NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 13-Jun-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.37)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.11
Price Levels
Buy
+0.50
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.4%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 12-Jun-2023 | 13-Jun-2023 | Change | Change % | Previous Week |
| Open | 14,612.10 | 14,901.90 | 289.81 | 2.0% | 14,557.80 |
| High | 14,787.50 | 14,931.80 | 144.37 | 1.0% | 14,672.90 |
| Low | 14,571.40 | 14,770.70 | 199.34 | 1.4% | 14,283.90 |
| Close | 14,784.30 | 14,900.90 | 116.55 | 0.8% | 14,528.40 |
| Range | 216.10 | 161.13 | -54.97 | -25.4% | 388.97 |
| ATR(14) | 204.69 | 201.58 | -3.11 | -1.5% | 200.51 |
| Volume |
Multi-Period Performance
1-Month (21d)
11.7%
3-Month (63d)
22.1%
6-Month (126d)
28.9%
1-Year (252d)
25.9%
Year-To-Date (YTD)
37.2%
52-Week Range
52W Low: 10,444.80 (42.7%)
Position (99%)
52W High: 14,931.80 (0.2%)
Daily Pivots for day following 13-Jun-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,351.20 | 15,287.10 | 14,989.50 | |
| R3 | 15,190.10 | 15,126.00 | 14,945.20 | |
| R2 | 15,028.90 | 15,028.90 | 14,930.40 | |
| R1 | 14,964.90 | 14,964.90 | 14,915.60 | 14,916.30 |
| PP | 14,867.80 | 14,867.80 | 14,867.80 | 14,843.50 |
| S1 | 14,803.80 | 14,803.80 | 14,886.10 | 14,755.20 |
| S2 | 14,706.70 | 14,706.70 | 14,871.30 | |
| S3 | 14,545.50 | 14,642.60 | 14,856.50 | |
| S4 | 14,384.40 | 14,481.50 | 14,812.20 |
Weekly Pivots for week ending 09-Jun-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,661.90 | 15,484.10 | 14,742.30 | |
| R3 | 15,273.00 | 15,095.10 | 14,635.30 | |
| R2 | 14,884.00 | 14,884.00 | 14,599.70 | |
| R1 | 14,706.20 | 14,706.20 | 14,564.00 | 14,600.60 |
| PP | 14,495.00 | 14,495.00 | 14,495.00 | 14,442.20 |
| S1 | 14,317.20 | 14,317.20 | 14,492.70 | 14,211.60 |
| S2 | 14,106.10 | 14,106.10 | 14,457.00 | |
| S3 | 13,717.10 | 13,928.20 | 14,421.40 | |
| S4 | 13,328.10 | 13,539.30 | 14,314.40 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 15,616.60 |
| 2.618 | 15,353.70 |
| 1.618 | 15,192.50 |
| 1.000 | 15,093.00 |
| 0.618 | 15,031.40 |
| HIGH | 14,931.80 |
| 0.618 | 14,870.30 |
| 0.500 | 14,851.30 |
| 0.382 | 14,832.30 |
| LOW | 14,770.70 |
| 0.618 | 14,671.10 |
| 1.000 | 14,609.60 |
| 1.618 | 14,510.00 |
| 2.618 | 14,348.90 |
| 4.250 | 14,085.90 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 13,872.90 |
| 38.2% | 13,217.80 |
| 50.0% | 12,688.30 |
| 61.8% | 12,158.80 |
| 78.6% | 11,405.00 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 14,600.30 | 300.58 | 2.1% | Above |
| 10-Day SMA | 14,535.80 | 365.03 | 2.5% | Above |
| 20-Day SMA | 14,186.50 | 714.34 | 5.0% | Above |
| 50-Day SMA | 13,536.50 | 1,364.36 | 10.1% | Above |
| 100-Day SMA | 12,931.70 | 1,969.16 | 15.2% | Above |
| 200-Day SMA | 12,204.10 | 2,696.74 | 22.1% | Above |
Bollinger Bands (20, 2):
Upper: 15,033.30
Middle: 14,186.50
Lower: 13,339.70
Bandwidth: 11.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 14,577.80
Kijun-sen: 14,062.50
Span A: 14,320.10
Span B: 13,828.20
Chikou Span: 13,259.10
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral74.82
Neutral 30–70MACD (12, 26, 9)
Bullish Cross370.04
Signal: 338.67 · Hist: 31.37Stochastic (14, 3)
Neutral%K: 97.80
%D: 95.00StochRSI (14)
Neutral%K: 79.12
%D: 62.67ADX (14) & Trend
Strong Trend39.01
+DI: 43.18 · -DI: 14.26CCI (20)
Neutral121.79
Range -100 to +100Williams %R (14)
Bearish-2.20
Range -100 to 0Ultimate Oscillator
Neutral56.57
Periods: 7, 14, 28ROC (12)
Bearish6.90%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral507.31
Bull: 507.31 · Bear: 346.18High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 14,931.80 | 14,283.90 | 647.95 | 4.3% | 222.32 | 1.5% | 95% | True | False | 0 |
| 10 | 14,931.80 | 14,216.20 | 715.67 | 4.8% | 194.75 | 1.3% | 96% | True | False | 0 |
| 20 | 14,931.80 | 13,393.40 | 1,538.41 | 10.3% | 186.26 | 1.3% | 98% | True | False | 0 |
| 40 | 14,931.80 | 12,724.60 | 2,207.21 | 14.8% | 170.79 | 1.1% | 99% | True | False | 0 |
| 60 | 14,931.80 | 12,411.40 | 2,520.47 | 16.9% | 174.83 | 1.2% | 99% | True | False | 0 |
| 80 | 14,931.80 | 11,695.40 | 3,236.42 | 21.7% | 184.58 | 1.2% | 99% | True | False | 0 |
| 100 | 14,931.80 | 11,329.50 | 3,602.29 | 24.2% | 197.54 | 1.3% | 99% | True | False | 0 |
| 120 | 14,931.80 | 10,671.20 | 4,260.64 | 28.6% | 199.53 | 1.3% | 99% | True | False | 0 |