NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 07-Jun-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Strong Buy

+0.67

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.4%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Jun-202307-Jun-2023ChangeChange %Previous Week
Open14,521.5014,574.3052.810.4%14,471.70
High14,593.5014,646.6053.110.4%14,595.80
Low14,477.0014,283.90-193.11-1.3%14,216.20
Close14,558.1014,303.30-254.80-1.8%14,546.60
Range116.51362.73246.22211.3%379.65
ATR(14)189.18201.5812.406.6%198.52
Volume

Multi-Period Performance

1-Month (21d)

7.6%

3-Month (63d)

17.1%

6-Month (126d)

21.4%

1-Year (252d)

13.5%

Year-To-Date (YTD)

31.7%

52-Week Range

52W Low: 10,444.80 (36.9%)

Position (91%)

52W High: 14,663.00 (2.5%)

Daily Pivots for day following 07-Jun-2023

LevelClassicWoodieCamarillaDeMark
R415,499.5015,264.1014,502.80
R315,136.7014,901.4014,403.00
R214,774.0014,774.0014,369.80
R114,538.6014,538.6014,336.5014,474.90
PP14,411.3014,411.3014,411.3014,379.40
S114,175.9014,175.9014,270.0014,112.20
S214,048.5014,048.5014,236.80
S313,685.8013,813.2014,203.50
S413,323.1013,450.4014,103.80

Weekly Pivots for week ending 02-Jun-2023

LevelClassicWoodieCamarillaDeMark
R415,591.8015,448.9014,755.40
R315,212.2015,069.2014,651.00
R214,832.5014,832.5014,616.20
R114,689.6014,689.6014,581.4014,761.00
PP14,452.9014,452.9014,452.9014,488.60
S114,309.9014,309.9014,511.8014,381.40
S214,073.2014,073.2014,477.00
S313,693.6013,930.3014,442.20
S413,313.9013,550.6014,337.80

Fisher Pivots for day following 07-Jun-2023

Pivot1 Day3 Day
R114,465.2014,473.40
PP14,411.3014,416.70
S114,357.3014,360.00

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,188.20
2.61815,596.20
1.61815,233.50
1.00015,009.30
0.61814,870.80
HIGH14,646.60
0.61814,508.00
0.50014,465.20
0.38214,422.40
LOW14,283.90
0.61814,059.70
1.00013,921.10
1.61813,697.00
2.61813,334.30
4.25012,742.30

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%13,667.50
38.2%13,051.60
50.0%12,553.90
61.8%12,056.10
78.6%11,347.50

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA14,481.20-177.92-1.2%Below
10-Day SMA14,285.7017.640.1%Above
20-Day SMA13,926.20377.122.7%Above
50-Day SMA13,394.50908.746.8%Above
100-Day SMA12,802.801,500.5311.7%Above
200-Day SMA12,169.802,133.5017.5%Above

Bollinger Bands (20, 2):

Upper: 14,799.00

Middle: 13,926.20

Lower: 13,053.40

Bandwidth: 12.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 14,238.60

Kijun-sen: 13,800.70

Span A: 14,019.60

Span B: 13,590.40

Chikou Span: 13,231.50

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
64.26
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
349.14
Signal: 315.11 · Hist: 34.04

Stochastic (14, 3)

Neutral
%K: 68.51
%D: 83.90

StochRSI (14)

Neutral
%K: 75.74
%D: 90.97

ADX (14) & Trend

Neutral
37.52
+DI: 39.15 · -DI: 19.18

CCI (20)

Neutral
82.65
Range -100 to +100

Williams %R (14)

Neutral
-31.49
Range -100 to 0

Ultimate Oscillator

Neutral
46.78
Periods: 7, 14, 28

ROC (12)

Bearish
3.62%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
459.96
Bull: 459.96 · Bear: 97.23

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch51.68
Widest range in 53 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
514,663.0014,223.90439.103.1%209.271.5%18%FalseFalse0
1014,663.0013,520.901,142.038.0%207.111.4%69%FalseFalse0
2014,663.0013,204.801,458.1610.2%177.721.2%75%FalseFalse0
4014,663.0012,724.601,938.3313.6%170.951.2%81%FalseFalse0
6014,663.0012,026.202,636.7718.4%180.031.3%86%FalseFalse0
8014,663.0011,695.402,967.5420.7%186.431.3%88%FalseFalse0
10014,663.0011,251.903,411.0123.8%197.581.4%89%FalseFalse0
12014,663.0010,671.203,991.7627.9%201.831.4%91%FalseFalse0