NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 05-Dec-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)
Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric04-Dec-202305-Dec-2023ChangeChange %Previous Week
Open15,837.1015,762.30-74.87-0.5%15,977.60
High15,852.5015,931.8079.390.5%16,164.80
Low15,695.6015,761.3065.650.4%15,825.70
Close15,839.7015,877.7038.040.2%15,997.60
Range156.81170.5513.748.8%339.08
ATR(14)193.06191.45-1.61-0.8%184.68
Volume

Multi-Period Performance

1-Month (21d)

5.2%

3-Month (63d)

3.3%

6-Month (126d)

9.1%

1-Year (252d)

32.4%

Year-To-Date (YTD)

46.2%

52-Week Range

52W Low: 10,671.20 (48.8%)

Position (95%)

52W High: 16,164.80 (1.8%)

Daily Pivots for day following 05-Dec-2023

LevelClassicWoodieCamarillaDeMark
R416,368.6016,293.7015,971.50
R316,198.0016,123.2015,924.60
R216,027.5016,027.5015,909.00
R115,952.6015,952.6015,893.3015,990.00
PP15,856.9015,856.9015,856.9015,875.70
S115,782.1015,782.1015,862.1015,819.50
S215,686.4015,686.4015,846.40
S315,515.8015,611.5015,830.80
S415,345.3015,441.0015,783.90

Weekly Pivots for week ending 01-Dec-2023

LevelClassicWoodieCamarillaDeMark
R417,013.2016,844.5016,184.10
R316,674.2016,505.4016,090.80
R216,335.1016,335.1016,059.70
R116,166.3016,166.3016,028.7016,250.70
PP15,996.0015,996.0015,996.0016,038.20
S115,827.3015,827.3015,966.5015,911.60
S215,656.9015,656.9015,935.40
S315,317.8015,488.2015,904.30
S414,978.8015,149.1015,811.10

Fisher Pivots for day following 05-Dec-2023

Pivot1 Day3 Day
R115,867.3015,870.00
PP15,856.9015,862.40
S115,846.6015,854.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25016,656.70
2.61816,378.30
1.61816,207.80
1.00016,102.40
0.61816,037.20
HIGH15,931.80
0.61815,866.70
0.50015,846.60
0.38215,826.40
LOW15,761.30
0.61815,655.90
1.00015,590.70
1.61815,485.30
2.61815,314.80
4.25015,036.50

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%14,868.30
38.2%14,066.20
50.0%13,418.00
61.8%12,769.70
78.6%11,846.80

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA15,930.10-52.38-0.3%Below
10-Day SMA15,954.00-76.28-0.5%Below
20-Day SMA15,783.8093.870.6%Above
50-Day SMA15,177.00700.714.6%Above
100-Day SMA15,221.70655.984.3%Above
200-Day SMA14,371.401,506.3410.5%Above

Bollinger Bands (20, 2):

Upper: 16,304.40

Middle: 15,783.80

Lower: 15,263.30

Bandwidth: 6.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 15,930.20

Kijun-sen: 15,195.30

Span A: 15,562.80

Span B: 15,111.50

Chikou Span: 14,180.40

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
60.72
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
235.70
Signal: 262.57 · Hist: -26.87

Stochastic (14, 3)

Neutral
%K: 38.81
%D: 49.17

StochRSI (14)

Neutral
%K: 17.97
%D: 30.37

ADX (14) & Trend

Neutral
34.34
+DI: 31.04 · -DI: 17.72

CCI (20)

Neutral
26.88
Range -100 to +100

Williams %R (14)

Neutral
-61.19
Range -100 to 0

Ultimate Oscillator

Neutral
56.24
Periods: 7, 14, 28

ROC (12)

Bullish
0.28%
12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control
83.31
Bull: 83.31 · Bear: -87.24

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch33.43
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
516,164.8015,695.60469.113.0%176.051.1%39%FalseFalse0
1016,164.8015,695.60469.113.0%142.130.9%39%FalseFalse0
2016,164.8015,153.301,011.446.4%151.811.0%72%FalseFalse0
4016,164.8014,058.302,106.4213.3%183.351.2%86%FalseFalse0
6016,164.8014,058.302,106.4213.3%193.831.2%86%FalseFalse0
8016,164.8014,058.302,106.4213.3%196.621.2%86%FalseFalse0
10016,164.8014,058.302,106.4213.3%196.361.2%86%FalseFalse0
12016,164.8014,058.302,106.4213.3%193.721.2%86%FalseFalse0