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)

PreviousCurrent
Metric23-Nov-202225-Nov-2022ChangeChange %Previous Week
Open11,725.1011,777.3052.250.4%11,637.80
High11,866.4011,803.90-62.51-0.5%11,866.40
Low11,722.0011,748.8026.780.2%11,503.30
Close11,838.7011,756.00-82.69-0.7%11,756.00
Range144.4155.12-89.29-61.8%363.08
ATR(14)276.56263.23-13.33-4.8%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

LevelClassicWoodieCamarillaDeMark
R411,934.9011,900.6011,786.30
R311,879.8011,845.5011,771.20
R211,824.7011,824.7011,766.10
R111,790.4011,790.4011,761.1011,780.00
PP11,769.6011,769.6011,769.6011,764.40
S111,735.2011,735.2011,751.0011,724.90
S211,714.5011,714.5011,745.90
S311,659.3011,680.1011,740.90
S411,604.2011,625.0011,725.70

Weekly Pivots for week ending 25-Nov-2022

LevelClassicWoodieCamarillaDeMark
R412,797.8012,640.0011,955.70
R312,434.8012,276.9011,855.90
R212,071.7012,071.7011,822.60
R111,913.9011,913.9011,789.3011,992.80
PP11,708.6011,708.6011,708.6011,748.10
S111,550.8011,550.8011,722.7011,629.70
S211,345.5011,345.5011,689.50
S310,982.4011,187.7011,656.20
S410,619.4010,824.6011,556.30

Fisher Pivots for day following 25-Nov-2022

Pivot1 Day3 Day
R111,776.4011,732.30
PP11,769.6011,708.60
S111,762.8011,684.90

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,038.20
2.61811,948.20
1.61811,893.10
1.00011,859.00
0.61811,838.00
HIGH11,803.90
0.61811,782.90
0.50011,776.40
0.38211,769.80
LOW11,748.80
0.61811,714.70
1.00011,693.70
1.61811,659.60
2.61811,604.50
4.25011,514.50

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA11,710.0046.020.4%Above
10-Day SMA11,731.5024.520.2%Above
20-Day SMA11,422.50333.542.9%Above
50-Day SMA11,344.60411.413.6%Above
100-Day SMA11,982.80-226.80-1.9%Below
200-Day SMA12,594.10-838.05-6.7%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)

Neutral
55.87
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
122.75
Signal: 72.20 · Hist: 50.55

Stochastic (14, 3)

Neutral
%K: 78.24
%D: 81.12

StochRSI (14)

Neutral
%K: 86.10
%D: 82.15

ADX (14) & Trend

Strong Trend
21.81
+DI: 30.06 · -DI: 18.49

CCI (20)

Neutral
75.28
Range -100 to +100

Williams %R (14)

Neutral
-21.76
Range -100 to 0

Ultimate Oscillator

Neutral
55.45
Periods: 7, 14, 28

ROC (12)

Bearish
6.30%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
201.30
Bull: 201.30 · Bear: 146.18

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDTrue
ODFalse
IDnr4True
2BNRTrue
3BNRFalse
4BNRFalse
8BNRTrue
Bear HookFalse
Bull HookFalse
Stretch31.86
Narrowest range in 260 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
511,866.4011,503.30363.083.1%155.991.3%70%FalseFalse0
1012,024.6011,503.30521.284.4%190.001.6%48%FalseFalse0
2012,024.6010,632.401,392.2311.8%238.432.0%81%FalseFalse0
4012,024.6010,444.801,579.8413.4%261.582.2%83%FalseFalse0
6012,752.8010,444.802,308.0519.6%260.312.2%57%FalseFalse0
8013,720.9010,444.803,276.1327.9%250.052.1%40%FalseFalse0
10013,720.9010,444.803,276.1327.9%254.002.2%40%FalseFalse0
12013,720.9010,444.803,276.1327.9%258.882.2%40%FalseFalse0