NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 28-Dec-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.42)
Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.4%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric27-Dec-202228-Dec-2022ChangeChange %Previous Week
Open10,944.3010,796.90-147.38-1.3%11,247.50
High10,945.3010,898.60-46.69-0.4%11,285.80
Low10,807.6010,671.20-136.42-1.3%10,784.00
Close10,822.5010,679.30-143.17-1.3%10,985.50
Range137.72227.4589.7365.2%501.75
ATR(14)256.96254.86-2.11-0.8%263.05
Volume

Multi-Period Performance

1-Month (21d)

-7.8%

3-Month (63d)

-7.1%

6-Month (126d)

-8.4%

1-Year (252d)

-35.2%

Year-To-Date (YTD)

-35.3%

52-Week Range

52W Low: 10,444.80 (2.2%)

Position (4%)

52W High: 16,569.60 (35.5%)

Daily Pivots for day following 28-Dec-2022

LevelClassicWoodieCamarillaDeMark
R411,432.1011,283.2010,804.40
R311,204.6011,055.7010,741.90
R210,977.2010,977.2010,721.00
R110,828.3010,828.3010,700.2010,789.00
PP10,749.7010,749.7010,749.7010,730.10
S110,600.8010,600.8010,658.5010,561.50
S210,522.3010,522.3010,637.60
S310,294.8010,373.4010,616.80
S410,067.4010,145.9010,554.20

Weekly Pivots for week ending 23-Dec-2022

LevelClassicWoodieCamarillaDeMark
R412,523.7012,256.3011,261.40
R312,021.9011,754.6011,123.40
R211,520.2011,520.2011,077.40
R111,252.8011,252.8011,031.4011,135.60
PP11,018.4011,018.4011,018.4010,959.80
S110,751.1010,751.1010,939.5010,633.90
S210,516.7010,516.7010,893.50
S310,014.9010,249.3010,847.50
S49,513.169,747.5610,709.50

Fisher Pivots for day following 28-Dec-2022

Pivot1 Day3 Day
R110,784.9010,839.10
PP10,749.7010,785.90
S110,714.5010,732.60

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25011,865.30
2.61811,494.10
1.61811,266.70
1.00011,126.10
0.61811,039.20
HIGH10,898.60
0.61810,811.80
0.50010,784.90
0.38210,758.10
LOW10,671.20
0.61810,530.60
1.00010,443.70
1.61810,303.20
2.61810,075.70
4.2509,704.53

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%15,124.20
38.2%14,229.90
50.0%13,507.20
61.8%12,784.50
78.6%11,755.50

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA10,935.90-256.52-2.3%Below
10-Day SMA11,116.60-437.28-3.9%Below
20-Day SMA11,440.40-761.05-6.7%Below
50-Day SMA11,413.10-733.75-6.4%Below
100-Day SMA11,769.80-1,090.48-9.3%Below
200-Day SMA12,319.50-1,640.20-13.3%Below

Bollinger Bands (20, 2):

Upper: 12,249.80

Middle: 11,440.40

Lower: 10,631.00

Bandwidth: 14.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 11,130.80

Kijun-sen: 11,416.20

Span A: 11,273.50

Span B: 11,396.80

Chikou Span: 11,677.00

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
33.62
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-192.22
Signal: -95.10 · Hist: -97.12

Stochastic (14, 3)

Neutral
%K: 0.55
%D: 5.99

StochRSI (14)

Neutral
%K: 1.66
%D: 4.23

ADX (14) & Trend

Neutral
15.32
+DI: 20.00 · -DI: 33.89

CCI (20)

Overbought
-135.10
Range -100 to +100

Williams %R (14)

Neutral
-99.45
Range -100 to 0

Ultimate Oscillator

Neutral
41.03
Periods: 7, 14, 28

ROC (12)

Bearish
-7.64%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-257.60
Bull: -257.60 · Bear: -485.05

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch48.17
Widest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
511,285.8010,671.20614.585.8%213.932.0%1%FalseTrue0
1011,941.3010,671.201,270.0911.9%227.212.1%1%FalseTrue0
2012,161.3010,671.201,490.0814.0%242.672.3%1%FalseTrue0
4012,161.3010,632.401,528.8814.3%236.672.2%3%FalseFalse0
6012,161.3010,444.801,716.4916.1%250.822.3%14%FalseFalse0
8012,752.8010,444.802,308.0521.6%251.952.4%10%FalseFalse0
10013,720.9010,444.803,276.1330.7%248.582.3%7%FalseFalse0
12013,720.9010,444.803,276.1330.7%251.352.4%7%FalseFalse0