NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 07-Oct-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.11)
Moving Averages
Buy
+0.33
Oscillators
Sell
-0.33
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.5%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 04-Oct-2024 | 07-Oct-2024 | Change | Change % | Previous Week |
| Open | 20,021.50 | 19,954.70 | -66.88 | -0.3% | 19,959.30 |
| High | 20,045.70 | 19,988.50 | -57.24 | -0.3% | 20,072.40 |
| Low | 19,829.80 | 19,763.00 | -66.78 | -0.3% | 19,622.30 |
| Close | 20,035.00 | 19,800.70 | -234.28 | -1.2% | 20,035.00 |
| Range | 215.87 | 225.41 | 9.54 | 4.4% | 450.13 |
| ATR(14) | 294.53 | 292.92 | -1.61 | -0.5% | 294.53 |
| Volume |
Multi-Period Performance
1-Month (21d)
7.5%
3-Month (63d)
-3.2%
6-Month (126d)
9.4%
1-Year (252d)
34.5%
Year-To-Date (YTD)
19.7%
52-Week Range
52W Low: 14,058.30 (40.8%)
Position (87%)
52W High: 20,691.00 (4.3%)
Daily Pivots for day following 07-Oct-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 20,527.00 | 20,389.30 | 19,924.70 | |
| R3 | 20,301.60 | 20,163.90 | 19,862.70 | |
| R2 | 20,076.20 | 20,076.20 | 19,842.10 | |
| R1 | 19,938.40 | 19,938.40 | 19,821.40 | 19,894.60 |
| PP | 19,850.70 | 19,850.70 | 19,850.70 | 19,828.80 |
| S1 | 19,713.00 | 19,713.00 | 19,780.10 | 19,669.20 |
| S2 | 19,625.30 | 19,625.30 | 19,759.40 | |
| S3 | 19,399.90 | 19,487.60 | 19,738.80 | |
| S4 | 19,174.50 | 19,262.20 | 19,676.80 |
Weekly Pivots for week ending 04-Oct-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 21,260.30 | 21,097.80 | 20,282.60 | |
| R3 | 20,810.20 | 20,647.70 | 20,158.80 | |
| R2 | 20,360.00 | 20,360.00 | 20,117.50 | |
| R1 | 20,197.50 | 20,197.50 | 20,076.30 | 20,278.80 |
| PP | 19,909.90 | 19,909.90 | 19,909.90 | 19,950.50 |
| S1 | 19,747.40 | 19,747.40 | 19,993.80 | 19,828.70 |
| S2 | 19,459.80 | 19,459.80 | 19,952.50 | |
| S3 | 19,009.70 | 19,297.30 | 19,911.20 | |
| S4 | 18,559.50 | 18,847.10 | 19,787.40 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 20,946.40 |
| 2.618 | 20,578.60 |
| 1.618 | 20,353.20 |
| 1.000 | 20,213.90 |
| 0.618 | 20,127.80 |
| HIGH | 19,988.50 |
| 0.618 | 19,902.30 |
| 0.500 | 19,875.70 |
| 0.382 | 19,849.10 |
| LOW | 19,763.00 |
| 0.618 | 19,623.70 |
| 1.000 | 19,537.60 |
| 1.618 | 19,398.30 |
| 2.618 | 19,172.90 |
| 4.250 | 18,805.00 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 19,841.00 | -40.26 | -0.2% | Below |
| 10-Day SMA | 19,930.70 | -129.99 | -0.7% | Below |
| 20-Day SMA | 19,699.70 | 101.00 | 0.5% | Above |
| 50-Day SMA | 19,292.90 | 507.81 | 2.6% | Above |
| 100-Day SMA | 19,363.10 | 437.68 | 2.3% | Above |
| 200-Day SMA | 18,496.90 | 1,303.86 | 7.0% | Above |
Bollinger Bands (20, 2):
Upper: 20,346.10
Middle: 19,699.70
Lower: 19,053.40
Bandwidth: 6.6%
Ichimoku Kinko Hyo:
Tenkan-sen: 19,947.80
Kijun-sen: 19,337.10
Span A: 19,642.50
Span B: 18,858.00
Chikou Span: 19,325.50
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral53.74
Neutral 30–70MACD (12, 26, 9)
Bearish Cross169.72
Signal: 173.79 · Hist: -4.07Stochastic (14, 3)
Neutral%K: 49.86
%D: 58.52StochRSI (14)
Neutral%K: 32.55
%D: 30.29ADX (14) & Trend
Neutral18.02
+DI: 23.72 · -DI: 17.96CCI (20)
Neutral40.33
Range -100 to +100Williams %R (14)
Neutral-50.14
Range -100 to 0Ultimate Oscillator
Neutral53.58
Periods: 7, 14, 28ROC (12)
Bearish-0.20%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control177.28
Bull: 177.28 · Bear: -48.14High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 20,056.20 | 19,622.30 | 433.91 | 2.2% | 266.50 | 1.3% | 41% | False | False | 0 |
| 10 | 20,273.30 | 19,622.30 | 651.01 | 3.3% | 241.38 | 1.2% | 27% | False | False | 0 |
| 20 | 20,273.30 | 18,531.60 | 1,741.72 | 8.8% | 256.51 | 1.3% | 73% | False | False | 0 |
| 40 | 20,273.30 | 18,401.00 | 1,872.33 | 9.5% | 280.08 | 1.4% | 75% | False | False | 0 |
| 60 | 20,585.20 | 17,442.70 | 3,142.44 | 15.9% | 316.30 | 1.6% | 75% | False | False | 0 |
| 80 | 20,691.00 | 17,442.70 | 3,248.24 | 16.4% | 292.46 | 1.5% | 73% | False | False | 0 |
| 100 | 20,691.00 | 17,442.70 | 3,248.24 | 16.4% | 272.85 | 1.4% | 73% | False | False | 0 |
| 120 | 20,691.00 | 16,973.90 | 3,717.03 | 18.8% | 264.11 | 1.3% | 76% | False | False | 0 |