764.90 (25.5%)
Daily Pivots for day following 29-Aug-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,965.90 | 12,878.30 | 12,568.60 | |
| R3 | 12,812.60 | 12,725.10 | 12,526.50 | |
| R2 | 12,659.40 | 12,659.40 | 12,512.40 | |
| R1 | 12,571.80 | 12,571.80 | 12,498.40 | 12,539.00 |
| PP | 12,506.10 | 12,506.10 | 12,506.10 | 12,489.70 |
| S1 | 12,418.60 | 12,418.60 | 12,470.30 | 12,385.70 |
| S2 | 12,352.90 | 12,352.90 | 12,456.20 | |
| S3 | 12,199.60 | 12,265.30 | 12,442.20 | |
| S4 | 12,046.40 | 12,112.10 | 12,400.00 |
Weekly Pivots for week ending 26-Aug-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 14,500.80 | 14,122.00 | 12,918.10 | |
| R3 | 13,931.70 | 13,553.00 | 12,761.70 | |
| R2 | 13,362.70 | 13,362.70 | 12,709.50 | |
| R1 | 12,983.90 | 12,983.90 | 12,657.30 | 12,888.80 |
| PP | 12,793.70 | 12,793.70 | 12,793.70 | 12,746.10 |
| S1 | 12,414.90 | 12,414.90 | 12,553.00 | 12,319.80 |
| S2 | 12,224.60 | 12,224.60 | 12,500.80 | |
| S3 | 11,655.60 | 11,845.90 | 12,448.70 | |
| S4 | 11,086.60 | 11,276.80 | 12,292.20 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 13,245.00 |
| 2.618 | 12,994.90 |
| 1.618 | 12,841.60 |
| 1.000 | 12,746.90 |
| 0.618 | 12,688.40 |
| HIGH | 12,593.60 |
| 0.618 | 12,535.10 |
| 0.500 | 12,517.00 |
| 0.382 | 12,498.90 |
| LOW | 12,440.40 |
| 0.618 | 12,345.70 |
| 1.000 | 12,287.10 |
| 1.618 | 12,192.40 |
| 2.618 | 12,039.20 |
| 4.250 | 11,789.10 |
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 | 12,806.50 | -322.22 | -2.5% | Below |
| 10-Day SMA | 13,077.80 | -593.50 | -4.5% | Below |
| 20-Day SMA | 13,176.10 | -691.81 | -5.3% | Below |
| 50-Day SMA | 12,484.40 | -0.06 | -0.0% | Below |
| 100-Day SMA | 12,638.50 | -154.14 | -1.2% | Below |
| 200-Day SMA | 13,895.70 | -1,411.42 | -10.2% | Below |
Bollinger Bands (20, 2):
Upper: 13,813.00
Middle: 13,176.10
Lower: 12,539.30
Bandwidth: 9.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 13,016.00
Kijun-sen: 12,886.10
Span A: 12,951.00
Span B: 12,379.10
Chikou Span: 12,396.50
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral40.98
Neutral 30–70MACD (12, 26, 9)
Bearish Cross53.78
Signal: 188.94 · Hist: -135.16Stochastic (14, 3)
Neutral%K: 3.43
%D: 12.59StochRSI (14)
Neutral%K: 9.60
%D: 10.52ADX (14) & Trend
Weakening22.83
+DI: 22.24 · -DI: 31.16CCI (20)
Neutral-190.33
Range -100 to +100Williams %R (14)
Bullish-96.57
Range -100 to 0Ultimate Oscillator
Neutral32.29
Periods: 7, 14, 28ROC (12)
Bearish-6.08%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-389.95
Bull: -389.95 · Bear: -543.20High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 13,172.40 | 12,440.40 | 732.04 | 5.9% | 241.45 | 1.9% | 6% | False | True | 0 |
| 10 | 13,720.90 | 12,440.40 | 1,280.51 | 10.3% | 217.40 | 1.7% | 3% | False | True | 0 |
| 20 | 13,720.90 | 12,440.40 | 1,280.51 | 10.3% | 219.66 | 1.8% | 3% | False | True | 0 |
| 40 | 13,720.90 | 11,366.10 | 2,354.84 | 18.9% | 246.08 | 2.0% | 47% | False | False | 0 |
| 60 | 13,720.90 | 11,037.20 | 2,683.70 | 21.5% | 256.16 | 2.1% | 54% | False | False | 0 |
| 80 | 13,720.90 | 11,037.20 | 2,683.70 | 21.5% | 285.79 | 2.3% | 54% | False | False | 0 |
| 100 | 14,639.40 | 11,037.20 | 3,602.14 | 28.9% | 301.61 | 2.4% | 40% | False | False | 0 |
| 120 | 15,265.40 | 11,037.20 | 4,228.21 | 33.9% | 301.88 | 2.4% | 34% | False | False | 0 |