NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 13-Mar-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.05)
Moving Averages

Neutral

0.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

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

Day Change Summary (OHLC)

PreviousCurrent
Metric10-Mar-202313-Mar-2023ChangeChange %Previous Week
Open11,999.7011,753.60-246.16-2.1%12,355.00
High12,069.6012,074.004.330.0%12,466.90
Low11,789.9011,695.40-94.45-0.8%11,789.90
Close11,830.3011,923.2092.890.8%11,830.30
Range279.76378.5498.7835.3%677.02
ATR(14)236.09246.2710.174.3%236.09
Volume

Multi-Period Performance

1-Month (21d)

-3.7%

3-Month (63d)

2.5%

6-Month (126d)

-5.3%

1-Year (252d)

-12.3%

Year-To-Date (YTD)

9.8%

52-Week Range

52W Low: 10,444.80 (14.2%)

Position (31%)

52W High: 15,265.40 (21.9%)

Daily Pivots for day following 13-Mar-2023

LevelClassicWoodieCamarillaDeMark
R413,033.1012,856.7012,131.40
R312,654.6012,478.2012,027.30
R212,276.1012,276.1011,992.60
R112,099.6012,099.6011,957.9012,187.80
PP11,897.5011,897.5011,897.5011,941.60
S111,721.1011,721.1011,888.5011,809.30
S211,519.0011,519.0011,853.80
S311,140.4011,342.5011,819.10
S410,761.9010,964.0011,715.00

Weekly Pivots for week ending 10-Mar-2023

LevelClassicWoodieCamarillaDeMark
R414,060.1013,622.2012,202.60
R313,383.0012,945.2012,016.50
R212,706.0012,706.0011,954.40
R112,268.2012,268.2011,892.3012,148.60
PP12,029.0012,029.0012,029.0011,969.20
S111,591.1011,591.1011,768.2011,471.60
S211,352.0011,352.0011,706.20
S310,675.0010,914.1011,644.10
S49,997.9510,237.1011,457.90

Fisher Pivots for day following 13-Mar-2023

Pivot1 Day3 Day
R111,910.3012,017.90
PP11,897.5011,986.30
S111,884.7011,954.80

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25013,682.70
2.61813,065.00
1.61812,686.40
1.00012,452.50
0.61812,307.90
HIGH12,074.00
0.61811,929.30
0.50011,884.70
0.38211,840.00
LOW11,695.40
0.61811,461.50
1.00011,316.90
1.61811,082.90
2.61810,704.40
4.25010,086.60

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 SMA12,023.40-100.20-0.8%Below
10-Day SMA12,073.60-150.40-1.2%Below
20-Day SMA12,182.60-259.41-2.1%Below
50-Day SMA11,911.6011.540.1%Above
100-Day SMA11,662.40260.812.2%Above
200-Day SMA11,903.9019.290.2%Above

Bollinger Bands (20, 2):

Upper: 12,644.00

Middle: 12,182.60

Lower: 11,721.10

Bandwidth: 7.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 12,081.10

Kijun-sen: 12,262.10

Span A: 12,171.60

Span B: 11,776.10

Chikou Span: 12,803.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
45.32
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-18.98
Signal: 33.57 · Hist: -52.55

Stochastic (14, 3)

Neutral
%K: 29.52
%D: 20.33

StochRSI (14)

Neutral
%K: 10.67
%D: 21.93

ADX (14) & Trend

Neutral
16.33
+DI: 21.43 · -DI: 29.47

CCI (20)

Overbought
-110.42
Range -100 to +100

Williams %R (14)

Neutral
-70.48
Range -100 to 0

Ultimate Oscillator

Neutral
40.65
Periods: 7, 14, 28

ROC (12)

Bearish
-2.11%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-9.20
Bull: -9.20 · Bear: -387.74

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch43.34
Widest range in 27 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
512,344.0011,695.40648.635.4%275.122.3%35%FalseTrue0
1012,466.9011,695.40771.476.5%225.881.9%30%FalseTrue0
2012,689.3011,695.40993.938.3%205.621.7%23%FalseTrue0
4012,881.0011,251.901,629.0413.7%223.901.9%41%FalseFalse0
6012,881.0010,671.202,209.7918.5%223.641.9%57%FalseFalse0
8012,881.0010,671.202,209.7918.5%222.161.9%57%FalseFalse0
10012,881.0010,632.402,248.5918.9%233.472.0%57%FalseFalse0
12012,881.0010,444.802,436.2020.4%242.072.0%61%FalseFalse0