NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 05-Jan-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.47)
Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 2.3%
20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

PreviousCurrent
Metric04-Jan-202305-Jan-2023ChangeChange %Previous Week
Open10,945.9010,831.50-114.39-1.0%10,944.30
High10,981.5010,836.70-144.80-1.3%10,981.10
Low10,790.0010,728.30-61.77-0.6%10,671.20
Close10,914.8010,741.20-173.58-1.6%10,939.80
Range191.43108.40-83.03-43.4%309.87
ATR(14)252.39247.69-4.70-1.9%252.07
Volume

Multi-Period Performance

1-Month (21d)

-8.9%

3-Month (63d)

-7.2%

6-Month (126d)

-11.3%

1-Year (252d)

-34.0%

Year-To-Date (YTD)

-1.1%

52-Week Range

52W Low: 10,444.80 (2.8%)

Position (5%)

52W High: 16,249.20 (33.9%)

Daily Pivots for day following 05-Jan-2023

LevelClassicWoodieCamarillaDeMark
R411,093.9011,026.0010,800.80
R310,985.5010,917.6010,771.00
R210,877.1010,877.1010,761.10
R110,809.2010,809.2010,751.2010,788.90
PP10,768.7010,768.7010,768.7010,758.60
S110,700.8010,700.8010,731.3010,680.50
S210,660.3010,660.3010,721.30
S310,551.9010,592.4010,711.40
S410,443.5010,484.0010,681.60

Weekly Pivots for week ending 30-Dec-2022

LevelClassicWoodieCamarillaDeMark
R411,793.6011,676.6011,110.20
R311,483.7011,366.7011,025.00
R211,173.9011,173.9010,996.60
R111,056.8011,056.8010,968.2010,960.40
PP10,864.0010,864.0010,864.0010,815.80
S110,746.9010,746.9010,911.4010,650.50
S210,554.1010,554.1010,883.00
S310,244.3010,437.1010,854.50
S49,934.3910,127.2010,769.30

Fisher Pivots for day following 05-Jan-2023

Pivot1 Day3 Day
R110,782.5010,910.70
PP10,768.7010,854.20
S110,755.0010,797.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25011,297.40
2.61811,120.50
1.61811,012.10
1.00010,945.10
0.61810,903.70
HIGH10,836.70
0.61810,795.30
0.50010,782.50
0.38210,769.70
LOW10,728.30
0.61810,661.30
1.00010,619.90
1.61810,552.90
2.61810,444.50
4.25010,267.60

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%14,879.40
38.2%14,031.90
50.0%13,347.00
61.8%12,662.10
78.6%11,686.90

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA10,881.90-140.67-1.3%Below
10-Day SMA10,908.90-167.66-1.5%Below
20-Day SMA11,190.70-449.51-4.0%Below
50-Day SMA11,380.50-639.30-5.6%Below
100-Day SMA11,649.90-908.66-7.8%Below
200-Day SMA12,239.90-1,498.72-12.2%Below

Bollinger Bands (20, 2):

Upper: 11,893.50

Middle: 11,190.70

Lower: 10,487.90

Bandwidth: 12.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 10,892.70

Kijun-sen: 11,416.20

Span A: 11,154.50

Span B: 11,396.80

Chikou Span: 11,587.80

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
37.79
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-199.11
Signal: -161.72 · Hist: -37.39

Stochastic (14, 3)

Neutral
%K: 7.62
%D: 13.22

StochRSI (14)

Neutral
%K: 36.74
%D: 35.31

ADX (14) & Trend

Neutral
15.04
+DI: 19.71 · -DI: 25.86

CCI (20)

Neutral
-91.42
Range -100 to +100

Williams %R (14)

Neutral
-92.38
Range -100 to 0

Ultimate Oscillator

Neutral
43.27
Periods: 7, 14, 28

ROC (12)

Bearish
-4.47%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-164.62
Bull: -164.62 · Bear: -273.02

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch39.77
Narrowest range in 27 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
511,093.1010,728.30364.843.4%198.141.8%4%FalseTrue0
1011,285.8010,671.20614.585.7%206.041.9%11%FalseFalse0
2012,161.3010,671.201,490.0813.9%218.982.0%5%FalseFalse0
4012,161.3010,671.201,490.0813.9%225.112.1%5%FalseFalse0
6012,161.3010,444.801,716.4916.0%247.212.3%17%FalseFalse0
8012,420.0010,444.801,975.2318.4%251.372.3%15%FalseFalse0
10013,720.9010,444.803,276.1330.5%247.372.3%9%FalseFalse0
12013,720.9010,444.803,276.1330.5%248.882.3%9%FalseFalse0