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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 05-Oct-2023 | 06-Oct-2023 | Change | Change % | Previous Week |
| Open | 14,770.80 | 14,621.30 | -149.43 | -1.0% | 14,712.20 |
| High | 14,784.70 | 15,021.40 | 236.69 | 1.6% | 15,021.40 |
| Low | 14,586.80 | 14,576.00 | -10.88 | -0.1% | 14,504.10 |
| Close | 14,723.20 | 14,973.20 | 250.02 | 1.7% | 14,973.20 |
| Range | 197.86 | 445.43 | 247.57 | 125.1% | 517.24 |
| ATR(14) | 221.84 | 237.81 | 15.97 | 7.2% | 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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,193.10 | 16,028.60 | 15,218.20 | |
| R3 | 15,747.70 | 15,583.20 | 15,095.70 | |
| R2 | 15,302.30 | 15,302.30 | 15,054.90 | |
| R1 | 15,137.80 | 15,137.80 | 15,014.10 | 15,220.00 |
| PP | 14,856.90 | 14,856.90 | 14,856.90 | 14,898.00 |
| S1 | 14,692.30 | 14,692.30 | 14,932.40 | 14,774.60 |
| S2 | 14,411.40 | 14,411.40 | 14,891.60 | |
| S3 | 13,966.00 | 14,246.90 | 14,850.70 | |
| S4 | 13,520.60 | 13,801.50 | 14,728.30 |
Weekly Pivots for week ending 06-Oct-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,384.60 | 16,196.20 | 15,257.70 | |
| R3 | 15,867.40 | 15,678.90 | 15,115.50 | |
| R2 | 15,350.20 | 15,350.20 | 15,068.10 | |
| R1 | 15,161.70 | 15,161.70 | 15,020.70 | 15,255.90 |
| PP | 14,832.90 | 14,832.90 | 14,832.90 | 14,880.00 |
| S1 | 14,644.50 | 14,644.50 | 14,925.80 | 14,738.70 |
| S2 | 14,315.70 | 14,315.70 | 14,878.40 | |
| S3 | 13,798.40 | 14,127.20 | 14,831.00 | |
| S4 | 13,281.20 | 13,610.00 | 14,688.80 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16,914.50 |
| 2.618 | 16,187.50 |
| 1.618 | 15,742.10 |
| 1.000 | 15,466.80 |
| 0.618 | 15,296.70 |
| HIGH | 15,021.40 |
| 0.618 | 14,851.20 |
| 0.500 | 14,798.70 |
| 0.382 | 14,746.10 |
| LOW | 14,576.00 |
| 0.618 | 14,300.70 |
| 1.000 | 14,130.50 |
| 1.618 | 13,855.20 |
| 2.618 | 13,409.80 |
| 4.250 | 12,682.90 |
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 | 14,775.20 | 198.06 | 1.3% | Above |
| 10-Day SMA | 14,718.90 | 254.36 | 1.7% | Above |
| 20-Day SMA | 14,937.40 | 35.89 | 0.2% | Above |
| 50-Day SMA | 15,109.90 | -136.68 | -0.9% | Below |
| 100-Day SMA | 14,964.90 | 8.38 | 0.1% | Above |
| 200-Day SMA | 13,640.50 | 1,332.70 | 9.8% | 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)
Neutral50.99
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-116.65
Signal: -124.59 · Hist: 7.94Stochastic (14, 3)
Neutral%K: 66.53
%D: 45.25StochRSI (14)
Neutral%K: 79.74
%D: 59.65ADX (14) & Trend
Neutral19.69
+DI: 19.47 · -DI: 22.30CCI (20)
Neutral-19.43
Range -100 to +100Williams %R (14)
Neutral-33.47
Range -100 to 0Ultimate Oscillator
Neutral56.30
Periods: 7, 14, 28ROC (12)
Bullish0.02%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral196.86
Bull: 196.86 · Bear: -248.57High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 15,021.40 | 14,504.10 | 517.24 | 3.5% | 272.03 | 1.8% | 91% | True | False | 0 |
| 10 | 15,021.40 | 14,432.60 | 588.78 | 3.9% | 242.76 | 1.6% | 92% | True | False | 0 |
| 20 | 15,512.80 | 14,432.60 | 1,080.22 | 7.2% | 210.21 | 1.4% | 50% | False | False | 0 |
| 40 | 15,618.00 | 14,432.60 | 1,185.44 | 7.9% | 206.78 | 1.4% | 46% | False | False | 0 |
| 60 | 15,932.00 | 14,432.60 | 1,499.45 | 10.0% | 204.09 | 1.4% | 36% | False | False | 0 |
| 80 | 15,932.00 | 14,432.60 | 1,499.45 | 10.0% | 198.74 | 1.3% | 36% | False | False | 0 |
| 100 | 15,932.00 | 13,393.40 | 2,538.63 | 17.0% | 196.24 | 1.3% | 62% | False | False | 0 |
| 120 | 15,932.00 | 12,724.60 | 3,207.43 | 21.4% | 189.42 | 1.3% | 70% | False | False | 0 |