NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 12-Dec-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

STRONG BUY(+0.53)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric11-Dec-202312-Dec-2023ChangeChange %Previous Week
Open16,069.6016,217.40147.750.9%15,837.10
High16,232.3016,354.30121.990.8%16,100.90
Low16,065.5016,175.50109.990.7%15,695.60
Close16,221.7016,354.30132.520.8%16,084.70
Range166.79178.7912.007.2%405.22
ATR(14)192.99191.98-1.01-0.5%195.01
Volume

Multi-Period Performance

1-Month (21d)

5.3%

3-Month (63d)

6.6%

6-Month (126d)

9.8%

1-Year (252d)

41.4%

Year-To-Date (YTD)

50.6%

52-Week Range

52W Low: 10,671.20 (53.3%)

Position (100%)

52W High: 16,354.30 (0.0%)

Daily Pivots for day following 12-Dec-2023

LevelClassicWoodieCamarillaDeMark
R416,831.0016,771.4016,452.60
R316,652.2016,592.6016,403.40
R216,473.4016,473.4016,387.00
R116,413.8016,413.8016,370.6016,443.60
PP16,294.7016,294.7016,294.7016,309.60
S116,235.1016,235.1016,337.9016,264.90
S216,115.9016,115.9016,321.50
S315,937.1016,056.3016,305.10
S415,758.3015,877.5016,255.90

Weekly Pivots for week ending 08-Dec-2023

LevelClassicWoodieCamarillaDeMark
R417,176.1017,035.6016,307.60
R316,770.8016,630.4016,196.10
R216,365.6016,365.6016,159.00
R116,225.2016,225.2016,121.8016,295.40
PP15,960.4015,960.4015,960.4015,995.50
S115,819.9015,819.9016,047.5015,890.20
S215,555.2015,555.2016,010.40
S315,150.0015,414.7015,973.30
S414,744.7015,009.5015,861.80

Fisher Pivots for day following 12-Dec-2023

Pivot1 Day3 Day
R116,324.5016,284.80
PP16,294.7016,215.40
S116,264.9016,145.90

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25017,114.10
2.61816,822.30
1.61816,643.50
1.00016,533.00
0.61816,464.70
HIGH16,354.30
0.61816,286.00
0.50016,264.90
0.38216,243.80
LOW16,175.50
0.61816,065.00
1.00015,996.70
1.61815,886.20
2.61815,707.40
4.25015,415.60

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%15,013.00
38.2%14,183.30
50.0%13,512.70
61.8%12,842.10
78.6%11,887.40

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA16,094.20260.011.6%Above
10-Day SMA16,012.20342.092.1%Above
20-Day SMA15,966.90387.302.4%Above
50-Day SMA15,318.801,035.456.8%Above
100-Day SMA15,243.701,110.547.3%Above
200-Day SMA14,472.101,882.1913.0%Above

Bollinger Bands (20, 2):

Upper: 16,242.10

Middle: 15,966.90

Lower: 15,691.80

Bandwidth: 3.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 16,024.90

Kijun-sen: 15,709.60

Span A: 15,867.30

Span B: 15,206.30

Chikou Span: 15,099.50

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
71.29
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
235.31
Signal: 234.17 · Hist: 1.14

Stochastic (14, 3)

Neutral
%K: 100.00
%D: 93.66

StochRSI (14)

Neutral
%K: 81.94
%D: 59.63

ADX (14) & Trend

Strong Trend
35.90
+DI: 35.49 · -DI: 12.20

CCI (20)

Neutral
237.29
Range -100 to +100

Williams %R (14)

Neutral
0.00
Range -100 to 0

Ultimate Oscillator

Neutral
66.07
Periods: 7, 14, 28

ROC (12)

Bullish
2.33%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
352.00
Bull: 352.00 · Bear: 173.21

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch21.10
Widest range in 4 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
516,354.3015,777.00577.303.5%177.131.1%100%TrueFalse0
1016,354.3015,695.60658.614.0%176.591.1%100%TrueFalse0
2016,354.3015,695.60658.614.0%149.430.9%100%TrueFalse0
4016,354.3014,058.302,295.9214.0%180.181.1%100%TrueFalse0
6016,354.3014,058.302,295.9214.0%194.101.2%100%TrueFalse0
8016,354.3014,058.302,295.9214.0%194.551.2%100%TrueFalse0
10016,354.3014,058.302,295.9214.0%193.851.2%100%TrueFalse0
12016,354.3014,058.302,295.9214.0%191.481.2%100%TrueFalse0