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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 27-Dec-2022 | 28-Dec-2022 | Change | Change % | Previous Week |
| Open | 10,944.30 | 10,796.90 | -147.38 | -1.3% | 11,247.50 |
| High | 10,945.30 | 10,898.60 | -46.69 | -0.4% | 11,285.80 |
| Low | 10,807.60 | 10,671.20 | -136.42 | -1.3% | 10,784.00 |
| Close | 10,822.50 | 10,679.30 | -143.17 | -1.3% | 10,985.50 |
| Range | 137.72 | 227.45 | 89.73 | 65.2% | 501.75 |
| ATR(14) | 256.96 | 254.86 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,432.10 | 11,283.20 | 10,804.40 | |
| R3 | 11,204.60 | 11,055.70 | 10,741.90 | |
| R2 | 10,977.20 | 10,977.20 | 10,721.00 | |
| R1 | 10,828.30 | 10,828.30 | 10,700.20 | 10,789.00 |
| PP | 10,749.70 | 10,749.70 | 10,749.70 | 10,730.10 |
| S1 | 10,600.80 | 10,600.80 | 10,658.50 | 10,561.50 |
| S2 | 10,522.30 | 10,522.30 | 10,637.60 | |
| S3 | 10,294.80 | 10,373.40 | 10,616.80 | |
| S4 | 10,067.40 | 10,145.90 | 10,554.20 |
Weekly Pivots for week ending 23-Dec-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,523.70 | 12,256.30 | 11,261.40 | |
| R3 | 12,021.90 | 11,754.60 | 11,123.40 | |
| R2 | 11,520.20 | 11,520.20 | 11,077.40 | |
| R1 | 11,252.80 | 11,252.80 | 11,031.40 | 11,135.60 |
| PP | 11,018.40 | 11,018.40 | 11,018.40 | 10,959.80 |
| S1 | 10,751.10 | 10,751.10 | 10,939.50 | 10,633.90 |
| S2 | 10,516.70 | 10,516.70 | 10,893.50 | |
| S3 | 10,014.90 | 10,249.30 | 10,847.50 | |
| S4 | 9,513.16 | 9,747.56 | 10,709.50 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 11,865.30 |
| 2.618 | 11,494.10 |
| 1.618 | 11,266.70 |
| 1.000 | 11,126.10 |
| 0.618 | 11,039.20 |
| HIGH | 10,898.60 |
| 0.618 | 10,811.80 |
| 0.500 | 10,784.90 |
| 0.382 | 10,758.10 |
| LOW | 10,671.20 |
| 0.618 | 10,530.60 |
| 1.000 | 10,443.70 |
| 1.618 | 10,303.20 |
| 2.618 | 10,075.70 |
| 4.250 | 9,704.53 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 10,935.90 | -256.52 | -2.3% | Below |
| 10-Day SMA | 11,116.60 | -437.28 | -3.9% | Below |
| 20-Day SMA | 11,440.40 | -761.05 | -6.7% | Below |
| 50-Day SMA | 11,413.10 | -733.75 | -6.4% | Below |
| 100-Day SMA | 11,769.80 | -1,090.48 | -9.3% | Below |
| 200-Day SMA | 12,319.50 | -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)
Neutral33.62
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-192.22
Signal: -95.10 · Hist: -97.12Stochastic (14, 3)
Neutral%K: 0.55
%D: 5.99StochRSI (14)
Neutral%K: 1.66
%D: 4.23ADX (14) & Trend
Neutral15.32
+DI: 20.00 · -DI: 33.89CCI (20)
Overbought-135.10
Range -100 to +100Williams %R (14)
Neutral-99.45
Range -100 to 0Ultimate Oscillator
Neutral41.03
Periods: 7, 14, 28ROC (12)
Bearish-7.64%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-257.60
Bull: -257.60 · Bear: -485.05High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,285.80 | 10,671.20 | 614.58 | 5.8% | 213.93 | 2.0% | 1% | False | True | 0 |
| 10 | 11,941.30 | 10,671.20 | 1,270.09 | 11.9% | 227.21 | 2.1% | 1% | False | True | 0 |
| 20 | 12,161.30 | 10,671.20 | 1,490.08 | 14.0% | 242.67 | 2.3% | 1% | False | True | 0 |
| 40 | 12,161.30 | 10,632.40 | 1,528.88 | 14.3% | 236.67 | 2.2% | 3% | False | False | 0 |
| 60 | 12,161.30 | 10,444.80 | 1,716.49 | 16.1% | 250.82 | 2.3% | 14% | False | False | 0 |
| 80 | 12,752.80 | 10,444.80 | 2,308.05 | 21.6% | 251.95 | 2.4% | 10% | False | False | 0 |
| 100 | 13,720.90 | 10,444.80 | 3,276.13 | 30.7% | 248.58 | 2.3% | 7% | False | False | 0 |
| 120 | 13,720.90 | 10,444.80 | 3,276.13 | 30.7% | 251.35 | 2.4% | 7% | False | False | 0 |