NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Mar-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.05)
Moving Averages

Buy

+0.33

Oscillators

Sell

-0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.3%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric08-Mar-202411-Mar-2024ChangeChange %Previous Week
Open18,312.8017,959.70-353.10-1.9%18,290.10
High18,416.7018,003.00-413.68-2.2%18,416.70
Low17,995.4017,873.30-122.05-0.7%17,804.50
Close18,018.5017,951.70-66.76-0.4%18,018.50
Range421.35129.72-291.63-69.2%612.23
ATR(14)245.40238.24-7.16-2.9%245.40
Volume

Multi-Period Performance

1-Month (21d)

0.9%

3-Month (63d)

12.0%

6-Month (126d)

17.5%

1-Year (252d)

49.6%

Year-To-Date (YTD)

8.5%

52-Week Range

52W Low: 11,695.40 (53.5%)

Position (93%)

52W High: 18,416.70 (2.5%)

Daily Pivots for day following 11-Mar-2024

LevelClassicWoodieCamarillaDeMark
R418,331.8018,271.5018,023.00
R318,202.1018,141.8017,987.40
R218,072.4018,072.4017,975.50
R118,012.1018,012.1017,963.6017,977.40
PP17,942.7017,942.7017,942.7017,925.40
S117,882.3017,882.3017,939.8017,847.70
S217,813.0017,813.0017,927.90
S317,683.3017,752.6017,916.00
S417,553.5017,622.9017,880.30

Weekly Pivots for week ending 08-Mar-2024

LevelClassicWoodieCamarillaDeMark
R419,916.6019,579.7018,355.20
R319,304.4018,967.5018,186.80
R218,692.1018,692.1018,130.70
R118,355.3018,355.3018,074.6018,217.60
PP18,079.9018,079.9018,079.9018,011.00
S117,743.1017,743.1017,962.3017,605.40
S217,467.7017,467.7017,906.20
S316,855.4017,130.8017,850.10
S416,243.2016,518.6017,681.70

Fisher Pivots for day following 11-Mar-2024

Pivot1 Day3 Day
R117,947.2018,145.00
PP17,942.7018,080.60
S117,938.2018,016.10

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25018,554.40
2.61818,342.70
1.61818,212.90
1.00018,132.80
0.61818,083.20
HIGH18,003.00
0.61817,953.50
0.50017,938.20
0.38217,922.90
LOW17,873.30
0.61817,793.20
1.00017,743.60
1.61817,663.40
2.61817,533.70
4.25017,322.00

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%16,830.50
38.2%15,849.20
50.0%15,056.10
61.8%14,263.00
78.6%13,133.80

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA18,036.70-85.02-0.5%Below
10-Day SMA18,060.20-108.55-0.6%Below
20-Day SMA17,916.3035.420.2%Above
50-Day SMA17,444.90506.792.9%Above
100-Day SMA16,555.101,396.558.4%Above
200-Day SMA15,803.002,148.7113.6%Above

Bollinger Bands (20, 2):

Upper: 18,350.40

Middle: 17,916.30

Lower: 17,482.10

Bandwidth: 4.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 18,110.60

Kijun-sen: 17,868.10

Span A: 17,989.30

Span B: 17,333.00

Chikou Span: 17,344.70

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
53.36
Neutral 30–70

MACD (12, 26, 9)

Bearish Cross
178.46
Signal: 204.88 · Hist: -26.43

Stochastic (14, 3)

Neutral
%K: 57.62
%D: 72.47

StochRSI (14)

Neutral
%K: 35.48
%D: 40.28

ADX (14) & Trend

Neutral
21.64
+DI: 30.58 · -DI: 27.47

CCI (20)

Neutral
11.71
Range -100 to +100

Williams %R (14)

Neutral
-42.38
Range -100 to 0

Ultimate Oscillator

Neutral
49.13
Periods: 7, 14, 28

ROC (12)

Bearish
-0.29%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
9.02
Bull: 9.02 · Bear: -120.70

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4True
NR5True
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch43.11
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
518,416.7017,804.50612.233.4%254.581.4%24%FalseFalse0
1018,416.7017,804.50612.233.4%204.541.1%24%FalseFalse0
2018,416.7017,319.401,097.296.1%196.331.1%58%FalseFalse0
4018,416.7016,561.501,855.2410.3%187.101.0%75%FalseFalse0
6018,416.7016,249.202,167.5412.1%180.931.0%79%FalseFalse0
8018,416.7015,695.602,721.0915.2%173.061.0%83%FalseFalse0
10018,416.7014,058.304,358.4024.3%180.631.0%89%FalseFalse0
12018,416.7014,058.304,358.4024.3%187.511.0%89%FalseFalse0