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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 14-Dec-2023 | 15-Dec-2023 | Change | Change % | Previous Week |
| Open | 16,603.50 | 16,587.00 | -16.54 | -0.1% | 16,069.60 |
| High | 16,660.70 | 16,669.80 | 9.06 | 0.1% | 16,669.80 |
| Low | 16,419.30 | 16,557.00 | 137.75 | 0.8% | 16,065.50 |
| Close | 16,537.80 | 16,623.50 | 85.62 | 0.5% | 16,623.50 |
| Range | 241.45 | 112.76 | -128.69 | -53.3% | 604.30 |
| ATR(14) | 197.78 | 193.08 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 16,955.00 | 16,902.00 | 16,685.50 | |
| R3 | 16,842.30 | 16,789.20 | 16,654.50 | |
| R2 | 16,729.50 | 16,729.50 | 16,644.10 | |
| R1 | 16,676.50 | 16,676.50 | 16,633.80 | 16,703.00 |
| PP | 16,616.70 | 16,616.70 | 16,616.70 | 16,630.00 |
| S1 | 16,563.70 | 16,563.70 | 16,613.10 | 16,590.20 |
| S2 | 16,504.00 | 16,504.00 | 16,602.80 | |
| S3 | 16,391.20 | 16,451.00 | 16,592.40 | |
| S4 | 16,278.50 | 16,338.20 | 16,561.40 |
Weekly Pivots for week ending 15-Dec-2023
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 18,265.80 | 18,048.90 | 16,955.80 | |
| R3 | 17,661.50 | 17,444.60 | 16,789.60 | |
| R2 | 17,057.20 | 17,057.20 | 16,734.20 | |
| R1 | 16,840.30 | 16,840.30 | 16,678.80 | 16,948.80 |
| PP | 16,452.90 | 16,452.90 | 16,452.90 | 16,507.10 |
| S1 | 16,236.00 | 16,236.00 | 16,568.10 | 16,344.50 |
| S2 | 15,848.60 | 15,848.60 | 16,512.70 | |
| S3 | 15,244.30 | 15,631.70 | 16,457.30 | |
| S4 | 14,640.00 | 15,027.40 | 16,291.10 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 17,149.00 |
| 2.618 | 16,965.00 |
| 1.618 | 16,852.20 |
| 1.000 | 16,782.50 |
| 0.618 | 16,739.50 |
| HIGH | 16,669.80 |
| 0.618 | 16,626.70 |
| 0.500 | 16,613.40 |
| 0.382 | 16,600.10 |
| LOW | 16,557.00 |
| 0.618 | 16,487.30 |
| 1.000 | 16,444.20 |
| 1.618 | 16,374.60 |
| 2.618 | 16,261.80 |
| 4.250 | 16,077.80 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 16,459.90 | 163.52 | 1.0% | Above |
| 10-Day SMA | 16,191.20 | 432.23 | 2.7% | Above |
| 20-Day SMA | 16,080.00 | 543.46 | 3.4% | Above |
| 50-Day SMA | 15,432.00 | 1,191.48 | 7.7% | Above |
| 100-Day SMA | 15,275.90 | 1,347.59 | 8.8% | Above |
| 200-Day SMA | 14,540.50 | 2,082.90 | 14.3% | 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)
Neutral75.35
Neutral 30–70MACD (12, 26, 9)
Bullish Cross292.26
Signal: 256.03 · Hist: 36.23Stochastic (14, 3)
Neutral%K: 95.25
%D: 93.49StochRSI (14)
Neutral%K: 97.78
%D: 97.47ADX (14) & Trend
Strong Trend40.47
+DI: 38.56 · -DI: 9.71CCI (20)
Oversold204.19
Range -100 to +100Williams %R (14)
Neutral-4.76
Range -100 to 0Ultimate Oscillator
Bullish75.54
Periods: 7, 14, 28ROC (12)
Bullish3.98%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control454.41
Bull: 454.41 · Bear: 341.65High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 16,669.80 | 16,065.50 | 604.30 | 3.6% | 184.62 | 1.1% | 92% | True | False | 0 |
| 10 | 16,669.80 | 15,695.60 | 974.13 | 5.9% | 179.05 | 1.1% | 95% | True | False | 0 |
| 20 | 16,669.80 | 15,695.60 | 974.13 | 5.9% | 159.91 | 1.0% | 95% | True | False | 0 |
| 40 | 16,669.80 | 14,058.30 | 2,611.44 | 15.7% | 175.49 | 1.1% | 98% | True | False | 0 |
| 60 | 16,669.80 | 14,058.30 | 2,611.44 | 15.7% | 194.00 | 1.2% | 98% | True | False | 0 |
| 80 | 16,669.80 | 14,058.30 | 2,611.44 | 15.7% | 194.17 | 1.2% | 98% | True | False | 0 |
| 100 | 16,669.80 | 14,058.30 | 2,611.44 | 15.7% | 195.41 | 1.2% | 98% | True | False | 0 |
| 120 | 16,669.80 | 14,058.30 | 2,611.44 | 15.7% | 190.44 | 1.1% | 98% | True | False | 0 |