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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 11-Dec-2023 | 12-Dec-2023 | Change | Change % | Previous Week |
| Open | 16,069.60 | 16,217.40 | 147.75 | 0.9% | 15,837.10 |
| High | 16,232.30 | 16,354.30 | 121.99 | 0.8% | 16,100.90 |
| Low | 16,065.50 | 16,175.50 | 109.99 | 0.7% | 15,695.60 |
| Close | 16,221.70 | 16,354.30 | 132.52 | 0.8% | 16,084.70 |
| Range | 166.79 | 178.79 | 12.00 | 7.2% | 405.22 |
| ATR(14) | 192.99 | 191.98 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,831.00 | 16,771.40 | 16,452.60 | |
| R3 | 16,652.20 | 16,592.60 | 16,403.40 | |
| R2 | 16,473.40 | 16,473.40 | 16,387.00 | |
| R1 | 16,413.80 | 16,413.80 | 16,370.60 | 16,443.60 |
| PP | 16,294.70 | 16,294.70 | 16,294.70 | 16,309.60 |
| S1 | 16,235.10 | 16,235.10 | 16,337.90 | 16,264.90 |
| S2 | 16,115.90 | 16,115.90 | 16,321.50 | |
| S3 | 15,937.10 | 16,056.30 | 16,305.10 | |
| S4 | 15,758.30 | 15,877.50 | 16,255.90 |
Weekly Pivots for week ending 08-Dec-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 17,176.10 | 17,035.60 | 16,307.60 | |
| R3 | 16,770.80 | 16,630.40 | 16,196.10 | |
| R2 | 16,365.60 | 16,365.60 | 16,159.00 | |
| R1 | 16,225.20 | 16,225.20 | 16,121.80 | 16,295.40 |
| PP | 15,960.40 | 15,960.40 | 15,960.40 | 15,995.50 |
| S1 | 15,819.90 | 15,819.90 | 16,047.50 | 15,890.20 |
| S2 | 15,555.20 | 15,555.20 | 16,010.40 | |
| S3 | 15,150.00 | 15,414.70 | 15,973.30 | |
| S4 | 14,744.70 | 15,009.50 | 15,861.80 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 17,114.10 |
| 2.618 | 16,822.30 |
| 1.618 | 16,643.50 |
| 1.000 | 16,533.00 |
| 0.618 | 16,464.70 |
| HIGH | 16,354.30 |
| 0.618 | 16,286.00 |
| 0.500 | 16,264.90 |
| 0.382 | 16,243.80 |
| LOW | 16,175.50 |
| 0.618 | 16,065.00 |
| 1.000 | 15,996.70 |
| 1.618 | 15,886.20 |
| 2.618 | 15,707.40 |
| 4.250 | 15,415.60 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 16,094.20 | 260.01 | 1.6% | Above |
| 10-Day SMA | 16,012.20 | 342.09 | 2.1% | Above |
| 20-Day SMA | 15,966.90 | 387.30 | 2.4% | Above |
| 50-Day SMA | 15,318.80 | 1,035.45 | 6.8% | Above |
| 100-Day SMA | 15,243.70 | 1,110.54 | 7.3% | Above |
| 200-Day SMA | 14,472.10 | 1,882.19 | 13.0% | 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)
Neutral71.29
Neutral 30–70MACD (12, 26, 9)
Bullish Cross235.31
Signal: 234.17 · Hist: 1.14Stochastic (14, 3)
Neutral%K: 100.00
%D: 93.66StochRSI (14)
Neutral%K: 81.94
%D: 59.63ADX (14) & Trend
Strong Trend35.90
+DI: 35.49 · -DI: 12.20CCI (20)
Neutral237.29
Range -100 to +100Williams %R (14)
Neutral0.00
Range -100 to 0Ultimate Oscillator
Neutral66.07
Periods: 7, 14, 28ROC (12)
Bullish2.33%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral352.00
Bull: 352.00 · Bear: 173.21High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 16,354.30 | 15,777.00 | 577.30 | 3.5% | 177.13 | 1.1% | 100% | True | False | 0 |
| 10 | 16,354.30 | 15,695.60 | 658.61 | 4.0% | 176.59 | 1.1% | 100% | True | False | 0 |
| 20 | 16,354.30 | 15,695.60 | 658.61 | 4.0% | 149.43 | 0.9% | 100% | True | False | 0 |
| 40 | 16,354.30 | 14,058.30 | 2,295.92 | 14.0% | 180.18 | 1.1% | 100% | True | False | 0 |
| 60 | 16,354.30 | 14,058.30 | 2,295.92 | 14.0% | 194.10 | 1.2% | 100% | True | False | 0 |
| 80 | 16,354.30 | 14,058.30 | 2,295.92 | 14.0% | 194.55 | 1.2% | 100% | True | False | 0 |
| 100 | 16,354.30 | 14,058.30 | 2,295.92 | 14.0% | 193.85 | 1.2% | 100% | True | False | 0 |
| 120 | 16,354.30 | 14,058.30 | 2,295.92 | 14.0% | 191.48 | 1.2% | 100% | True | False | 0 |