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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 02-Nov-2022 | 03-Nov-2022 | Change | Change % | Previous Week |
| Open | 11,297.10 | 10,770.20 | -526.89 | -4.7% | 11,321.30 |
| High | 11,405.30 | 10,852.20 | -553.16 | -4.9% | 11,681.90 |
| Low | 10,903.50 | 10,681.90 | -221.59 | -2.0% | 11,167.30 |
| Close | 10,906.30 | 10,690.60 | -215.74 | -2.0% | 11,546.20 |
| Range | 501.86 | 170.29 | -331.57 | -66.1% | 514.58 |
| ATR(14) | 321.03 | 314.13 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,252.40 | 11,141.80 | 10,784.30 | |
| R3 | 11,082.10 | 10,971.50 | 10,737.40 | |
| R2 | 10,911.80 | 10,911.80 | 10,721.80 | |
| R1 | 10,801.20 | 10,801.20 | 10,706.20 | 10,771.40 |
| PP | 10,741.60 | 10,741.60 | 10,741.60 | 10,726.60 |
| S1 | 10,630.90 | 10,630.90 | 10,675.00 | 10,601.10 |
| S2 | 10,571.30 | 10,571.30 | 10,659.40 | |
| S3 | 10,401.00 | 10,460.60 | 10,643.80 | |
| S4 | 10,230.70 | 10,290.40 | 10,596.90 |
Weekly Pivots for week ending 28-Oct-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,008.90 | 12,792.10 | 11,829.20 | |
| R3 | 12,494.30 | 12,277.50 | 11,687.70 | |
| R2 | 11,979.70 | 11,979.70 | 11,640.50 | |
| R1 | 11,763.00 | 11,763.00 | 11,593.40 | 11,871.30 |
| PP | 11,465.10 | 11,465.10 | 11,465.10 | 11,519.30 |
| S1 | 11,248.40 | 11,248.40 | 11,499.00 | 11,356.70 |
| S2 | 10,950.50 | 10,950.50 | 11,451.90 | |
| S3 | 10,436.00 | 10,733.80 | 11,404.70 | |
| S4 | 9,921.37 | 10,219.20 | 11,263.20 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 11,575.90 |
| 2.618 | 11,298.00 |
| 1.618 | 11,127.70 |
| 1.000 | 11,022.50 |
| 0.618 | 10,957.40 |
| HIGH | 10,852.20 |
| 0.618 | 10,787.10 |
| 0.500 | 10,767.00 |
| 0.382 | 10,746.90 |
| LOW | 10,681.90 |
| 0.618 | 10,576.70 |
| 1.000 | 10,511.60 |
| 1.618 | 10,406.40 |
| 2.618 | 10,236.10 |
| 4.250 | 9,958.16 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 11,167.50 | -476.93 | -4.3% | Below |
| 10-Day SMA | 11,284.60 | -593.98 | -5.3% | Below |
| 20-Day SMA | 11,123.80 | -433.16 | -3.9% | Below |
| 50-Day SMA | 11,597.10 | -906.50 | -7.8% | Below |
| 100-Day SMA | 11,998.70 | -1,308.14 | -10.9% | Below |
| 200-Day SMA | 12,827.20 | -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)
Neutral38.52
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-124.26
Signal: -120.19 · Hist: -4.08Stochastic (14, 3)
Neutral%K: 0.87
%D: 30.55StochRSI (14)
Neutral%K: 32.61
%D: 55.35ADX (14) & Trend
Neutral25.27
+DI: 16.63 · -DI: 30.62CCI (20)
Neutral-127.90
Range -100 to +100Williams %R (14)
Neutral-99.13
Range -100 to 0Ultimate Oscillator
Neutral32.58
Periods: 7, 14, 28ROC (12)
Bearish-4.10%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-320.55
Bull: -320.55 · Bear: -490.84High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,574.40 | 10,681.90 | 892.50 | 8.3% | 299.18 | 2.8% | 1% | False | True | 0 |
| 10 | 11,681.90 | 10,681.90 | 999.96 | 9.4% | 286.38 | 2.7% | 1% | False | True | 0 |
| 20 | 11,681.90 | 10,444.80 | 1,237.07 | 11.6% | 294.12 | 2.8% | 20% | False | False | 0 |
| 40 | 12,752.80 | 10,444.80 | 2,308.05 | 21.6% | 272.86 | 2.6% | 11% | False | False | 0 |
| 60 | 13,720.90 | 10,444.80 | 3,276.13 | 30.6% | 262.55 | 2.5% | 8% | False | False | 0 |
| 80 | 13,720.90 | 10,444.80 | 3,276.13 | 30.6% | 260.60 | 2.4% | 8% | False | False | 0 |
| 100 | 13,720.90 | 10,444.80 | 3,276.13 | 30.6% | 263.09 | 2.5% | 8% | False | False | 0 |
| 120 | 13,720.90 | 10,444.80 | 3,276.13 | 30.6% | 272.09 | 2.5% | 8% | False | False | 0 |