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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 28-Sep-2022 | 29-Sep-2022 | Change | Change % | Previous Week |
| Open | 11,257.60 | 11,328.40 | 70.85 | 0.6% | 11,756.00 |
| High | 11,546.90 | 11,336.60 | -210.29 | -1.8% | 12,062.50 |
| Low | 11,213.90 | 11,038.90 | -174.91 | -1.6% | 11,169.70 |
| Close | 11,493.80 | 11,164.80 | -329.05 | -2.9% | 11,311.20 |
| Range | 333.02 | 297.64 | -35.38 | -10.6% | 892.86 |
| ATR(14) | 285.96 | 298.02 | 12.07 | 4.2% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,073.00 | 11,916.50 | 11,328.50 | |
| R3 | 11,775.40 | 11,618.90 | 11,246.60 | |
| R2 | 11,477.70 | 11,477.70 | 11,219.30 | |
| R1 | 11,321.30 | 11,321.30 | 11,192.10 | 11,250.70 |
| PP | 11,180.10 | 11,180.10 | 11,180.10 | 11,144.80 |
| S1 | 11,023.60 | 11,023.60 | 11,137.50 | 10,953.00 |
| S2 | 10,882.50 | 10,882.50 | 11,110.20 | |
| S3 | 10,584.80 | 10,726.00 | 11,082.90 | |
| S4 | 10,287.20 | 10,428.30 | 11,001.10 |
Weekly Pivots for week ending 23-Sep-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 14,193.10 | 13,645.00 | 11,802.30 | |
| R3 | 13,300.20 | 12,752.10 | 11,556.80 | |
| R2 | 12,407.30 | 12,407.30 | 11,474.90 | |
| R1 | 11,859.30 | 11,859.30 | 11,393.10 | 11,686.90 |
| PP | 11,514.50 | 11,514.50 | 11,514.50 | 11,428.30 |
| S1 | 10,966.40 | 10,966.40 | 11,229.40 | 10,794.00 |
| S2 | 10,621.60 | 10,621.60 | 11,147.50 | |
| S3 | 9,728.75 | 10,073.60 | 11,065.70 | |
| S4 | 8,835.89 | 9,180.71 | 10,820.20 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 12,601.50 |
| 2.618 | 12,115.80 |
| 1.618 | 11,818.20 |
| 1.000 | 11,634.20 |
| 0.618 | 11,520.50 |
| HIGH | 11,336.60 |
| 0.618 | 11,222.90 |
| 0.500 | 11,187.80 |
| 0.382 | 11,152.60 |
| LOW | 11,038.90 |
| 0.618 | 10,855.00 |
| 1.000 | 10,741.30 |
| 1.618 | 10,557.40 |
| 2.618 | 10,259.70 |
| 4.250 | 9,773.97 |
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 | 11,299.10 | -134.36 | -1.2% | Below |
| 10-Day SMA | 11,530.10 | -365.35 | -3.2% | Below |
| 20-Day SMA | 11,884.50 | -719.71 | -6.1% | Below |
| 50-Day SMA | 12,529.30 | -1,364.55 | -10.9% | Below |
| 100-Day SMA | 12,264.50 | -1,099.74 | -9.0% | Below |
| 200-Day SMA | 13,425.20 | -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)
Neutral31.94
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-361.95
Signal: -302.60 · Hist: -59.36Stochastic (14, 3)
Neutral%K: 7.34
%D: 11.42StochRSI (14)
Bullish%K: 15.28
%D: 9.27ADX (14) & Trend
Neutral28.86
+DI: 13.49 · -DI: 34.14CCI (20)
Neutral-135.15
Range -100 to +100Williams %R (14)
Neutral-92.66
Range -100 to 0Ultimate Oscillator
Neutral33.46
Periods: 7, 14, 28ROC (12)
Bullish-7.22%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-291.53
Bull: -291.53 · Bear: -589.17High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,546.90 | 11,038.90 | 507.93 | 4.5% | 285.62 | 2.6% | 25% | False | True | 0 |
| 10 | 12,062.50 | 11,038.90 | 1,023.58 | 9.2% | 257.70 | 2.3% | 12% | False | True | 0 |
| 20 | 12,752.80 | 11,038.90 | 1,713.89 | 15.4% | 257.78 | 2.3% | 7% | False | True | 0 |
| 40 | 13,720.90 | 11,038.90 | 2,681.97 | 24.0% | 238.53 | 2.1% | 5% | False | True | 0 |
| 60 | 13,720.90 | 11,038.90 | 2,681.97 | 24.0% | 248.94 | 2.2% | 5% | False | True | 0 |
| 80 | 13,720.90 | 11,037.20 | 2,683.70 | 24.0% | 257.53 | 2.3% | 5% | False | False | 0 |
| 100 | 13,720.90 | 11,037.20 | 2,683.70 | 24.0% | 275.54 | 2.5% | 5% | False | False | 0 |
| 120 | 14,490.20 | 11,037.20 | 3,452.98 | 30.9% | 294.42 | 2.6% | 4% | False | False | 0 |