NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 22-Jan-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)
Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

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
Metric19-Jan-202422-Jan-2024ChangeChange %Previous Week
Open17,065.1017,402.60337.442.0%16,775.10
High17,317.2017,450.30133.090.8%17,317.20
Low17,041.8017,309.90268.021.6%16,561.50
Close17,314.0017,330.4016.380.1%17,314.00
Range275.36140.43-134.93-49.0%755.72
ATR(14)209.65204.70-4.94-2.4%209.65
Volume

Multi-Period Performance

1-Month (21d)

3.1%

3-Month (63d)

17.2%

6-Month (126d)

12.3%

1-Year (252d)

53.4%

Year-To-Date (YTD)

4.8%

52-Week Range

52W Low: 11,329.50 (53.0%)

Position (98%)

52W High: 17,450.30 (0.7%)

Daily Pivots for day following 22-Jan-2024

LevelClassicWoodieCamarillaDeMark
R417,784.8017,698.0017,407.60
R317,644.4017,557.6017,369.00
R217,503.9017,503.9017,356.10
R117,417.2017,417.2017,343.3017,390.30
PP17,363.5017,363.5017,363.5017,350.10
S117,276.7017,276.7017,317.5017,249.90
S217,223.1017,223.1017,304.60
S317,082.7017,136.3017,291.80
S416,942.2016,995.9017,253.10

Weekly Pivots for week ending 19-Jan-2024

LevelClassicWoodieCamarillaDeMark
R419,331.4019,078.4017,729.60
R318,575.7018,322.7017,521.80
R217,820.0017,820.0017,452.50
R117,567.0017,567.0017,383.3017,693.50
PP17,064.2017,064.2017,064.2017,127.50
S116,811.3016,811.3017,244.7016,937.70
S216,308.5016,308.5017,175.50
S315,552.8016,055.5017,106.20
S414,797.1015,299.8016,898.40

Fisher Pivots for day following 22-Jan-2024

Pivot1 Day3 Day
R117,380.1017,265.00
PP17,363.5017,199.60
S117,346.9017,134.20

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25018,047.10
2.61817,817.90
1.61817,677.50
1.00017,590.70
0.61817,537.10
HIGH17,450.30
0.61817,396.70
0.50017,380.10
0.38217,363.50
LOW17,309.90
0.61817,223.10
1.00017,169.40
1.61817,082.70
2.61816,942.20
4.25016,713.00

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%16,005.80
38.2%15,112.20
50.0%14,389.90
61.8%13,667.70
78.6%12,639.40

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA17,038.70291.651.7%Above
10-Day SMA16,896.90433.472.6%Above
20-Day SMA16,775.70554.683.3%Above
50-Day SMA16,323.701,006.676.2%Above
100-Day SMA15,642.301,688.0710.8%Above
200-Day SMA15,027.802,302.5515.3%Above

Bollinger Bands (20, 2):

Upper: 17,305.80

Middle: 16,775.70

Lower: 16,245.60

Bandwidth: 6.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 16,983.60

Kijun-sen: 16,849.70

Span A: 16,916.70

Span B: 16,257.60

Chikou Span: 16,354.30

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
72.25
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
228.44
Signal: 192.46 · Hist: 35.98

Stochastic (14, 3)

Bearish
%K: 90.02
%D: 95.92

StochRSI (14)

Neutral
%K: 90.65
%D: 73.88

ADX (14) & Trend

Strong Trend
27.43
+DI: 41.52 · -DI: 17.89

CCI (20)

Neutral
213.35
Range -100 to +100

Williams %R (14)

Bearish
-9.98
Range -100 to 0

Ultimate Oscillator

Neutral
67.67
Periods: 7, 14, 28

ROC (12)

Bullish
5.88%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
561.86
Bull: 561.86 · Bear: 421.43

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch40.21
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
517,450.3016,561.50888.815.1%190.201.1%87%TrueFalse0
1017,450.3016,349.401,100.916.4%202.411.2%89%TrueFalse0
2017,450.3016,249.201,201.116.9%167.931.0%90%TrueFalse0
4017,450.3015,695.601,754.6610.1%166.401.0%93%TrueFalse0
6017,450.3014,058.303,391.9719.6%169.511.0%96%TrueFalse0
8017,450.3014,058.303,391.9719.6%187.631.1%96%TrueFalse0
10017,450.3014,058.303,391.9719.6%185.181.1%96%TrueFalse0
12017,450.3014,058.303,391.9719.6%189.691.1%96%TrueFalse0