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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 16-Aug-2023 | 17-Aug-2023 | Change | Change % | Previous Week |
| Open | 15,021.60 | 14,948.60 | -73.00 | -0.5% | 15,355.60 |
| High | 15,077.00 | 14,949.60 | -127.47 | -0.8% | 15,410.90 |
| Low | 14,874.00 | 14,698.30 | -175.73 | -1.2% | 14,973.70 |
| Close | 14,876.50 | 14,715.80 | -160.66 | -1.1% | 15,028.10 |
| Range | 203.03 | 251.29 | 48.26 | 23.8% | 437.18 |
| ATR(14) | 216.56 | 219.04 | 2.48 | 1.1% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 15,541.80 | 15,380.10 | 14,854.00 | |
| R3 | 15,290.50 | 15,128.80 | 14,784.90 | |
| R2 | 15,039.20 | 15,039.20 | 14,761.90 | |
| R1 | 14,877.50 | 14,877.50 | 14,738.80 | 14,832.70 |
| PP | 14,787.90 | 14,787.90 | 14,787.90 | 14,765.50 |
| S1 | 14,626.20 | 14,626.20 | 14,692.80 | 14,581.40 |
| S2 | 14,536.60 | 14,536.60 | 14,669.70 | |
| S3 | 14,285.30 | 14,374.90 | 14,646.70 | |
| S4 | 14,034.00 | 14,123.60 | 14,577.60 |
Weekly Pivots for week ending 11-Aug-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,449.10 | 16,175.70 | 15,268.50 | |
| R3 | 16,011.90 | 15,738.60 | 15,148.30 | |
| R2 | 15,574.70 | 15,574.70 | 15,108.20 | |
| R1 | 15,301.40 | 15,301.40 | 15,068.10 | 15,219.50 |
| PP | 15,137.50 | 15,137.50 | 15,137.50 | 15,096.60 |
| S1 | 14,864.20 | 14,864.20 | 14,988.00 | 14,782.30 |
| S2 | 14,700.30 | 14,700.30 | 14,947.90 | |
| S3 | 14,263.20 | 14,427.00 | 14,907.80 | |
| S4 | 13,826.00 | 13,989.80 | 14,787.60 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16,017.60 |
| 2.618 | 15,607.50 |
| 1.618 | 15,356.20 |
| 1.000 | 15,200.90 |
| 0.618 | 15,104.90 |
| HIGH | 14,949.60 |
| 0.618 | 14,853.60 |
| 0.500 | 14,823.90 |
| 0.382 | 14,794.30 |
| LOW | 14,698.30 |
| 0.618 | 14,543.00 |
| 1.000 | 14,447.00 |
| 1.618 | 14,291.70 |
| 2.618 | 14,040.40 |
| 4.250 | 13,630.30 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 14,972.70 | -256.91 | -1.7% | Below |
| 10-Day SMA | 15,105.00 | -389.19 | -2.6% | Below |
| 20-Day SMA | 15,320.00 | -604.16 | -3.9% | Below |
| 50-Day SMA | 15,185.20 | -469.42 | -3.1% | Below |
| 100-Day SMA | 14,273.60 | 442.22 | 3.1% | Above |
| 200-Day SMA | 13,023.30 | 1,692.50 | 13.0% | 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)
Neutral35.24
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-84.87
Signal: 10.89 · Hist: -95.76Stochastic (14, 3)
Neutral%K: 1.59
%D: 3.19StochRSI (14)
Neutral%K: 2.26
%D: 8.05ADX (14) & Trend
Neutral17.64
+DI: 17.80 · -DI: 28.29CCI (20)
Neutral-171.02
Range -100 to +100Williams %R (14)
Bullish-98.41
Range -100 to 0Ultimate Oscillator
Neutral30.58
Periods: 7, 14, 28ROC (12)
Bearish-6.38%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-182.53
Bull: -182.53 · Bear: -433.82High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 15,206.30 | 14,698.30 | 507.97 | 3.5% | 197.26 | 1.3% | 3% | False | True | 0 |
| 10 | 15,523.30 | 14,698.30 | 825.02 | 5.6% | 205.25 | 1.4% | 2% | False | True | 0 |
| 20 | 15,801.80 | 14,698.30 | 1,103.54 | 7.5% | 191.09 | 1.3% | 2% | False | True | 0 |
| 40 | 15,932.00 | 14,687.00 | 1,245.03 | 8.5% | 186.73 | 1.3% | 2% | False | False | 0 |
| 60 | 15,932.00 | 13,520.90 | 2,411.13 | 16.4% | 193.30 | 1.3% | 50% | False | False | 0 |
| 80 | 15,932.00 | 12,724.60 | 3,207.43 | 21.8% | 183.60 | 1.2% | 62% | False | False | 0 |
| 100 | 15,932.00 | 12,517.90 | 3,414.18 | 23.2% | 179.30 | 1.2% | 64% | False | False | 0 |
| 120 | 15,932.00 | 11,695.40 | 4,236.64 | 28.8% | 187.91 | 1.3% | 71% | False | False | 0 |