NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 09-Oct-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)
Moving Averages

Strong Buy

+0.67

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

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

Day Change Summary (OHLC)

PreviousCurrent
Metric06-Oct-202309-Oct-2023ChangeChange %Previous Week
Open14,621.3014,871.60250.241.7%14,712.20
High15,021.4015,070.6049.260.3%15,021.40
Low14,576.0014,824.90248.981.7%14,504.10
Close14,973.2015,047.1073.910.5%14,973.20
Range445.43245.71-199.72-44.8%517.24
ATR(14)237.81238.370.560.2%237.81
Volume

Multi-Period Performance

1-Month (21d)

-1.5%

3-Month (63d)

-0.5%

6-Month (126d)

15.3%

1-Year (252d)

31.0%

Year-To-Date (YTD)

38.5%

52-Week Range

52W Low: 10,444.80 (44.1%)

Position (84%)

52W High: 15,932.00 (5.6%)

Daily Pivots for day following 09-Oct-2023

LevelClassicWoodieCamarillaDeMark
R415,718.0015,628.3015,182.30
R315,472.3015,382.6015,114.70
R215,226.6015,226.6015,092.20
R115,136.9015,136.9015,069.7015,181.80
PP14,980.9014,980.9014,980.9015,003.30
S114,891.2014,891.2015,024.6014,936.00
S214,735.2014,735.2015,002.10
S314,489.5014,645.5014,979.60
S414,243.8014,399.8014,912.00

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 09-Oct-2023

Pivot1 Day3 Day
R115,014.0014,972.50
PP14,980.9014,897.90
S114,947.8014,823.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,114.90
2.61815,713.90
1.61815,468.20
1.00015,316.30
0.61815,222.50
HIGH15,070.60
0.61814,976.80
0.50014,947.80
0.38214,918.80
LOW14,824.90
0.61814,673.10
1.00014,579.20
1.61814,427.40
2.61814,181.70
4.25013,780.70

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 SMA14,817.10230.051.6%Above
10-Day SMA14,746.70300.452.0%Above
20-Day SMA14,916.60130.530.9%Above
50-Day SMA15,095.80-48.69-0.3%Below
100-Day SMA14,981.1066.080.4%Above
200-Day SMA13,660.401,386.7410.2%Above

Bollinger Bands (20, 2):

Upper: 15,473.90

Middle: 14,916.60

Lower: 14,359.30

Bandwidth: 7.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 14,751.60

Kijun-sen: 15,025.30

Span A: 14,888.50

Span B: 15,117.20

Chikou Span: 15,501.10

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
52.97
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-89.54
Signal: -117.58 · Hist: 28.04

Stochastic (14, 3)

Neutral
%K: 75.63
%D: 58.97

StochRSI (14)

Neutral
%K: 88.39
%D: 73.52

ADX (14) & Trend

Neutral
18.48
+DI: 19.52 · -DI: 20.66

CCI (20)

Neutral
17.67
Range -100 to +100

Williams %R (14)

Neutral
-24.37
Range -100 to 0

Ultimate Oscillator

Neutral
58.10
Periods: 7, 14, 28

ROC (12)

Bullish
2.40%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
214.32
Bull: 214.32 · Bear: -31.39

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch34.28
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
515,070.6014,504.10566.503.8%283.041.9%96%TrueFalse0
1015,070.6014,432.60638.044.2%251.781.7%96%TrueFalse0
2015,512.8014,432.601,080.227.2%214.771.4%57%FalseFalse0
4015,618.0014,432.601,185.447.9%209.891.4%52%FalseFalse0
6015,932.0014,432.601,499.4510.0%205.031.4%41%FalseFalse0
8015,932.0014,432.601,499.4510.0%198.911.3%41%FalseFalse0
10015,932.0013,419.402,512.7016.7%197.651.3%65%FalseFalse0
12015,932.0012,724.603,207.4321.3%190.201.3%72%FalseFalse0