NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 07-Dec-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.32)
Moving Averages

Strong Sell

-0.67

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

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

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Dec-202207-Dec-2022ChangeChange %Previous Week
Open11,787.1011,499.90-287.23-2.4%11,684.10
High11,790.9011,577.70-213.24-1.8%12,115.30
Low11,488.6011,432.00-56.64-0.5%11,450.30
Close11,549.7011,497.40-52.30-0.5%11,994.30
Range302.33145.73-156.60-51.8%665.00
ATR(14)266.41257.79-8.62-3.2%263.77
Volume

Multi-Period Performance

1-Month (21d)

4.7%

3-Month (63d)

-6.7%

6-Month (126d)

-8.9%

1-Year (252d)

-29.6%

Year-To-Date (YTD)

-30.3%

52-Week Range

52W Low: 10,444.80 (10.1%)

Position (17%)

52W High: 16,607.20 (30.8%)

Daily Pivots for day following 07-Dec-2022

LevelClassicWoodieCamarillaDeMark
R411,939.5011,864.2011,577.50
R311,793.8011,718.5011,537.50
R211,648.1011,648.1011,524.10
R111,572.7011,572.7011,510.7011,537.50
PP11,502.3011,502.3011,502.3011,484.80
S111,427.0011,427.0011,484.0011,391.80
S211,356.6011,356.6011,470.70
S311,210.9011,281.3011,457.30
S411,065.2011,135.5011,417.20

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 07-Dec-2022

Pivot1 Day3 Day
R111,504.8011,694.70
PP11,502.3011,628.90
S111,499.9011,563.10

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,197.00
2.61811,959.20
1.61811,813.50
1.00011,723.40
0.61811,667.80
HIGH11,577.70
0.61811,522.00
0.50011,504.80
0.38211,487.60
LOW11,432.00
0.61811,341.90
1.00011,286.20
1.61811,196.20
2.61811,050.40
4.25010,812.60

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 SMA11,774.00-276.62-2.3%Below
10-Day SMA11,758.60-261.21-2.2%Below
20-Day SMA11,685.50-188.11-1.6%Below
50-Day SMA11,371.60125.801.1%Above
100-Day SMA11,970.80-473.37-4.0%Below
200-Day SMA12,491.50-994.13-8.0%Below

Bollinger Bands (20, 2):

Upper: 12,203.60

Middle: 11,685.50

Lower: 11,167.30

Bandwidth: 8.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 11,773.60

Kijun-sen: 11,373.90

Span A: 11,573.80

Span B: 11,280.10

Chikou Span: 11,405.60

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
47.56
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
89.22
Signal: 112.28 · Hist: -23.06

Stochastic (14, 3)

Neutral
%K: 9.57
%D: 25.04

StochRSI (14)

Neutral
%K: 12.39
%D: 43.04

ADX (14) & Trend

Neutral
17.52
+DI: 26.69 · -DI: 27.84

CCI (20)

Neutral
-73.23
Range -100 to +100

Williams %R (14)

Neutral
-90.43
Range -100 to 0

Ultimate Oscillator

Neutral
56.99
Periods: 7, 14, 28

ROC (12)

Bearish
-1.54%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-113.76
Bull: -113.76 · Bear: -259.49

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch39.55
Narrowest range in 8 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,115.3011,432.00683.385.9%212.411.8%10%FalseTrue0
1012,115.3011,432.00683.385.9%218.231.9%10%FalseTrue0
2012,115.3010,790.401,324.9911.5%223.811.9%53%FalseFalse0
4012,115.3010,444.801,670.5614.5%258.342.2%63%FalseFalse0
6012,169.0010,444.801,724.2015.0%257.672.2%61%FalseFalse0
8013,720.9010,444.803,276.1328.5%254.272.2%32%FalseFalse0
10013,720.9010,444.803,276.1328.5%253.122.2%32%FalseFalse0
12013,720.9010,444.803,276.1328.5%255.652.2%32%FalseFalse0