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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 04-Jan-2023 | 05-Jan-2023 | Change | Change % | Previous Week |
| Open | 10,945.90 | 10,831.50 | -114.39 | -1.0% | 10,944.30 |
| High | 10,981.50 | 10,836.70 | -144.80 | -1.3% | 10,981.10 |
| Low | 10,790.00 | 10,728.30 | -61.77 | -0.6% | 10,671.20 |
| Close | 10,914.80 | 10,741.20 | -173.58 | -1.6% | 10,939.80 |
| Range | 191.43 | 108.40 | -83.03 | -43.4% | 309.87 |
| ATR(14) | 252.39 | 247.69 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,093.90 | 11,026.00 | 10,800.80 | |
| R3 | 10,985.50 | 10,917.60 | 10,771.00 | |
| R2 | 10,877.10 | 10,877.10 | 10,761.10 | |
| R1 | 10,809.20 | 10,809.20 | 10,751.20 | 10,788.90 |
| PP | 10,768.70 | 10,768.70 | 10,768.70 | 10,758.60 |
| S1 | 10,700.80 | 10,700.80 | 10,731.30 | 10,680.50 |
| S2 | 10,660.30 | 10,660.30 | 10,721.30 | |
| S3 | 10,551.90 | 10,592.40 | 10,711.40 | |
| S4 | 10,443.50 | 10,484.00 | 10,681.60 |
Weekly Pivots for week ending 30-Dec-2022
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,793.60 | 11,676.60 | 11,110.20 | |
| R3 | 11,483.70 | 11,366.70 | 11,025.00 | |
| R2 | 11,173.90 | 11,173.90 | 10,996.60 | |
| R1 | 11,056.80 | 11,056.80 | 10,968.20 | 10,960.40 |
| PP | 10,864.00 | 10,864.00 | 10,864.00 | 10,815.80 |
| S1 | 10,746.90 | 10,746.90 | 10,911.40 | 10,650.50 |
| S2 | 10,554.10 | 10,554.10 | 10,883.00 | |
| S3 | 10,244.30 | 10,437.10 | 10,854.50 | |
| S4 | 9,934.39 | 10,127.20 | 10,769.30 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 11,297.40 |
| 2.618 | 11,120.50 |
| 1.618 | 11,012.10 |
| 1.000 | 10,945.10 |
| 0.618 | 10,903.70 |
| HIGH | 10,836.70 |
| 0.618 | 10,795.30 |
| 0.500 | 10,782.50 |
| 0.382 | 10,769.70 |
| LOW | 10,728.30 |
| 0.618 | 10,661.30 |
| 1.000 | 10,619.90 |
| 1.618 | 10,552.90 |
| 2.618 | 10,444.50 |
| 4.250 | 10,267.60 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 10,881.90 | -140.67 | -1.3% | Below |
| 10-Day SMA | 10,908.90 | -167.66 | -1.5% | Below |
| 20-Day SMA | 11,190.70 | -449.51 | -4.0% | Below |
| 50-Day SMA | 11,380.50 | -639.30 | -5.6% | Below |
| 100-Day SMA | 11,649.90 | -908.66 | -7.8% | Below |
| 200-Day SMA | 12,239.90 | -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)
Neutral37.79
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-199.11
Signal: -161.72 · Hist: -37.39Stochastic (14, 3)
Neutral%K: 7.62
%D: 13.22StochRSI (14)
Neutral%K: 36.74
%D: 35.31ADX (14) & Trend
Neutral15.04
+DI: 19.71 · -DI: 25.86CCI (20)
Neutral-91.42
Range -100 to +100Williams %R (14)
Neutral-92.38
Range -100 to 0Ultimate Oscillator
Neutral43.27
Periods: 7, 14, 28ROC (12)
Bearish-4.47%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-164.62
Bull: -164.62 · Bear: -273.02High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,093.10 | 10,728.30 | 364.84 | 3.4% | 198.14 | 1.8% | 4% | False | True | 0 |
| 10 | 11,285.80 | 10,671.20 | 614.58 | 5.7% | 206.04 | 1.9% | 11% | False | False | 0 |
| 20 | 12,161.30 | 10,671.20 | 1,490.08 | 13.9% | 218.98 | 2.0% | 5% | False | False | 0 |
| 40 | 12,161.30 | 10,671.20 | 1,490.08 | 13.9% | 225.11 | 2.1% | 5% | False | False | 0 |
| 60 | 12,161.30 | 10,444.80 | 1,716.49 | 16.0% | 247.21 | 2.3% | 17% | False | False | 0 |
| 80 | 12,420.00 | 10,444.80 | 1,975.23 | 18.4% | 251.37 | 2.3% | 15% | False | False | 0 |
| 100 | 13,720.90 | 10,444.80 | 3,276.13 | 30.5% | 247.37 | 2.3% | 9% | False | False | 0 |
| 120 | 13,720.90 | 10,444.80 | 3,276.13 | 30.5% | 248.88 | 2.3% | 9% | False | False | 0 |