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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 08-Mar-2024 | 11-Mar-2024 | Change | Change % | Previous Week |
| Open | 18,312.80 | 17,959.70 | -353.10 | -1.9% | 18,290.10 |
| High | 18,416.70 | 18,003.00 | -413.68 | -2.2% | 18,416.70 |
| Low | 17,995.40 | 17,873.30 | -122.05 | -0.7% | 17,804.50 |
| Close | 18,018.50 | 17,951.70 | -66.76 | -0.4% | 18,018.50 |
| Range | 421.35 | 129.72 | -291.63 | -69.2% | 612.23 |
| ATR(14) | 245.40 | 238.24 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 18,331.80 | 18,271.50 | 18,023.00 | |
| R3 | 18,202.10 | 18,141.80 | 17,987.40 | |
| R2 | 18,072.40 | 18,072.40 | 17,975.50 | |
| R1 | 18,012.10 | 18,012.10 | 17,963.60 | 17,977.40 |
| PP | 17,942.70 | 17,942.70 | 17,942.70 | 17,925.40 |
| S1 | 17,882.30 | 17,882.30 | 17,939.80 | 17,847.70 |
| S2 | 17,813.00 | 17,813.00 | 17,927.90 | |
| S3 | 17,683.30 | 17,752.60 | 17,916.00 | |
| S4 | 17,553.50 | 17,622.90 | 17,880.30 |
Weekly Pivots for week ending 08-Mar-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 19,916.60 | 19,579.70 | 18,355.20 | |
| R3 | 19,304.40 | 18,967.50 | 18,186.80 | |
| R2 | 18,692.10 | 18,692.10 | 18,130.70 | |
| R1 | 18,355.30 | 18,355.30 | 18,074.60 | 18,217.60 |
| PP | 18,079.90 | 18,079.90 | 18,079.90 | 18,011.00 |
| S1 | 17,743.10 | 17,743.10 | 17,962.30 | 17,605.40 |
| S2 | 17,467.70 | 17,467.70 | 17,906.20 | |
| S3 | 16,855.40 | 17,130.80 | 17,850.10 | |
| S4 | 16,243.20 | 16,518.60 | 17,681.70 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 18,554.40 |
| 2.618 | 18,342.70 |
| 1.618 | 18,212.90 |
| 1.000 | 18,132.80 |
| 0.618 | 18,083.20 |
| HIGH | 18,003.00 |
| 0.618 | 17,953.50 |
| 0.500 | 17,938.20 |
| 0.382 | 17,922.90 |
| LOW | 17,873.30 |
| 0.618 | 17,793.20 |
| 1.000 | 17,743.60 |
| 1.618 | 17,663.40 |
| 2.618 | 17,533.70 |
| 4.250 | 17,322.00 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 18,036.70 | -85.02 | -0.5% | Below |
| 10-Day SMA | 18,060.20 | -108.55 | -0.6% | Below |
| 20-Day SMA | 17,916.30 | 35.42 | 0.2% | Above |
| 50-Day SMA | 17,444.90 | 506.79 | 2.9% | Above |
| 100-Day SMA | 16,555.10 | 1,396.55 | 8.4% | Above |
| 200-Day SMA | 15,803.00 | 2,148.71 | 13.6% | 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)
Neutral53.36
Neutral 30–70MACD (12, 26, 9)
Bearish Cross178.46
Signal: 204.88 · Hist: -26.43Stochastic (14, 3)
Neutral%K: 57.62
%D: 72.47StochRSI (14)
Neutral%K: 35.48
%D: 40.28ADX (14) & Trend
Neutral21.64
+DI: 30.58 · -DI: 27.47CCI (20)
Neutral11.71
Range -100 to +100Williams %R (14)
Neutral-42.38
Range -100 to 0Ultimate Oscillator
Neutral49.13
Periods: 7, 14, 28ROC (12)
Bearish-0.29%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control9.02
Bull: 9.02 · Bear: -120.70High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 18,416.70 | 17,804.50 | 612.23 | 3.4% | 254.58 | 1.4% | 24% | False | False | 0 |
| 10 | 18,416.70 | 17,804.50 | 612.23 | 3.4% | 204.54 | 1.1% | 24% | False | False | 0 |
| 20 | 18,416.70 | 17,319.40 | 1,097.29 | 6.1% | 196.33 | 1.1% | 58% | False | False | 0 |
| 40 | 18,416.70 | 16,561.50 | 1,855.24 | 10.3% | 187.10 | 1.0% | 75% | False | False | 0 |
| 60 | 18,416.70 | 16,249.20 | 2,167.54 | 12.1% | 180.93 | 1.0% | 79% | False | False | 0 |
| 80 | 18,416.70 | 15,695.60 | 2,721.09 | 15.2% | 173.06 | 1.0% | 83% | False | False | 0 |
| 100 | 18,416.70 | 14,058.30 | 4,358.40 | 24.3% | 180.63 | 1.0% | 89% | False | False | 0 |
| 120 | 18,416.70 | 14,058.30 | 4,358.40 | 24.3% | 187.51 | 1.0% | 89% | False | False | 0 |