NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 06-Oct-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)
Moving Averages

Strong Buy

+0.67

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.6%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric05-Oct-202306-Oct-2023ChangeChange %Previous Week
Open14,770.8014,621.30-149.43-1.0%14,712.20
High14,784.7015,021.40236.691.6%15,021.40
Low14,586.8014,576.00-10.88-0.1%14,504.10
Close14,723.2014,973.20250.021.7%14,973.20
Range197.86445.43247.57125.1%517.24
ATR(14)221.84237.8115.977.2%237.81
Volume

Multi-Period Performance

1-Month (21d)

-1.9%

3-Month (63d)

-0.5%

6-Month (126d)

14.6%

1-Year (252d)

29.4%

Year-To-Date (YTD)

37.8%

52-Week Range

52W Low: 10,444.80 (43.4%)

Position (83%)

52W High: 15,932.00 (6.0%)

Daily Pivots for day following 06-Oct-2023

LevelClassicWoodieCamarillaDeMark
R416,193.1016,028.6015,218.20
R315,747.7015,583.2015,095.70
R215,302.3015,302.3015,054.90
R115,137.8015,137.8015,014.1015,220.00
PP14,856.9014,856.9014,856.9014,898.00
S114,692.3014,692.3014,932.4014,774.60
S214,411.4014,411.4014,891.60
S313,966.0014,246.9014,850.70
S413,520.6013,801.5014,728.30

Weekly Pivots for week ending 06-Oct-2023

LevelClassicWoodieCamarillaDeMark
R416,384.6016,196.2015,257.70
R315,867.4015,678.9015,115.50
R215,350.2015,350.2015,068.10
R115,161.7015,161.7015,020.7015,255.90
PP14,832.9014,832.9014,832.9014,880.00
S114,644.5014,644.5014,925.8014,738.70
S214,315.7014,315.7014,878.40
S313,798.4014,127.2014,831.00
S413,281.2013,610.0014,688.80

Fisher Pivots for day following 06-Oct-2023

Pivot1 Day3 Day
R114,915.0014,915.00
PP14,856.9014,856.90
S114,798.7014,798.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,914.50
2.61816,187.50
1.61815,742.10
1.00015,466.80
0.61815,296.70
HIGH15,021.40
0.61814,851.20
0.50014,798.70
0.38214,746.10
LOW14,576.00
0.61814,300.70
1.00014,130.50
1.61813,855.20
2.61813,409.80
4.25012,682.90

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 SMA14,775.20198.061.3%Above
10-Day SMA14,718.90254.361.7%Above
20-Day SMA14,937.4035.890.2%Above
50-Day SMA15,109.90-136.68-0.9%Below
100-Day SMA14,964.908.380.1%Above
200-Day SMA13,640.501,332.709.8%Above

Bollinger Bands (20, 2):

Upper: 15,541.50

Middle: 14,937.40

Lower: 14,333.20

Bandwidth: 8.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 14,727.00

Kijun-sen: 15,025.30

Span A: 14,876.20

Span B: 15,117.20

Chikou Span: 15,462.40

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
50.99
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-116.65
Signal: -124.59 · Hist: 7.94

Stochastic (14, 3)

Neutral
%K: 66.53
%D: 45.25

StochRSI (14)

Neutral
%K: 79.74
%D: 59.65

ADX (14) & Trend

Neutral
19.69
+DI: 19.47 · -DI: 22.30

CCI (20)

Neutral
-19.43
Range -100 to +100

Williams %R (14)

Neutral
-33.47
Range -100 to 0

Ultimate Oscillator

Neutral
56.30
Periods: 7, 14, 28

ROC (12)

Bullish
0.02%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
196.86
Bull: 196.86 · Bear: -248.57

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODTrue
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch34.37
Widest range in 30 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
515,021.4014,504.10517.243.5%272.031.8%91%TrueFalse0
1015,021.4014,432.60588.783.9%242.761.6%92%TrueFalse0
2015,512.8014,432.601,080.227.2%210.211.4%50%FalseFalse0
4015,618.0014,432.601,185.447.9%206.781.4%46%FalseFalse0
6015,932.0014,432.601,499.4510.0%204.091.4%36%FalseFalse0
8015,932.0014,432.601,499.4510.0%198.741.3%36%FalseFalse0
10015,932.0013,393.402,538.6317.0%196.241.3%62%FalseFalse0
12015,932.0012,724.603,207.4321.4%189.421.3%70%FalseFalse0