NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 17-Aug-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.21)
Moving Averages

Sell

-0.33

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.5%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric16-Aug-202317-Aug-2023ChangeChange %Previous Week
Open15,021.6014,948.60-73.00-0.5%15,355.60
High15,077.0014,949.60-127.47-0.8%15,410.90
Low14,874.0014,698.30-175.73-1.2%14,973.70
Close14,876.5014,715.80-160.66-1.1%15,028.10
Range203.03251.2948.2623.8%437.18
ATR(14)216.56219.042.481.1%218.68
Volume

Multi-Period Performance

1-Month (21d)

-7.0%

3-Month (63d)

8.3%

6-Month (126d)

16.0%

1-Year (252d)

7.9%

Year-To-Date (YTD)

35.5%

52-Week Range

52W Low: 10,444.80 (40.9%)

Position (78%)

52W High: 15,932.00 (7.6%)

Daily Pivots for day following 17-Aug-2023

LevelClassicWoodieCamarillaDeMark
R415,541.8015,380.1014,854.00
R315,290.5015,128.8014,784.90
R215,039.2015,039.2014,761.90
R114,877.5014,877.5014,738.8014,832.70
PP14,787.9014,787.9014,787.9014,765.50
S114,626.2014,626.2014,692.8014,581.40
S214,536.6014,536.6014,669.70
S314,285.3014,374.9014,646.70
S414,034.0014,123.6014,577.60

Weekly Pivots for week ending 11-Aug-2023

LevelClassicWoodieCamarillaDeMark
R416,449.1016,175.7015,268.50
R316,011.9015,738.6015,148.30
R215,574.7015,574.7015,108.20
R115,301.4015,301.4015,068.1015,219.50
PP15,137.5015,137.5015,137.5015,096.60
S114,864.2014,864.2014,988.0014,782.30
S214,700.3014,700.3014,947.90
S314,263.2014,427.0014,907.80
S413,826.0013,989.8014,787.60

Fisher Pivots for day following 17-Aug-2023

Pivot1 Day3 Day
R114,823.9014,945.60
PP14,787.9014,869.00
S114,751.9014,792.40

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,017.60
2.61815,607.50
1.61815,356.20
1.00015,200.90
0.61815,104.90
HIGH14,949.60
0.61814,853.60
0.50014,823.90
0.38214,794.30
LOW14,698.30
0.61814,543.00
1.00014,447.00
1.61814,291.70
2.61814,040.40
4.25013,630.30

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%14,637.10
38.2%13,835.90
50.0%13,188.40
61.8%12,540.90
78.6%11,619.10

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA14,972.70-256.91-1.7%Below
10-Day SMA15,105.00-389.19-2.6%Below
20-Day SMA15,320.00-604.16-3.9%Below
50-Day SMA15,185.20-469.42-3.1%Below
100-Day SMA14,273.60442.223.1%Above
200-Day SMA13,023.301,692.5013.0%Above

Bollinger Bands (20, 2):

Upper: 15,870.20

Middle: 15,320.00

Lower: 14,769.80

Bandwidth: 7.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 15,054.60

Kijun-sen: 15,315.20

Span A: 15,184.90

Span B: 15,108.00

Chikou Span: 15,307.20

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
35.24
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
-84.87
Signal: 10.89 · Hist: -95.76

Stochastic (14, 3)

Neutral
%K: 1.59
%D: 3.19

StochRSI (14)

Neutral
%K: 2.26
%D: 8.05

ADX (14) & Trend

Neutral
17.64
+DI: 17.80 · -DI: 28.29

CCI (20)

Neutral
-171.02
Range -100 to +100

Williams %R (14)

Bullish
-98.41
Range -100 to 0

Ultimate Oscillator

Neutral
30.58
Periods: 7, 14, 28

ROC (12)

Bearish
-6.38%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-182.53
Bull: -182.53 · Bear: -433.82

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch44.73
Widest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
515,206.3014,698.30507.973.5%197.261.3%3%FalseTrue0
1015,523.3014,698.30825.025.6%205.251.4%2%FalseTrue0
2015,801.8014,698.301,103.547.5%191.091.3%2%FalseTrue0
4015,932.0014,687.001,245.038.5%186.731.3%2%FalseFalse0
6015,932.0013,520.902,411.1316.4%193.301.3%50%FalseFalse0
8015,932.0012,724.603,207.4321.8%183.601.2%62%FalseFalse0
10015,932.0012,517.903,414.1823.2%179.301.2%64%FalseFalse0
12015,932.0011,695.404,236.6428.8%187.911.3%71%FalseFalse0