NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 29-Sep-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.32)
Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.7%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric28-Sep-202229-Sep-2022ChangeChange %Previous Week
Open11,257.6011,328.4070.850.6%11,756.00
High11,546.9011,336.60-210.29-1.8%12,062.50
Low11,213.9011,038.90-174.91-1.6%11,169.70
Close11,493.8011,164.80-329.05-2.9%11,311.20
Range333.02297.64-35.38-10.6%892.86
ATR(14)285.96298.0212.074.2%282.07
Volume

Multi-Period Performance

1-Month (21d)

-9.5%

3-Month (63d)

-2.9%

6-Month (126d)

-25.9%

1-Year (252d)

-24.3%

Year-To-Date (YTD)

-32.3%

52-Week Range

52W Low: 11,037.20 (1.2%)

Position (2%)

52W High: 16,764.90 (33.4%)

Daily Pivots for day following 29-Sep-2022

LevelClassicWoodieCamarillaDeMark
R412,073.0011,916.5011,328.50
R311,775.4011,618.9011,246.60
R211,477.7011,477.7011,219.30
R111,321.3011,321.3011,192.1011,250.70
PP11,180.1011,180.1011,180.1011,144.80
S111,023.6011,023.6011,137.5010,953.00
S210,882.5010,882.5011,110.20
S310,584.8010,726.0011,082.90
S410,287.2010,428.3011,001.10

Weekly Pivots for week ending 23-Sep-2022

LevelClassicWoodieCamarillaDeMark
R414,193.1013,645.0011,802.30
R313,300.2012,752.1011,556.80
R212,407.3012,407.3011,474.90
R111,859.3011,859.3011,393.1011,686.90
PP11,514.5011,514.5011,514.5011,428.30
S110,966.4010,966.4011,229.4010,794.00
S210,621.6010,621.6011,147.50
S39,728.7510,073.6011,065.70
S48,835.899,180.7110,820.20

Fisher Pivots for day following 29-Sep-2022

Pivot1 Day3 Day
R111,187.8011,292.90
PP11,180.1011,250.20
S111,172.4011,207.50

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,601.50
2.61812,115.80
1.61811,818.20
1.00011,634.20
0.61811,520.50
HIGH11,336.60
0.61811,222.90
0.50011,187.80
0.38211,152.60
LOW11,038.90
0.61810,855.00
1.00010,741.30
1.61810,557.40
2.61810,259.70
4.2509,773.97

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 SMA11,299.10-134.36-1.2%Below
10-Day SMA11,530.10-365.35-3.2%Below
20-Day SMA11,884.50-719.71-6.1%Below
50-Day SMA12,529.30-1,364.55-10.9%Below
100-Day SMA12,264.50-1,099.74-9.0%Below
200-Day SMA13,425.20-2,260.37-16.8%Below

Bollinger Bands (20, 2):

Upper: 12,761.40

Middle: 11,884.50

Lower: 11,007.60

Bandwidth: 14.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 11,550.70

Kijun-sen: 12,105.70

Span A: 11,828.20

Span B: 12,379.90

Chikou Span: 12,881.80

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
31.94
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-361.95
Signal: -302.60 · Hist: -59.36

Stochastic (14, 3)

Neutral
%K: 7.34
%D: 11.42

StochRSI (14)

Bullish
%K: 15.28
%D: 9.27

ADX (14) & Trend

Neutral
28.86
+DI: 13.49 · -DI: 34.14

CCI (20)

Neutral
-135.15
Range -100 to +100

Williams %R (14)

Neutral
-92.66
Range -100 to 0

Ultimate Oscillator

Neutral
33.46
Periods: 7, 14, 28

ROC (12)

Bullish
-7.22%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-291.53
Bull: -291.53 · Bear: -589.17

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch56.18
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
511,546.9011,038.90507.934.5%285.622.6%25%FalseTrue0
1012,062.5011,038.901,023.589.2%257.702.3%12%FalseTrue0
2012,752.8011,038.901,713.8915.4%257.782.3%7%FalseTrue0
4013,720.9011,038.902,681.9724.0%238.532.1%5%FalseTrue0
6013,720.9011,038.902,681.9724.0%248.942.2%5%FalseTrue0
8013,720.9011,037.202,683.7024.0%257.532.3%5%FalseFalse0
10013,720.9011,037.202,683.7024.0%275.542.5%5%FalseFalse0
12014,490.2011,037.203,452.9830.9%294.422.6%4%FalseFalse0