NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 02-Jan-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)

Moving Averages

Buy

+0.33

Oscillators

Sell

-0.33

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 1.1%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	16,902.40	16,667.30	-235.14	-1.4%	16,816.80
High	16,919.50	16,684.70	-234.85	-1.4%	16,968.20
Low	16,757.90	16,453.20	-304.74	-1.8%	16,757.90
Close	16,825.90	16,543.90	-281.99	-1.7%	16,825.90
Range	161.62	231.51	69.89	43.2%	210.30
ATR(14)	168.01	182.64	14.63	8.7%	168.01
Volume

Multi-Period Performance

1-Month (21d)

3.7%

3-Month (63d)

11.5%

6-Month (126d)

8.8%

1-Year (252d)

51.1%

Year-To-Date (YTD)

0.0%

52-Week Range

52W Low: 10,696.40 (54.7%)

Position (93%)

52W High: 16,968.20 (2.5%)

Daily Pivots for day following 02-Jan-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	17,255.10	17,131.00	16,671.30
R3	17,023.60	16,899.50	16,607.60
R2	16,792.10	16,792.10	16,586.40
R1	16,668.00	16,668.00	16,565.20	16,614.30
PP	16,560.60	16,560.60	16,560.60	16,533.70
S1	16,436.50	16,436.50	16,522.70	16,382.80
S2	16,329.10	16,329.10	16,501.50
S3	16,097.60	16,205.00	16,480.30
S4	15,866.10	15,973.50	16,416.60

Weekly Pivots for week ending 29-Dec-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	17,481.60	17,364.10	16,941.60
R3	17,271.30	17,153.80	16,883.80
R2	17,061.00	17,061.00	16,864.50
R1	16,943.50	16,943.50	16,845.20	17,002.20
PP	16,850.70	16,850.70	16,850.70	16,880.00
S1	16,733.20	16,733.20	16,806.70	16,791.90
S2	16,640.40	16,640.40	16,787.40
S3	16,430.10	16,522.90	16,768.10
S4	16,219.80	16,312.60	16,710.30

Fisher Pivots for day following 02-Jan-2024

Pivot	1 Day	3 Day
R1	16,568.90	16,710.70
PP	16,560.60	16,655.10
S1	16,552.30	16,599.50

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	17,668.60
2.618	17,290.80
1.618	17,059.20
1.000	16,916.20
0.618	16,827.70
HIGH	16,684.70
0.618	16,596.20
0.500	16,568.90
0.382	16,541.60
LOW	16,453.20
0.618	16,310.10
1.000	16,221.60
1.618	16,078.60
2.618	15,847.10
4.250	15,469.20

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	15,488.10
38.2%	14,572.40
50.0%	13,832.30
61.8%	13,092.20
78.6%	12,038.60

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	16,810.70	-266.78	-1.6%	Below
10-Day SMA	16,768.40	-224.48	-1.3%	Below
20-Day SMA	16,479.80	64.12	0.4%	Above
50-Day SMA	15,774.50	769.48	4.9%	Above
100-Day SMA	15,408.00	1,135.96	7.4%	Above
200-Day SMA	14,770.30	1,773.68	12.0%	Above

Bollinger Bands (20, 2):

Upper: 17,216.50

Middle: 16,479.80

Lower: 15,743.10

Bandwidth: 8.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 16,710.70

Kijun-sen: 16,331.90

Span A: 16,521.30

Span B: 15,513.30

Chikou Span: 16,001.40

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

56.04

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

279.17

Signal: 305.64 · Hist: -26.48

Stochastic (14, 3)

Neutral

%K: 46.48

%D: 74.65

StochRSI (14)

Neutral

%K: 24.92

%D: 44.25

ADX (14) & Trend

Neutral

40.75

+DI: 28.30 · -DI: 26.14

CCI (20)

Neutral

18.67

Range -100 to +100

Williams %R (14)

Neutral

-53.52

Range -100 to 0

Ultimate Oscillator

Neutral

53.26

Periods: 7, 14, 28

ROC (12)

Bearish

-0.11%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

35.07

Bull: 35.07 · Bear: -196.44

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.82
Widest range in 7 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	16,968.20	16,453.20	515.04	3.1%	125.28	0.8%	18%	False	True
10	16,968.20	16,453.20	515.04	3.1%	141.78	0.9%	18%	False	True
20	16,968.20	15,695.60	1,272.55	7.7%	160.42	1.0%	67%	False	False
40	16,968.20	14,965.30	2,002.90	12.1%	155.43	0.9%	79%	False	False
60	16,968.20	14,058.30	2,909.86	17.6%	181.77	1.1%	85%	False	False
80	16,968.20	14,058.30	2,909.86	17.6%	184.94	1.1%	85%	False	False
100	16,968.20	14,058.30	2,909.86	17.6%	190.26	1.2%	85%	False	False
120	16,968.20	14,058.30	2,909.86	17.6%	190.73	1.2%	85%	False	False

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