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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 10-Mar-2023 | 13-Mar-2023 | Change | Change % | Previous Week |
| Open | 11,999.70 | 11,753.60 | -246.16 | -2.1% | 12,355.00 |
| High | 12,069.60 | 12,074.00 | 4.33 | 0.0% | 12,466.90 |
| Low | 11,789.90 | 11,695.40 | -94.45 | -0.8% | 11,789.90 |
| Close | 11,830.30 | 11,923.20 | 92.89 | 0.8% | 11,830.30 |
| Range | 279.76 | 378.54 | 98.78 | 35.3% | 677.02 |
| ATR(14) | 236.09 | 246.27 | 10.17 | 4.3% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,033.10 | 12,856.70 | 12,131.40 | |
| R3 | 12,654.60 | 12,478.20 | 12,027.30 | |
| R2 | 12,276.10 | 12,276.10 | 11,992.60 | |
| R1 | 12,099.60 | 12,099.60 | 11,957.90 | 12,187.80 |
| PP | 11,897.50 | 11,897.50 | 11,897.50 | 11,941.60 |
| S1 | 11,721.10 | 11,721.10 | 11,888.50 | 11,809.30 |
| S2 | 11,519.00 | 11,519.00 | 11,853.80 | |
| S3 | 11,140.40 | 11,342.50 | 11,819.10 | |
| S4 | 10,761.90 | 10,964.00 | 11,715.00 |
Weekly Pivots for week ending 10-Mar-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 14,060.10 | 13,622.20 | 12,202.60 | |
| R3 | 13,383.00 | 12,945.20 | 12,016.50 | |
| R2 | 12,706.00 | 12,706.00 | 11,954.40 | |
| R1 | 12,268.20 | 12,268.20 | 11,892.30 | 12,148.60 |
| PP | 12,029.00 | 12,029.00 | 12,029.00 | 11,969.20 |
| S1 | 11,591.10 | 11,591.10 | 11,768.20 | 11,471.60 |
| S2 | 11,352.00 | 11,352.00 | 11,706.20 | |
| S3 | 10,675.00 | 10,914.10 | 11,644.10 | |
| S4 | 9,997.95 | 10,237.10 | 11,457.90 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 13,682.70 |
| 2.618 | 13,065.00 |
| 1.618 | 12,686.40 |
| 1.000 | 12,452.50 |
| 0.618 | 12,307.90 |
| HIGH | 12,074.00 |
| 0.618 | 11,929.30 |
| 0.500 | 11,884.70 |
| 0.382 | 11,840.00 |
| LOW | 11,695.40 |
| 0.618 | 11,461.50 |
| 1.000 | 11,316.90 |
| 1.618 | 11,082.90 |
| 2.618 | 10,704.40 |
| 4.250 | 10,086.60 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12,023.40 | -100.20 | -0.8% | Below |
| 10-Day SMA | 12,073.60 | -150.40 | -1.2% | Below |
| 20-Day SMA | 12,182.60 | -259.41 | -2.1% | Below |
| 50-Day SMA | 11,911.60 | 11.54 | 0.1% | Above |
| 100-Day SMA | 11,662.40 | 260.81 | 2.2% | Above |
| 200-Day SMA | 11,903.90 | 19.29 | 0.2% | 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)
Neutral45.32
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-18.98
Signal: 33.57 · Hist: -52.55Stochastic (14, 3)
Neutral%K: 29.52
%D: 20.33StochRSI (14)
Neutral%K: 10.67
%D: 21.93ADX (14) & Trend
Neutral16.33
+DI: 21.43 · -DI: 29.47CCI (20)
Overbought-110.42
Range -100 to +100Williams %R (14)
Neutral-70.48
Range -100 to 0Ultimate Oscillator
Neutral40.65
Periods: 7, 14, 28ROC (12)
Bearish-2.11%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-9.20
Bull: -9.20 · Bear: -387.74High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,344.00 | 11,695.40 | 648.63 | 5.4% | 275.12 | 2.3% | 35% | False | True | 0 |
| 10 | 12,466.90 | 11,695.40 | 771.47 | 6.5% | 225.88 | 1.9% | 30% | False | True | 0 |
| 20 | 12,689.30 | 11,695.40 | 993.93 | 8.3% | 205.62 | 1.7% | 23% | False | True | 0 |
| 40 | 12,881.00 | 11,251.90 | 1,629.04 | 13.7% | 223.90 | 1.9% | 41% | False | False | 0 |
| 60 | 12,881.00 | 10,671.20 | 2,209.79 | 18.5% | 223.64 | 1.9% | 57% | False | False | 0 |
| 80 | 12,881.00 | 10,671.20 | 2,209.79 | 18.5% | 222.16 | 1.9% | 57% | False | False | 0 |
| 100 | 12,881.00 | 10,632.40 | 2,248.59 | 18.9% | 233.47 | 2.0% | 57% | False | False | 0 |
| 120 | 12,881.00 | 10,444.80 | 2,436.20 | 20.4% | 242.07 | 2.0% | 61% | False | False | 0 |