NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 03-Nov-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.47)
Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.9%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric02-Nov-202203-Nov-2022ChangeChange %Previous Week
Open11,297.1010,770.20-526.89-4.7%11,321.30
High11,405.3010,852.20-553.16-4.9%11,681.90
Low10,903.5010,681.90-221.59-2.0%11,167.30
Close10,906.3010,690.60-215.74-2.0%11,546.20
Range501.86170.29-331.57-66.1%514.58
ATR(14)321.03314.13-6.90-2.1%315.12
Volume

Multi-Period Performance

1-Month (21d)

-7.6%

3-Month (63d)

-19.1%

6-Month (126d)

-16.8%

1-Year (252d)

-33.8%

Year-To-Date (YTD)

-35.2%

52-Week Range

52W Low: 10,444.80 (2.4%)

Position (4%)

52W High: 16,764.90 (36.2%)

Daily Pivots for day following 03-Nov-2022

LevelClassicWoodieCamarillaDeMark
R411,252.4011,141.8010,784.30
R311,082.1010,971.5010,737.40
R210,911.8010,911.8010,721.80
R110,801.2010,801.2010,706.2010,771.40
PP10,741.6010,741.6010,741.6010,726.60
S110,630.9010,630.9010,675.0010,601.10
S210,571.3010,571.3010,659.40
S310,401.0010,460.6010,643.80
S410,230.7010,290.4010,596.90

Weekly Pivots for week ending 28-Oct-2022

LevelClassicWoodieCamarillaDeMark
R413,008.9012,792.1011,829.20
R312,494.3012,277.5011,687.70
R211,979.7011,979.7011,640.50
R111,763.0011,763.0011,593.4011,871.30
PP11,465.1011,465.1011,465.1011,519.30
S111,248.4011,248.4011,499.0011,356.70
S210,950.5010,950.5011,451.90
S310,436.0010,733.8011,404.70
S49,921.3710,219.2011,263.20

Fisher Pivots for day following 03-Nov-2022

Pivot1 Day3 Day
R110,767.0011,128.10
PP10,741.6010,982.30
S110,716.1010,836.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25011,575.90
2.61811,298.00
1.61811,127.70
1.00011,022.50
0.61810,957.40
HIGH10,852.20
0.61810,787.10
0.50010,767.00
0.38210,746.90
LOW10,681.90
0.61810,576.70
1.00010,511.60
1.61810,406.40
2.61810,236.10
4.2509,958.16

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%15,273.30
38.2%14,350.60
50.0%13,604.80
61.8%12,859.10
78.6%11,797.30

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA11,167.50-476.93-4.3%Below
10-Day SMA11,284.60-593.98-5.3%Below
20-Day SMA11,123.80-433.16-3.9%Below
50-Day SMA11,597.10-906.50-7.8%Below
100-Day SMA11,998.70-1,308.14-10.9%Below
200-Day SMA12,827.20-2,136.59-16.7%Below

Bollinger Bands (20, 2):

Upper: 11,672.80

Middle: 11,123.80

Lower: 10,574.70

Bandwidth: 9.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 11,181.90

Kijun-sen: 11,063.30

Span A: 11,122.60

Span B: 11,808.60

Chikou Span: 11,493.80

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
38.52
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-124.26
Signal: -120.19 · Hist: -4.08

Stochastic (14, 3)

Neutral
%K: 0.87
%D: 30.55

StochRSI (14)

Neutral
%K: 32.61
%D: 55.35

ADX (14) & Trend

Neutral
25.27
+DI: 16.63 · -DI: 30.62

CCI (20)

Neutral
-127.90
Range -100 to +100

Williams %R (14)

Neutral
-99.13
Range -100 to 0

Ultimate Oscillator

Neutral
32.58
Periods: 7, 14, 28

ROC (12)

Bearish
-4.10%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-320.55
Bull: -320.55 · Bear: -490.84

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch44.24
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
511,574.4010,681.90892.508.3%299.182.8%1%FalseTrue0
1011,681.9010,681.90999.969.4%286.382.7%1%FalseTrue0
2011,681.9010,444.801,237.0711.6%294.122.8%20%FalseFalse0
4012,752.8010,444.802,308.0521.6%272.862.6%11%FalseFalse0
6013,720.9010,444.803,276.1330.6%262.552.5%8%FalseFalse0
8013,720.9010,444.803,276.1330.6%260.602.4%8%FalseFalse0
10013,720.9010,444.803,276.1330.6%263.092.5%8%FalseFalse0
12013,720.9010,444.803,276.1330.6%272.092.5%8%FalseFalse0