NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 15-Feb-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 2.1%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric14-Feb-202315-Feb-2023ChangeChange %Previous Week
Open12,413.1012,529.50116.410.9%12,476.40
High12,627.4012,689.3061.940.5%12,771.60
Low12,356.3012,486.40130.101.1%12,204.20
Close12,590.9012,687.9097.000.8%12,304.90
Range271.08202.92-68.16-25.1%567.38
ATR(14)266.33261.80-4.53-1.7%269.66
Volume

Multi-Period Performance

1-Month (21d)

9.8%

3-Month (63d)

8.4%

6-Month (126d)

-6.9%

1-Year (252d)

-11.1%

Year-To-Date (YTD)

16.8%

52-Week Range

52W Low: 10,444.80 (21.5%)

Position (47%)

52W High: 15,265.40 (16.9%)

Daily Pivots for day following 15-Feb-2023

LevelClassicWoodieCamarillaDeMark
R413,230.0013,161.9012,799.50
R313,027.1012,958.9012,743.70
R212,824.1012,824.1012,725.10
R112,756.0012,756.0012,706.5012,790.10
PP12,621.2012,621.2012,621.2012,638.20
S112,553.1012,553.1012,669.3012,587.20
S212,418.3012,418.3012,650.70
S312,215.4012,350.2012,632.10
S412,012.5012,147.3012,576.30

Weekly Pivots for week ending 10-Feb-2023

LevelClassicWoodieCamarillaDeMark
R414,129.0013,784.4012,617.00
R313,561.7013,217.0012,460.90
R212,994.3012,994.3012,408.90
R112,649.6012,649.6012,356.9012,538.30
PP12,426.9012,426.9012,426.9012,371.20
S112,082.2012,082.2012,252.9011,970.90
S211,859.5011,859.5012,200.90
S311,292.1011,514.8012,148.90
S410,724.8010,947.5011,992.90

Fisher Pivots for day following 15-Feb-2023

Pivot1 Day3 Day
R112,654.6012,625.70
PP12,621.2012,563.60
S112,587.9012,501.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25013,551.80
2.61813,220.60
1.61813,017.70
1.00012,892.30
0.61812,814.70
HIGH12,689.30
0.61812,611.80
0.50012,587.90
0.38212,563.90
LOW12,486.40
0.61812,361.00
1.00012,283.50
1.61812,158.10
2.61811,955.20
4.25011,624.00

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%14,127.70
38.2%13,423.90
50.0%12,855.10
61.8%12,286.30
78.6%11,476.40

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA12,493.40194.451.6%Above
10-Day SMA12,553.20134.711.1%Above
20-Day SMA12,228.80459.093.8%Above
50-Day SMA11,649.101,038.848.9%Above
100-Day SMA11,500.401,187.5410.3%Above
200-Day SMA11,926.20761.716.4%Above

Bollinger Bands (20, 2):

Upper: 13,019.60

Middle: 12,228.80

Lower: 11,438.00

Bandwidth: 12.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 12,516.50

Kijun-sen: 11,965.80

Span A: 12,241.10

Span B: 11,776.10

Chikou Span: 11,108.50

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
63.55
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
294.53
Signal: 288.53 · Hist: 6.00

Stochastic (14, 3)

Neutral
%K: 80.19
%D: 74.50

StochRSI (14)

Neutral
%K: 30.11
%D: 18.00

ADX (14) & Trend

Strong Trend
31.73
+DI: 36.50 · -DI: 16.52

CCI (20)

Neutral
80.21
Range -100 to +100

Williams %R (14)

Neutral
-19.81
Range -100 to 0

Ultimate Oscillator

Neutral
61.62
Periods: 7, 14, 28

ROC (12)

Bullish
6.51%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
291.89
Bull: 291.89 · Bear: 88.97

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch40.96
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,689.3012,204.20485.133.8%240.751.9%100%TrueFalse0
1012,881.0012,204.20676.775.3%252.012.0%71%FalseFalse0
2012,881.0011,251.901,629.0412.8%245.521.9%88%FalseFalse0
4012,881.0010,671.202,209.7917.4%229.631.8%91%FalseFalse0
6012,881.0010,671.202,209.7917.4%228.711.8%91%FalseFalse0
8012,881.0010,632.402,248.5917.7%238.491.9%91%FalseFalse0
10012,881.0010,444.802,436.2019.2%248.342.0%92%FalseFalse0
12013,172.4010,444.802,727.6621.5%250.382.0%82%FalseFalse0