NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 19-Sep-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 1.8%
20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

PreviousCurrent
Metric18-Sep-202419-Sep-2024ChangeChange %Previous Week
Open19,476.5019,797.30320.851.6%18,582.30
High19,637.5019,951.80314.271.6%19,556.80
Low19,330.8019,725.50394.692.0%18,469.40
Close19,344.5019,839.80495.342.6%19,514.60
Range306.71226.29-80.42-26.2%1,087.40
ATR(14)346.16364.8118.655.4%366.57
Volume

Multi-Period Performance

1-Month (21d)

0.6%

3-Month (63d)

0.4%

6-Month (126d)

8.8%

1-Year (252d)

30.6%

Year-To-Date (YTD)

19.9%

52-Week Range

52W Low: 14,058.30 (41.1%)

Position (87%)

52W High: 20,691.00 (4.1%)

Daily Pivots for day following 19-Sep-2024

LevelClassicWoodieCamarillaDeMark
R420,517.9020,405.2019,964.30
R320,291.6020,178.9019,902.10
R220,065.3020,065.3019,881.30
R119,952.6019,952.6019,860.6020,009.00
PP19,839.0019,839.0019,839.0019,867.20
S119,726.3019,726.3019,819.1019,782.70
S219,612.8019,612.8019,798.30
S319,386.5019,500.0019,777.60
S419,160.2019,273.7019,715.40

Weekly Pivots for week ending 13-Sep-2024

LevelClassicWoodieCamarillaDeMark
R422,442.5022,065.9020,112.70
R321,355.1020,978.5019,813.60
R220,267.7020,267.7019,713.90
R119,891.1019,891.1019,614.3020,079.40
PP19,180.3019,180.3019,180.3019,274.40
S118,803.7018,803.7019,414.9018,992.00
S218,092.9018,092.9019,315.20
S317,005.5017,716.3019,215.50
S415,918.1016,628.9018,916.50

Fisher Pivots for day following 19-Sep-2024

Pivot1 Day3 Day
R119,839.4019,773.70
PP19,839.0019,707.50
S119,838.6019,641.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25020,913.50
2.61820,544.20
1.61820,317.90
1.00020,178.10
0.61820,091.60
HIGH19,951.80
0.61819,865.30
0.50019,838.60
0.38219,811.90
LOW19,725.50
0.61819,585.70
1.00019,499.20
1.61819,359.40
2.61819,133.10
4.25018,763.80

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%19,125.70
38.2%18,157.30
50.0%17,374.70
61.8%16,592.00
78.6%15,477.70

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA19,510.90328.961.7%Above
10-Day SMA19,212.60627.233.3%Above
20-Day SMA19,274.90564.932.9%Above
50-Day SMA19,250.30589.543.1%Above
100-Day SMA19,124.00715.873.7%Above
200-Day SMA18,279.401,560.438.5%Above

Bollinger Bands (20, 2):

Upper: 19,995.50

Middle: 19,274.90

Lower: 18,554.30

Bandwidth: 7.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 19,210.60

Kijun-sen: 19,176.40

Span A: 19,193.50

Span B: 19,066.80

Chikou Span: 19,006.40

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
60.23
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
74.43
Signal: 6.63 · Hist: 67.80

Stochastic (14, 3)

Neutral
%K: 92.78
%D: 84.50

StochRSI (14)

Neutral
%K: 91.30
%D: 91.25

ADX (14) & Trend

Neutral
17.40
+DI: 27.57 · -DI: 18.03

CCI (20)

Neutral
123.33
Range -100 to +100

Williams %R (14)

Neutral
-7.22
Range -100 to 0

Ultimate Oscillator

Neutral
64.57
Periods: 7, 14, 28

ROC (12)

Bullish
4.65%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
617.74
Bull: 617.74 · Bear: 391.45

Crabel Price Patterns

PatternSignal / Value
NRTrue
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch95.99
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
519,951.8019,294.30657.473.3%223.201.1%83%TrueFalse0
1019,951.8018,401.001,550.827.8%316.281.6%93%TrueFalse0
2019,951.8018,401.001,550.827.8%327.481.7%93%TrueFalse0
4019,951.8017,442.702,509.0612.6%348.681.8%96%TrueFalse0
6020,691.0017,442.703,248.2416.4%317.181.6%74%FalseFalse0
8020,691.0017,442.703,248.2416.4%288.701.5%74%FalseFalse0
10020,691.0017,284.403,406.6017.2%267.561.3%75%FalseFalse0
12020,691.0016,973.903,717.0318.7%265.941.3%77%FalseFalse0