NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 27-Mar-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.16)
Moving Averages
Strong Buy
+0.67
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.2%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 26-Mar-2024 | 27-Mar-2024 | Change | Change % | Previous Week |
| Open | 18,327.60 | 18,343.50 | 15.91 | 0.1% | 18,024.20 |
| High | 18,378.70 | 18,344.10 | -34.61 | -0.2% | 18,464.70 |
| Low | 18,207.90 | 18,168.20 | -39.68 | -0.2% | 17,809.20 |
| Close | 18,210.50 | 18,280.80 | 70.30 | 0.4% | 18,339.40 |
| Range | 170.82 | 175.89 | 5.07 | 3.0% | 655.55 |
| ATR(14) | 223.68 | 220.27 | -3.41 | -1.5% | 233.71 |
| Volume |
Multi-Period Performance
1-Month (21d)
1.7%
3-Month (63d)
8.3%
6-Month (126d)
25.7%
1-Year (252d)
44.2%
Year-To-Date (YTD)
10.5%
52-Week Range
52W Low: 12,517.90 (46.0%)
Position (97%)
52W High: 18,464.70 (1.0%)
Daily Pivots for day following 27-Mar-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 18,792.00 | 18,712.30 | 18,377.60 | |
| R3 | 18,616.20 | 18,536.40 | 18,329.20 | |
| R2 | 18,440.30 | 18,440.30 | 18,313.10 | |
| R1 | 18,360.60 | 18,360.60 | 18,297.00 | 18,312.50 |
| PP | 18,264.40 | 18,264.40 | 18,264.40 | 18,240.30 |
| S1 | 18,184.70 | 18,184.70 | 18,264.70 | 18,136.60 |
| S2 | 18,088.50 | 18,088.50 | 18,248.60 | |
| S3 | 17,912.60 | 18,008.80 | 18,232.50 | |
| S4 | 17,736.70 | 17,832.90 | 18,184.10 |
Weekly Pivots for week ending 22-Mar-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 20,171.10 | 19,910.80 | 18,700.00 | |
| R3 | 19,515.50 | 19,255.30 | 18,519.70 | |
| R2 | 18,860.00 | 18,860.00 | 18,459.60 | |
| R1 | 18,599.70 | 18,599.70 | 18,399.50 | 18,729.80 |
| PP | 18,204.40 | 18,204.40 | 18,204.40 | 18,269.50 |
| S1 | 17,944.20 | 17,944.20 | 18,279.30 | 18,074.30 |
| S2 | 17,548.90 | 17,548.90 | 18,219.30 | |
| S3 | 16,893.30 | 17,288.60 | 18,159.20 | |
| S4 | 16,237.80 | 16,633.10 | 17,978.90 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 19,091.60 |
| 2.618 | 18,804.60 |
| 1.618 | 18,628.70 |
| 1.000 | 18,520.00 |
| 0.618 | 18,452.80 |
| HIGH | 18,344.10 |
| 0.618 | 18,276.90 |
| 0.500 | 18,256.10 |
| 0.382 | 18,235.40 |
| LOW | 18,168.20 |
| 0.618 | 18,059.50 |
| 1.000 | 17,992.30 |
| 1.618 | 17,883.60 |
| 2.618 | 17,707.70 |
| 4.250 | 17,420.70 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 17,061.20 |
| 38.2% | 16,193.00 |
| 50.0% | 15,491.30 |
| 61.8% | 14,789.60 |
| 78.6% | 13,790.50 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 18,285.70 | -4.81 | -0.0% | Below |
| 10-Day SMA | 18,150.90 | 129.98 | 0.7% | Above |
| 20-Day SMA | 18,127.70 | 153.19 | 0.8% | Above |
| 50-Day SMA | 17,804.20 | 476.64 | 2.7% | Above |
| 100-Day SMA | 16,985.00 | 1,295.81 | 7.6% | Above |
| 200-Day SMA | 16,032.60 | 2,248.22 | 14.0% | Above |
Bollinger Bands (20, 2):
Upper: 18,440.00
Middle: 18,127.70
Lower: 17,815.30
Bandwidth: 3.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 18,114.80
Kijun-sen: 17,892.10
Span A: 18,003.50
Span B: 17,513.10
Chikou Span: 17,546.10
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral57.67
Neutral 30–70MACD (12, 26, 9)
Bearish Cross139.62
Signal: 142.58 · Hist: -2.96Stochastic (14, 3)
Neutral%K: 73.72
%D: 70.19StochRSI (14)
Neutral%K: 66.89
%D: 69.31ADX (14) & Trend
Neutral15.88
+DI: 31.70 · -DI: 25.00CCI (20)
Neutral72.15
Range -100 to +100Williams %R (14)
Neutral-26.28
Range -100 to 0Ultimate Oscillator
Neutral57.28
Periods: 7, 14, 28ROC (12)
Bullish1.83%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control177.46
Bull: 177.46 · Bear: 1.57High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 18,464.70 | 18,168.20 | 296.50 | 1.6% | 152.23 | 0.8% | 38% | False | True | 0 |
| 10 | 18,464.70 | 17,765.00 | 699.71 | 3.8% | 178.28 | 1.0% | 74% | False | False | 0 |
| 20 | 18,464.70 | 17,765.00 | 699.71 | 3.8% | 203.04 | 1.1% | 74% | False | False | 0 |
| 40 | 18,464.70 | 17,128.70 | 1,335.96 | 7.3% | 192.17 | 1.1% | 86% | False | False | 0 |
| 60 | 18,464.70 | 16,249.20 | 2,215.51 | 12.1% | 188.57 | 1.0% | 92% | False | False | 0 |
| 80 | 18,464.70 | 15,695.60 | 2,769.06 | 15.1% | 180.88 | 1.0% | 93% | False | False | 0 |
| 100 | 18,464.70 | 14,795.10 | 3,669.56 | 20.1% | 174.36 | 1.0% | 95% | False | False | 0 |
| 120 | 18,464.70 | 14,058.30 | 4,406.37 | 24.1% | 184.89 | 1.0% | 96% | False | False | 0 |