NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 05-Dec-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)
Moving Averages

Neutral

0.00

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.2%
20-Day Historical Volatility: 0.4%

Day Change Summary (OHLC)

PreviousCurrent
Metric02-Dec-202205-Dec-2022ChangeChange %Previous Week
Open11,846.3011,905.5059.190.5%11,684.10
High12,027.6011,957.40-70.26-0.6%12,115.30
Low11,825.5011,732.10-93.38-0.8%11,450.30
Close11,994.3011,786.80-207.46-1.7%11,994.30
Range202.09225.2123.1211.4%665.00
ATR(14)263.77263.65-0.12-0.0%263.77
Volume

Multi-Period Performance

1-Month (21d)

10.3%

3-Month (63d)

-1.9%

6-Month (126d)

-6.5%

1-Year (252d)

-25.0%

Year-To-Date (YTD)

-28.6%

52-Week Range

52W Low: 10,444.80 (12.8%)

Position (22%)

52W High: 16,607.20 (29.0%)

Daily Pivots for day following 05-Dec-2022

LevelClassicWoodieCamarillaDeMark
R412,501.1012,369.1011,910.70
R312,275.9012,143.9011,848.70
R212,050.6012,050.6011,828.10
R111,918.7011,918.7011,807.4011,872.10
PP11,825.4011,825.4011,825.4011,802.10
S111,693.5011,693.5011,766.2011,646.90
S211,600.2011,600.2011,745.50
S311,375.0011,468.3011,724.90
S411,149.8011,243.1011,662.90

Weekly Pivots for week ending 02-Dec-2022

LevelClassicWoodieCamarillaDeMark
R413,848.3013,586.3012,360.00
R313,183.3012,921.3012,177.10
R212,518.3012,518.3012,116.20
R112,256.3012,256.3012,055.2012,387.30
PP11,853.3011,853.3011,853.3011,918.80
S111,591.3011,591.3011,933.3011,722.30
S211,188.3011,188.3011,872.30
S310,523.3010,926.3011,811.40
S49,858.3110,261.3011,628.50

Fisher Pivots for day following 05-Dec-2022

Pivot1 Day3 Day
R111,844.8011,923.70
PP11,825.4011,878.10
S111,806.1011,832.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,914.50
2.61812,547.00
1.61812,321.70
1.00012,182.60
0.61812,096.50
HIGH11,957.40
0.61811,871.30
0.50011,844.80
0.38211,818.20
LOW11,732.10
0.61811,593.00
1.00011,506.90
1.61811,367.80
2.61811,142.60
4.25010,775.00

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 SMA11,871.30-84.49-0.7%Below
10-Day SMA11,781.705.080.0%Above
20-Day SMA11,635.00151.831.3%Above
50-Day SMA11,361.20425.643.7%Above
100-Day SMA11,978.90-192.10-1.6%Below
200-Day SMA12,515.70-728.88-5.8%Below

Bollinger Bands (20, 2):

Upper: 12,287.90

Middle: 11,635.00

Lower: 10,982.10

Bandwidth: 11.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 11,782.80

Kijun-sen: 11,373.90

Span A: 11,578.40

Span B: 11,280.10

Chikou Span: 11,191.60

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
53.80
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
144.74
Signal: 118.38 · Hist: 26.36

Stochastic (14, 3)

Neutral
%K: 50.60
%D: 73.78

StochRSI (14)

Neutral
%K: 75.04
%D: 84.51

ADX (14) & Trend

Neutral
20.08
+DI: 30.27 · -DI: 22.69

CCI (20)

Neutral
60.93
Range -100 to +100

Williams %R (14)

Neutral
-49.40
Range -100 to 0

Ultimate Oscillator

Neutral
56.99
Periods: 7, 14, 28

ROC (12)

Bearish
0.75%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
204.55
Bull: 204.55 · Bear: -20.66

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch43.84
Widest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,115.3011,450.30665.005.6%265.032.2%51%FalseFalse0
1012,115.3011,450.30665.005.6%210.311.8%51%FalseFalse0
2012,115.3010,790.401,324.9911.2%225.261.9%75%FalseFalse0
4012,115.3010,444.801,670.5614.2%259.752.2%80%FalseFalse0
6012,752.8010,444.802,308.0519.6%259.012.2%58%FalseFalse0
8013,720.9010,444.803,276.1327.8%253.452.2%41%FalseFalse0
10013,720.9010,444.803,276.1327.8%253.432.2%41%FalseFalse0
12013,720.9010,444.803,276.1327.8%257.542.2%41%FalseFalse0