NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 11-Jan-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Buy
+0.33
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.2%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 10-Jan-2023 | 11-Jan-2023 | Change | Change % | Previous Week |
| Open | 11,069.60 | 11,268.80 | 199.28 | 1.8% | 11,038.40 |
| High | 11,207.60 | 11,403.90 | 196.33 | 1.8% | 11,093.10 |
| Low | 11,050.70 | 11,220.80 | 170.07 | 1.5% | 10,696.40 |
| Close | 11,205.80 | 11,402.50 | 196.74 | 1.8% | 11,040.40 |
| Range | 156.88 | 183.14 | 26.26 | 16.7% | 396.68 |
| ATR(14) | 250.85 | 247.08 | -3.77 | -1.5% | 257.58 |
| Volume |
Multi-Period Performance
1-Month (21d)
-1.4%
3-Month (63d)
5.7%
6-Month (126d)
-2.8%
1-Year (252d)
-27.0%
Year-To-Date (YTD)
5.0%
52-Week Range
52W Low: 10,444.80 (9.2%)
Position (17%)
52W High: 16,017.40 (28.8%)
Daily Pivots for day following 11-Jan-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 11,891.80 | 11,830.30 | 11,503.20 | |
| R3 | 11,708.70 | 11,647.20 | 11,452.90 | |
| R2 | 11,525.50 | 11,525.50 | 11,436.10 | |
| R1 | 11,464.00 | 11,464.00 | 11,419.30 | 11,494.80 |
| PP | 11,342.40 | 11,342.40 | 11,342.40 | 11,357.80 |
| S1 | 11,280.90 | 11,280.90 | 11,385.70 | 11,311.60 |
| S2 | 11,159.20 | 11,159.20 | 11,368.90 | |
| S3 | 10,976.10 | 11,097.70 | 11,352.20 | |
| S4 | 10,793.00 | 10,914.60 | 11,301.80 |
Weekly Pivots for week ending 06-Jan-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 12,133.30 | 11,983.50 | 11,258.50 | |
| R3 | 11,736.70 | 11,586.80 | 11,149.40 | |
| R2 | 11,340.00 | 11,340.00 | 11,113.10 | |
| R1 | 11,190.20 | 11,190.20 | 11,076.70 | 11,265.10 |
| PP | 10,943.30 | 10,943.30 | 10,943.30 | 10,980.70 |
| S1 | 10,793.50 | 10,793.50 | 11,004.00 | 10,868.40 |
| S2 | 10,546.60 | 10,546.60 | 10,967.60 | |
| S3 | 10,149.90 | 10,396.80 | 10,931.30 | |
| S4 | 9,753.25 | 10,000.10 | 10,822.20 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 12,182.20 |
| 2.618 | 11,883.40 |
| 1.618 | 11,700.20 |
| 1.000 | 11,587.00 |
| 0.618 | 11,517.10 |
| HIGH | 11,403.90 |
| 0.618 | 11,333.90 |
| 0.500 | 11,312.30 |
| 0.382 | 11,290.70 |
| LOW | 11,220.80 |
| 0.618 | 11,107.60 |
| 1.000 | 11,037.60 |
| 1.618 | 10,924.40 |
| 2.618 | 10,741.30 |
| 4.250 | 10,442.40 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 14,702.30 |
| 38.2% | 13,888.70 |
| 50.0% | 13,231.10 |
| 61.8% | 12,573.50 |
| 78.6% | 11,637.30 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 11,099.70 | 302.86 | 2.7% | Above |
| 10-Day SMA | 10,984.60 | 417.93 | 3.8% | Above |
| 20-Day SMA | 11,108.30 | 294.17 | 2.6% | Above |
| 50-Day SMA | 11,359.40 | 43.14 | 0.4% | Above |
| 100-Day SMA | 11,554.70 | -152.14 | -1.3% | Below |
| 200-Day SMA | 12,170.60 | -768.10 | -6.3% | Below |
Bollinger Bands (20, 2):
Upper: 11,693.20
Middle: 11,108.30
Lower: 10,523.50
Bandwidth: 10.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 11,050.20
Kijun-sen: 11,416.20
Span A: 11,233.20
Span B: 11,396.80
Chikou Span: 11,994.30
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral55.49
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-91.12
Signal: -143.72 · Hist: 52.60Stochastic (14, 3)
Neutral%K: 99.81
%D: 84.40StochRSI (14)
Neutral%K: 100.00
%D: 93.40ADX (14) & Trend
Neutral14.65
+DI: 31.60 · -DI: 20.20CCI (20)
Neutral65.81
Range -100 to +100Williams %R (14)
Neutral-0.19
Range -100 to 0Ultimate Oscillator
Neutral56.23
Periods: 7, 14, 28ROC (12)
Bullish4.07%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral305.49
Bull: 305.49 · Bear: 122.35High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 11,403.90 | 10,696.40 | 707.47 | 6.2% | 210.82 | 1.8% | 100% | True | False | 0 |
| 10 | 11,403.90 | 10,671.20 | 732.70 | 6.4% | 216.39 | 1.9% | 100% | True | False | 0 |
| 20 | 12,161.30 | 10,671.20 | 1,490.08 | 13.1% | 232.24 | 2.0% | 49% | False | False | 0 |
| 40 | 12,161.30 | 10,671.20 | 1,490.08 | 13.1% | 218.94 | 1.9% | 49% | False | False | 0 |
| 60 | 12,161.30 | 10,632.40 | 1,528.88 | 13.4% | 237.81 | 2.1% | 50% | False | False | 0 |
| 80 | 12,161.30 | 10,444.80 | 1,716.49 | 15.1% | 250.49 | 2.2% | 56% | False | False | 0 |
| 100 | 13,402.60 | 10,444.80 | 2,957.83 | 25.9% | 249.59 | 2.2% | 32% | False | False | 0 |
| 120 | 13,720.90 | 10,444.80 | 3,276.13 | 28.7% | 247.30 | 2.2% | 29% | False | False | 0 |