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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 04-Dec-2023 | 05-Dec-2023 | Change | Change % | Previous Week |
| Open | 15,837.10 | 15,762.30 | -74.87 | -0.5% | 15,977.60 |
| High | 15,852.50 | 15,931.80 | 79.39 | 0.5% | 16,164.80 |
| Low | 15,695.60 | 15,761.30 | 65.65 | 0.4% | 15,825.70 |
| Close | 15,839.70 | 15,877.70 | 38.04 | 0.2% | 15,997.60 |
| Range | 156.81 | 170.55 | 13.74 | 8.8% | 339.08 |
| ATR(14) | 193.06 | 191.45 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,368.60 | 16,293.70 | 15,971.50 | |
| R3 | 16,198.00 | 16,123.20 | 15,924.60 | |
| R2 | 16,027.50 | 16,027.50 | 15,909.00 | |
| R1 | 15,952.60 | 15,952.60 | 15,893.30 | 15,990.00 |
| PP | 15,856.90 | 15,856.90 | 15,856.90 | 15,875.70 |
| S1 | 15,782.10 | 15,782.10 | 15,862.10 | 15,819.50 |
| S2 | 15,686.40 | 15,686.40 | 15,846.40 | |
| S3 | 15,515.80 | 15,611.50 | 15,830.80 | |
| S4 | 15,345.30 | 15,441.00 | 15,783.90 |
Weekly Pivots for week ending 01-Dec-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 17,013.20 | 16,844.50 | 16,184.10 | |
| R3 | 16,674.20 | 16,505.40 | 16,090.80 | |
| R2 | 16,335.10 | 16,335.10 | 16,059.70 | |
| R1 | 16,166.30 | 16,166.30 | 16,028.70 | 16,250.70 |
| PP | 15,996.00 | 15,996.00 | 15,996.00 | 16,038.20 |
| S1 | 15,827.30 | 15,827.30 | 15,966.50 | 15,911.60 |
| S2 | 15,656.90 | 15,656.90 | 15,935.40 | |
| S3 | 15,317.80 | 15,488.20 | 15,904.30 | |
| S4 | 14,978.80 | 15,149.10 | 15,811.10 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16,656.70 |
| 2.618 | 16,378.30 |
| 1.618 | 16,207.80 |
| 1.000 | 16,102.40 |
| 0.618 | 16,037.20 |
| HIGH | 15,931.80 |
| 0.618 | 15,866.70 |
| 0.500 | 15,846.60 |
| 0.382 | 15,826.40 |
| LOW | 15,761.30 |
| 0.618 | 15,655.90 |
| 1.000 | 15,590.70 |
| 1.618 | 15,485.30 |
| 2.618 | 15,314.80 |
| 4.250 | 15,036.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 15,930.10 | -52.38 | -0.3% | Below |
| 10-Day SMA | 15,954.00 | -76.28 | -0.5% | Below |
| 20-Day SMA | 15,783.80 | 93.87 | 0.6% | Above |
| 50-Day SMA | 15,177.00 | 700.71 | 4.6% | Above |
| 100-Day SMA | 15,221.70 | 655.98 | 4.3% | Above |
| 200-Day SMA | 14,371.40 | 1,506.34 | 10.5% | 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)
Neutral60.72
Neutral 30–70MACD (12, 26, 9)
Bearish Cross235.70
Signal: 262.57 · Hist: -26.87Stochastic (14, 3)
Neutral%K: 38.81
%D: 49.17StochRSI (14)
Neutral%K: 17.97
%D: 30.37ADX (14) & Trend
Neutral34.34
+DI: 31.04 · -DI: 17.72CCI (20)
Neutral26.88
Range -100 to +100Williams %R (14)
Neutral-61.19
Range -100 to 0Ultimate Oscillator
Neutral56.24
Periods: 7, 14, 28ROC (12)
Bullish0.28%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control83.31
Bull: 83.31 · Bear: -87.24High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 16,164.80 | 15,695.60 | 469.11 | 3.0% | 176.05 | 1.1% | 39% | False | False | 0 |
| 10 | 16,164.80 | 15,695.60 | 469.11 | 3.0% | 142.13 | 0.9% | 39% | False | False | 0 |
| 20 | 16,164.80 | 15,153.30 | 1,011.44 | 6.4% | 151.81 | 1.0% | 72% | False | False | 0 |
| 40 | 16,164.80 | 14,058.30 | 2,106.42 | 13.3% | 183.35 | 1.2% | 86% | False | False | 0 |
| 60 | 16,164.80 | 14,058.30 | 2,106.42 | 13.3% | 193.83 | 1.2% | 86% | False | False | 0 |
| 80 | 16,164.80 | 14,058.30 | 2,106.42 | 13.3% | 196.62 | 1.2% | 86% | False | False | 0 |
| 100 | 16,164.80 | 14,058.30 | 2,106.42 | 13.3% | 196.36 | 1.2% | 86% | False | False | 0 |
| 120 | 16,164.80 | 14,058.30 | 2,106.42 | 13.3% | 193.72 | 1.2% | 86% | False | False | 0 |