NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 15-Dec-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Buy

+0.50

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

Day Change Summary (OHLC)

PreviousCurrent
Metric14-Dec-202315-Dec-2023ChangeChange %Previous Week
Open16,603.5016,587.00-16.54-0.1%16,069.60
High16,660.7016,669.809.060.1%16,669.80
Low16,419.3016,557.00137.750.8%16,065.50
Close16,537.8016,623.5085.620.5%16,623.50
Range241.45112.76-128.69-53.3%604.30
ATR(14)197.78193.08-4.70-2.4%193.08
Volume

Multi-Period Performance

1-Month (21d)

5.1%

3-Month (63d)

9.2%

6-Month (126d)

10.2%

1-Year (252d)

41.6%

Year-To-Date (YTD)

53.0%

52-Week Range

52W Low: 10,671.20 (55.8%)

Position (99%)

52W High: 16,669.80 (0.3%)

Daily Pivots for day following 15-Dec-2023

LevelClassicWoodieCamarillaDeMark
R416,955.0016,902.0016,685.50
R316,842.3016,789.2016,654.50
R216,729.5016,729.5016,644.10
R116,676.5016,676.5016,633.8016,703.00
PP16,616.7016,616.7016,616.7016,630.00
S116,563.7016,563.7016,613.1016,590.20
S216,504.0016,504.0016,602.80
S316,391.2016,451.0016,592.40
S416,278.5016,338.2016,561.40

Weekly Pivots for week ending 15-Dec-2023

LevelClassicWoodieCamarillaDeMark
R418,265.8018,048.9016,955.80
R317,661.5017,444.6016,789.60
R217,057.2017,057.2016,734.20
R116,840.3016,840.3016,678.8016,948.80
PP16,452.9016,452.9016,452.9016,507.10
S116,236.0016,236.0016,568.1016,344.50
S215,848.6015,848.6016,512.70
S315,244.3015,631.7016,457.30
S414,640.0015,027.4016,291.10

Fisher Pivots for day following 15-Dec-2023

Pivot1 Day3 Day
R116,620.1016,586.80
PP16,616.7016,550.10
S116,613.4016,513.50

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25017,149.00
2.61816,965.00
1.61816,852.20
1.00016,782.50
0.61816,739.50
HIGH16,669.80
0.61816,626.70
0.50016,613.40
0.38216,600.10
LOW16,557.00
0.61816,487.30
1.00016,444.20
1.61816,374.60
2.61816,261.80
4.25016,077.80

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%15,254.10
38.2%14,378.30
50.0%13,670.50
61.8%12,962.60
78.6%11,954.90

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA16,459.90163.521.0%Above
10-Day SMA16,191.20432.232.7%Above
20-Day SMA16,080.00543.463.4%Above
50-Day SMA15,432.001,191.487.7%Above
100-Day SMA15,275.901,347.598.8%Above
200-Day SMA14,540.502,082.9014.3%Above

Bollinger Bands (20, 2):

Upper: 16,563.80

Middle: 16,080.00

Lower: 15,596.20

Bandwidth: 6.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 16,215.50

Kijun-sen: 15,920.50

Span A: 16,068.00

Span B: 15,364.00

Chikou Span: 15,313.20

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
75.35
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
292.26
Signal: 256.03 · Hist: 36.23

Stochastic (14, 3)

Neutral
%K: 95.25
%D: 93.49

StochRSI (14)

Neutral
%K: 97.78
%D: 97.47

ADX (14) & Trend

Strong Trend
40.47
+DI: 38.56 · -DI: 9.71

CCI (20)

Oversold
204.19
Range -100 to +100

Williams %R (14)

Neutral
-4.76
Range -100 to 0

Ultimate Oscillator

Bullish
75.54
Periods: 7, 14, 28

ROC (12)

Bullish
3.98%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
454.41
Bull: 454.41 · Bear: 341.65

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7True
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch20.97
Narrowest range in 13 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
516,669.8016,065.50604.303.6%184.621.1%92%TrueFalse0
1016,669.8015,695.60974.135.9%179.051.1%95%TrueFalse0
2016,669.8015,695.60974.135.9%159.911.0%95%TrueFalse0
4016,669.8014,058.302,611.4415.7%175.491.1%98%TrueFalse0
6016,669.8014,058.302,611.4415.7%194.001.2%98%TrueFalse0
8016,669.8014,058.302,611.4415.7%194.171.2%98%TrueFalse0
10016,669.8014,058.302,611.4415.7%195.411.2%98%TrueFalse0
12016,669.8014,058.302,611.4415.7%190.441.1%98%TrueFalse0