NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 25-Nov-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Buy
+0.33
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 2.2%
20-Day Historical Volatility: 0.4%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 23-Nov-2022 | 25-Nov-2022 | Change | Change % | Previous Week |
| Open | 11,725.10 | 11,777.30 | 52.25 | 0.4% | 11,637.80 |
| High | 11,866.40 | 11,803.90 | -62.51 | -0.5% | 11,866.40 |
| Low | 11,722.00 | 11,748.80 | 26.78 | 0.2% | 11,503.30 |
| Close | 11,838.70 | 11,756.00 | -82.69 | -0.7% | 11,756.00 |
| Range | 144.41 | 55.12 | -89.29 | -61.8% | 363.08 |
| ATR(14) | 276.56 | 263.23 | -13.33 | -4.8% | 263.23 |
| Volume |
Multi-Period Performance
1-Month (21d)
3.1%
3-Month (63d)
-6.7%
6-Month (126d)
-4.2%
1-Year (252d)
-28.2%
Year-To-Date (YTD)
-28.8%
52-Week Range
52W Low: 10,444.80 (12.6%)
Position (21%)
52W High: 16,607.20 (29.2%)
Daily Pivots for day following 25-Nov-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,934.90 | 11,900.60 | 11,786.30 | |
| R3 | 11,879.80 | 11,845.50 | 11,771.20 | |
| R2 | 11,824.70 | 11,824.70 | 11,766.10 | |
| R1 | 11,790.40 | 11,790.40 | 11,761.10 | 11,780.00 |
| PP | 11,769.60 | 11,769.60 | 11,769.60 | 11,764.40 |
| S1 | 11,735.20 | 11,735.20 | 11,751.00 | 11,724.90 |
| S2 | 11,714.50 | 11,714.50 | 11,745.90 | |
| S3 | 11,659.30 | 11,680.10 | 11,740.90 | |
| S4 | 11,604.20 | 11,625.00 | 11,725.70 |
Weekly Pivots for week ending 25-Nov-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,797.80 | 12,640.00 | 11,955.70 | |
| R3 | 12,434.80 | 12,276.90 | 11,855.90 | |
| R2 | 12,071.70 | 12,071.70 | 11,822.60 | |
| R1 | 11,913.90 | 11,913.90 | 11,789.30 | 11,992.80 |
| PP | 11,708.60 | 11,708.60 | 11,708.60 | 11,748.10 |
| S1 | 11,550.80 | 11,550.80 | 11,722.70 | 11,629.70 |
| S2 | 11,345.50 | 11,345.50 | 11,689.50 | |
| S3 | 10,982.40 | 11,187.70 | 11,656.20 | |
| S4 | 10,619.40 | 10,824.60 | 11,556.30 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 12,038.20 |
| 2.618 | 11,948.20 |
| 1.618 | 11,893.10 |
| 1.000 | 11,859.00 |
| 0.618 | 11,838.00 |
| HIGH | 11,803.90 |
| 0.618 | 11,782.90 |
| 0.500 | 11,776.40 |
| 0.382 | 11,769.80 |
| LOW | 11,748.80 |
| 0.618 | 11,714.70 |
| 1.000 | 11,693.70 |
| 1.618 | 11,659.60 |
| 2.618 | 11,604.50 |
| 4.250 | 11,514.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 15,152.90 |
| 38.2% | 14,253.10 |
| 50.0% | 13,526.00 |
| 61.8% | 12,798.80 |
| 78.6% | 11,763.50 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 11,710.00 | 46.02 | 0.4% | Above |
| 10-Day SMA | 11,731.50 | 24.52 | 0.2% | Above |
| 20-Day SMA | 11,422.50 | 333.54 | 2.9% | Above |
| 50-Day SMA | 11,344.60 | 411.41 | 3.6% | Above |
| 100-Day SMA | 11,982.80 | -226.80 | -1.9% | Below |
| 200-Day SMA | 12,594.10 | -838.05 | -6.7% | Below |
Bollinger Bands (20, 2):
Upper: 12,189.70
Middle: 11,422.50
Lower: 10,655.30
Bandwidth: 13.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 11,764.00
Kijun-sen: 11,328.50
Span A: 11,546.20
Span B: 11,306.90
Chikou Span: 11,103.40
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral55.87
Neutral 30–70MACD (12, 26, 9)
Bullish Cross122.75
Signal: 72.20 · Hist: 50.55Stochastic (14, 3)
Neutral%K: 78.24
%D: 81.12StochRSI (14)
Neutral%K: 86.10
%D: 82.15ADX (14) & Trend
Strong Trend21.81
+DI: 30.06 · -DI: 18.49CCI (20)
Neutral75.28
Range -100 to +100Williams %R (14)
Neutral-21.76
Range -100 to 0Ultimate Oscillator
Neutral55.45
Periods: 7, 14, 28ROC (12)
Bearish6.30%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control201.30
Bull: 201.30 · Bear: 146.18High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,866.40 | 11,503.30 | 363.08 | 3.1% | 155.99 | 1.3% | 70% | False | False | 0 |
| 10 | 12,024.60 | 11,503.30 | 521.28 | 4.4% | 190.00 | 1.6% | 48% | False | False | 0 |
| 20 | 12,024.60 | 10,632.40 | 1,392.23 | 11.8% | 238.43 | 2.0% | 81% | False | False | 0 |
| 40 | 12,024.60 | 10,444.80 | 1,579.84 | 13.4% | 261.58 | 2.2% | 83% | False | False | 0 |
| 60 | 12,752.80 | 10,444.80 | 2,308.05 | 19.6% | 260.31 | 2.2% | 57% | False | False | 0 |
| 80 | 13,720.90 | 10,444.80 | 3,276.13 | 27.9% | 250.05 | 2.1% | 40% | False | False | 0 |
| 100 | 13,720.90 | 10,444.80 | 3,276.13 | 27.9% | 254.00 | 2.2% | 40% | False | False | 0 |
| 120 | 13,720.90 | 10,444.80 | 3,276.13 | 27.9% | 258.88 | 2.2% | 40% | False | False | 0 |