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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 06-Jun-2023 | 07-Jun-2023 | Change | Change % | Previous Week |
| Open | 14,521.50 | 14,574.30 | 52.81 | 0.4% | 14,471.70 |
| High | 14,593.50 | 14,646.60 | 53.11 | 0.4% | 14,595.80 |
| Low | 14,477.00 | 14,283.90 | -193.11 | -1.3% | 14,216.20 |
| Close | 14,558.10 | 14,303.30 | -254.80 | -1.8% | 14,546.60 |
| Range | 116.51 | 362.73 | 246.22 | 211.3% | 379.65 |
| ATR(14) | 189.18 | 201.58 | 12.40 | 6.6% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,499.50 | 15,264.10 | 14,502.80 | |
| R3 | 15,136.70 | 14,901.40 | 14,403.00 | |
| R2 | 14,774.00 | 14,774.00 | 14,369.80 | |
| R1 | 14,538.60 | 14,538.60 | 14,336.50 | 14,474.90 |
| PP | 14,411.30 | 14,411.30 | 14,411.30 | 14,379.40 |
| S1 | 14,175.90 | 14,175.90 | 14,270.00 | 14,112.20 |
| S2 | 14,048.50 | 14,048.50 | 14,236.80 | |
| S3 | 13,685.80 | 13,813.20 | 14,203.50 | |
| S4 | 13,323.10 | 13,450.40 | 14,103.80 |
Weekly Pivots for week ending 02-Jun-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,591.80 | 15,448.90 | 14,755.40 | |
| R3 | 15,212.20 | 15,069.20 | 14,651.00 | |
| R2 | 14,832.50 | 14,832.50 | 14,616.20 | |
| R1 | 14,689.60 | 14,689.60 | 14,581.40 | 14,761.00 |
| PP | 14,452.90 | 14,452.90 | 14,452.90 | 14,488.60 |
| S1 | 14,309.90 | 14,309.90 | 14,511.80 | 14,381.40 |
| S2 | 14,073.20 | 14,073.20 | 14,477.00 | |
| S3 | 13,693.60 | 13,930.30 | 14,442.20 | |
| S4 | 13,313.90 | 13,550.60 | 14,337.80 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16,188.20 |
| 2.618 | 15,596.20 |
| 1.618 | 15,233.50 |
| 1.000 | 15,009.30 |
| 0.618 | 14,870.80 |
| HIGH | 14,646.60 |
| 0.618 | 14,508.00 |
| 0.500 | 14,465.20 |
| 0.382 | 14,422.40 |
| LOW | 14,283.90 |
| 0.618 | 14,059.70 |
| 1.000 | 13,921.10 |
| 1.618 | 13,697.00 |
| 2.618 | 13,334.30 |
| 4.250 | 12,742.30 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 14,481.20 | -177.92 | -1.2% | Below |
| 10-Day SMA | 14,285.70 | 17.64 | 0.1% | Above |
| 20-Day SMA | 13,926.20 | 377.12 | 2.7% | Above |
| 50-Day SMA | 13,394.50 | 908.74 | 6.8% | Above |
| 100-Day SMA | 12,802.80 | 1,500.53 | 11.7% | Above |
| 200-Day SMA | 12,169.80 | 2,133.50 | 17.5% | 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)
Neutral64.26
Neutral 30–70MACD (12, 26, 9)
Bullish Cross349.14
Signal: 315.11 · Hist: 34.04Stochastic (14, 3)
Neutral%K: 68.51
%D: 83.90StochRSI (14)
Neutral%K: 75.74
%D: 90.97ADX (14) & Trend
Neutral37.52
+DI: 39.15 · -DI: 19.18CCI (20)
Neutral82.65
Range -100 to +100Williams %R (14)
Neutral-31.49
Range -100 to 0Ultimate Oscillator
Neutral46.78
Periods: 7, 14, 28ROC (12)
Bearish3.62%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral459.96
Bull: 459.96 · Bear: 97.23High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 14,663.00 | 14,223.90 | 439.10 | 3.1% | 209.27 | 1.5% | 18% | False | False | 0 |
| 10 | 14,663.00 | 13,520.90 | 1,142.03 | 8.0% | 207.11 | 1.4% | 69% | False | False | 0 |
| 20 | 14,663.00 | 13,204.80 | 1,458.16 | 10.2% | 177.72 | 1.2% | 75% | False | False | 0 |
| 40 | 14,663.00 | 12,724.60 | 1,938.33 | 13.6% | 170.95 | 1.2% | 81% | False | False | 0 |
| 60 | 14,663.00 | 12,026.20 | 2,636.77 | 18.4% | 180.03 | 1.3% | 86% | False | False | 0 |
| 80 | 14,663.00 | 11,695.40 | 2,967.54 | 20.7% | 186.43 | 1.3% | 88% | False | False | 0 |
| 100 | 14,663.00 | 11,251.90 | 3,411.01 | 23.8% | 197.58 | 1.4% | 89% | False | False | 0 |
| 120 | 14,663.00 | 10,671.20 | 3,991.76 | 27.9% | 201.83 | 1.4% | 91% | False | False | 0 |