NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 23-Mar-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.21)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
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 | 22-Mar-2023 | 23-Mar-2023 | Change | Change % | Previous Week |
| Open | 12,742.40 | 12,739.70 | -2.71 | -0.0% | 11,753.60 |
| High | 12,939.90 | 12,900.10 | -39.75 | -0.3% | 12,674.30 |
| Low | 12,563.80 | 12,611.70 | 47.89 | 0.4% | 11,695.40 |
| Close | 12,567.10 | 12,729.20 | 162.08 | 1.3% | 12,519.90 |
| Range | 376.07 | 288.43 | -87.64 | -23.3% | 978.93 |
| ATR(14) | 257.16 | 262.58 | 5.41 | 2.1% | 258.24 |
| Volume |
Multi-Period Performance
1-Month (21d)
5.5%
3-Month (63d)
15.0%
6-Month (126d)
9.4%
1-Year (252d)
-13.1%
Year-To-Date (YTD)
17.2%
52-Week Range
52W Low: 10,444.80 (21.9%)
Position (47%)
52W High: 15,265.40 (16.6%)
Daily Pivots for day following 23-Mar-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 13,612.30 | 13,459.20 | 12,887.90 | |
| R3 | 13,323.90 | 13,170.80 | 12,808.50 | |
| R2 | 13,035.40 | 13,035.40 | 12,782.10 | |
| R1 | 12,882.30 | 12,882.30 | 12,755.70 | 12,814.70 |
| PP | 12,747.00 | 12,747.00 | 12,747.00 | 12,713.20 |
| S1 | 12,593.90 | 12,593.90 | 12,702.80 | 12,526.20 |
| S2 | 12,458.60 | 12,458.60 | 12,676.40 | |
| S3 | 12,170.10 | 12,305.50 | 12,649.90 | |
| S4 | 11,881.70 | 12,017.00 | 12,570.60 |
Weekly Pivots for week ending 17-Mar-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,233.30 | 14,855.50 | 13,058.30 | |
| R3 | 14,254.40 | 13,876.60 | 12,789.10 | |
| R2 | 13,275.50 | 13,275.50 | 12,699.40 | |
| R1 | 12,897.70 | 12,897.70 | 12,609.60 | 13,086.60 |
| PP | 12,296.50 | 12,296.50 | 12,296.50 | 12,391.00 |
| S1 | 11,918.70 | 11,918.70 | 12,430.10 | 12,107.60 |
| S2 | 11,317.60 | 11,317.60 | 12,340.40 | |
| S3 | 10,338.70 | 10,939.80 | 12,250.70 | |
| S4 | 9,359.75 | 9,960.89 | 11,981.50 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 14,125.90 |
| 2.618 | 13,655.20 |
| 1.618 | 13,366.80 |
| 1.000 | 13,188.50 |
| 0.618 | 13,078.30 |
| HIGH | 12,900.10 |
| 0.618 | 12,789.90 |
| 0.500 | 12,755.90 |
| 0.382 | 12,721.90 |
| LOW | 12,611.70 |
| 0.618 | 12,433.40 |
| 1.000 | 12,323.20 |
| 1.618 | 12,145.00 |
| 2.618 | 11,856.60 |
| 4.250 | 11,385.80 |
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 | 12,624.10 | 105.17 | 0.8% | Above |
| 10-Day SMA | 12,390.60 | 338.60 | 2.7% | Above |
| 20-Day SMA | 12,245.80 | 483.43 | 3.9% | Above |
| 50-Day SMA | 12,159.40 | 569.82 | 4.7% | Above |
| 100-Day SMA | 11,760.80 | 968.40 | 8.2% | Above |
| 200-Day SMA | 11,904.20 | 825.04 | 6.9% | Above |
Bollinger Bands (20, 2):
Upper: 12,796.20
Middle: 12,245.80
Lower: 11,695.40
Bandwidth: 9.0%
Ichimoku Kinko Hyo:
Tenkan-sen: 12,317.60
Kijun-sen: 12,317.60
Span A: 12,317.60
Span B: 11,995.30
Chikou Span: 12,590.90
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral61.40
Neutral 30–70MACD (12, 26, 9)
Bullish Cross141.28
Signal: 85.25 · Hist: 56.02Stochastic (14, 3)
Bearish%K: 83.08
%D: 83.72StochRSI (14)
Bearish%K: 87.98
%D: 90.90ADX (14) & Trend
Neutral17.92
+DI: 30.86 · -DI: 15.99CCI (20)
Oversold146.17
Range -100 to +100Williams %R (14)
Neutral-16.92
Range -100 to 0Ultimate Oscillator
Neutral56.43
Periods: 7, 14, 28ROC (12)
Bullish4.75%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control471.36
Bull: 471.36 · Bear: 182.93High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 12,939.90 | 12,411.40 | 528.49 | 4.2% | 248.29 | 2.0% | 60% | False | False | 0 |
| 10 | 12,939.90 | 11,695.40 | 1,244.44 | 9.8% | 273.07 | 2.1% | 83% | False | False | 0 |
| 20 | 12,939.90 | 11,695.40 | 1,244.44 | 9.8% | 228.34 | 1.8% | 83% | False | False | 0 |
| 40 | 12,939.90 | 11,695.40 | 1,244.44 | 9.8% | 232.06 | 1.8% | 83% | False | False | 0 |
| 60 | 12,939.90 | 10,671.20 | 2,268.66 | 17.8% | 226.39 | 1.8% | 91% | False | False | 0 |
| 80 | 12,939.90 | 10,671.20 | 2,268.66 | 17.8% | 230.55 | 1.8% | 91% | False | False | 0 |
| 100 | 12,939.90 | 10,632.40 | 2,307.46 | 18.1% | 232.13 | 1.8% | 91% | False | False | 0 |
| 120 | 12,939.90 | 10,444.80 | 2,495.07 | 19.6% | 240.90 | 1.9% | 92% | False | False | 0 |