NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 20-Sep-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.32)
Moving Averages
Strong Sell
-1.00
Oscillators
Neutral
0.00
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.3%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 19-Sep-2022 | 20-Sep-2022 | Change | Change % | Previous Week |
| Open | 11,756.00 | 11,847.50 | 91.42 | 0.8% | 12,645.10 |
| High | 11,956.80 | 11,951.10 | -5.66 | -0.0% | 12,752.80 |
| Low | 11,756.00 | 11,761.70 | 5.66 | 0.0% | 11,710.30 |
| Close | 11,953.30 | 11,851.50 | -101.73 | -0.9% | 11,861.40 |
| Range | 200.76 | 189.44 | -11.32 | -5.6% | 1,042.57 |
| ATR(14) | 280.60 | 274.24 | -6.36 | -2.3% | 286.74 |
| Volume |
Multi-Period Performance
1-Month (21d)
-10.5%
3-Month (63d)
2.6%
6-Month (126d)
-17.6%
1-Year (252d)
-21.1%
Year-To-Date (YTD)
-28.2%
52-Week Range
52W Low: 11,037.20 (7.4%)
Position (14%)
52W High: 16,764.90 (29.3%)
Daily Pivots for day following 20-Sep-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,423.10 | 12,326.80 | 11,955.70 | |
| R3 | 12,233.70 | 12,137.30 | 11,903.60 | |
| R2 | 12,044.20 | 12,044.20 | 11,886.30 | |
| R1 | 11,947.90 | 11,947.90 | 11,868.90 | 11,996.10 |
| PP | 11,854.80 | 11,854.80 | 11,854.80 | 11,878.90 |
| S1 | 11,758.40 | 11,758.40 | 11,834.20 | 11,806.60 |
| S2 | 11,665.30 | 11,665.30 | 11,816.80 | |
| S3 | 11,475.90 | 11,569.00 | 11,799.40 | |
| S4 | 11,286.50 | 11,379.60 | 11,747.30 |
Weekly Pivots for week ending 16-Sep-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,235.90 | 14,591.20 | 12,434.80 | |
| R3 | 14,193.30 | 13,548.60 | 12,148.10 | |
| R2 | 13,150.70 | 13,150.70 | 12,052.50 | |
| R1 | 12,506.10 | 12,506.10 | 11,956.90 | 12,307.10 |
| PP | 12,108.20 | 12,108.20 | 12,108.20 | 12,008.70 |
| S1 | 11,463.50 | 11,463.50 | 11,765.80 | 11,264.50 |
| S2 | 11,065.60 | 11,065.60 | 11,670.20 | |
| S3 | 10,023.00 | 10,420.90 | 11,574.70 | |
| S4 | 8,980.45 | 9,378.34 | 11,288.00 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 12,756.20 |
| 2.618 | 12,447.10 |
| 1.618 | 12,257.60 |
| 1.000 | 12,140.60 |
| 0.618 | 12,068.20 |
| HIGH | 11,951.10 |
| 0.618 | 11,878.80 |
| 0.500 | 11,856.40 |
| 0.382 | 11,834.10 |
| LOW | 11,761.70 |
| 0.618 | 11,644.60 |
| 1.000 | 11,572.30 |
| 1.618 | 11,455.20 |
| 2.618 | 11,265.70 |
| 4.250 | 10,956.60 |
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 | 11,945.60 | -94.08 | -0.8% | Below |
| 10-Day SMA | 12,167.00 | -315.49 | -2.6% | Below |
| 20-Day SMA | 12,335.10 | -483.57 | -3.9% | Below |
| 50-Day SMA | 12,612.50 | -760.93 | -6.0% | Below |
| 100-Day SMA | 12,383.70 | -532.19 | -4.3% | Below |
| 200-Day SMA | 13,591.20 | -1,739.65 | -12.8% | Below |
Bollinger Bands (20, 2):
Upper: 13,068.70
Middle: 12,335.10
Lower: 11,601.50
Bandwidth: 11.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 12,231.50
Kijun-sen: 12,715.60
Span A: 12,473.60
Span B: 12,604.60
Chikou Span: 13,565.90
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral38.03
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-230.81
Signal: -174.37 · Hist: -56.45Stochastic (14, 3)
Neutral%K: 13.55
%D: 17.12StochRSI (14)
Neutral%K: 26.61
%D: 27.68ADX (14) & Trend
Neutral21.81
+DI: 20.33 · -DI: 34.13CCI (20)
Overbought-105.15
Range -100 to +100Williams %R (14)
Neutral-86.45
Range -100 to 0Ultimate Oscillator
Neutral43.49
Periods: 7, 14, 28ROC (12)
Bearish-3.45%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-223.95
Bull: -223.95 · Bear: -413.39High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,169.00 | 11,710.30 | 458.72 | 3.9% | 198.17 | 1.7% | 31% | False | False | 0 |
| 10 | 12,752.80 | 11,710.30 | 1,042.57 | 8.8% | 222.51 | 1.9% | 14% | False | False | 0 |
| 20 | 13,172.40 | 11,710.30 | 1,462.18 | 12.3% | 245.28 | 2.1% | 10% | False | False | 0 |
| 40 | 13,720.90 | 11,710.30 | 2,010.65 | 17.0% | 237.88 | 2.0% | 7% | False | False | 0 |
| 60 | 13,720.90 | 11,326.20 | 2,394.73 | 20.2% | 249.30 | 2.1% | 22% | False | False | 0 |
| 80 | 13,720.90 | 11,037.20 | 2,683.70 | 22.6% | 260.49 | 2.2% | 30% | False | False | 0 |
| 100 | 13,720.90 | 11,037.20 | 2,683.70 | 22.6% | 288.90 | 2.4% | 30% | False | False | 0 |
| 120 | 15,229.00 | 11,037.20 | 4,191.80 | 35.4% | 292.85 | 2.5% | 19% | False | False | 0 |