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)

PreviousCurrent
Metric10-Jan-202311-Jan-2023ChangeChange %Previous Week
Open11,069.6011,268.80199.281.8%11,038.40
High11,207.6011,403.90196.331.8%11,093.10
Low11,050.7011,220.80170.071.5%10,696.40
Close11,205.8011,402.50196.741.8%11,040.40
Range156.88183.1426.2616.7%396.68
ATR(14)250.85247.08-3.77-1.5%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

LevelClassicWoodieCamarillaDeMark
R411,891.8011,830.3011,503.20
R311,708.7011,647.2011,452.90
R211,525.5011,525.5011,436.10
R111,464.0011,464.0011,419.3011,494.80
PP11,342.4011,342.4011,342.4011,357.80
S111,280.9011,280.9011,385.7011,311.60
S211,159.2011,159.2011,368.90
S310,976.1011,097.7011,352.20
S410,793.0010,914.6011,301.80

Weekly Pivots for week ending 06-Jan-2023

LevelClassicWoodieCamarillaDeMark
R412,133.3011,983.5011,258.50
R311,736.7011,586.8011,149.40
R211,340.0011,340.0011,113.10
R111,190.2011,190.2011,076.7011,265.10
PP10,943.3010,943.3010,943.3010,980.70
S110,793.5010,793.5011,004.0010,868.40
S210,546.6010,546.6010,967.60
S310,149.9010,396.8010,931.30
S49,753.2510,000.1010,822.20

Fisher Pivots for day following 11-Jan-2023

Pivot1 Day3 Day
R111,372.5011,344.10
PP11,342.4011,285.70
S111,312.3011,227.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25012,182.20
2.61811,883.40
1.61811,700.20
1.00011,587.00
0.61811,517.10
HIGH11,403.90
0.61811,333.90
0.50011,312.30
0.38211,290.70
LOW11,220.80
0.61811,107.60
1.00011,037.60
1.61810,924.40
2.61810,741.30
4.25010,442.40

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA11,099.70302.862.7%Above
10-Day SMA10,984.60417.933.8%Above
20-Day SMA11,108.30294.172.6%Above
50-Day SMA11,359.4043.140.4%Above
100-Day SMA11,554.70-152.14-1.3%Below
200-Day SMA12,170.60-768.10-6.3%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)

Neutral
55.49
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-91.12
Signal: -143.72 · Hist: 52.60

Stochastic (14, 3)

Neutral
%K: 99.81
%D: 84.40

StochRSI (14)

Neutral
%K: 100.00
%D: 93.40

ADX (14) & Trend

Neutral
14.65
+DI: 31.60 · -DI: 20.20

CCI (20)

Neutral
65.81
Range -100 to +100

Williams %R (14)

Neutral
-0.19
Range -100 to 0

Ultimate Oscillator

Neutral
56.23
Periods: 7, 14, 28

ROC (12)

Bullish
4.07%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
305.49
Bull: 305.49 · Bear: 122.35

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch49.85
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
511,403.9010,696.40707.476.2%210.821.8%100%TrueFalse0
1011,403.9010,671.20732.706.4%216.391.9%100%TrueFalse0
2012,161.3010,671.201,490.0813.1%232.242.0%49%FalseFalse0
4012,161.3010,671.201,490.0813.1%218.941.9%49%FalseFalse0
6012,161.3010,632.401,528.8813.4%237.812.1%50%FalseFalse0
8012,161.3010,444.801,716.4915.1%250.492.2%56%FalseFalse0
10013,402.6010,444.802,957.8325.9%249.592.2%32%FalseFalse0
12013,720.9010,444.803,276.1328.7%247.302.2%29%FalseFalse0