NASDAQ 100 Cash Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)
Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

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-Nov-202411-Nov-2024ChangeChange %Previous Week
Open21,083.6021,171.2087.660.4%20,011.50
High21,155.0021,179.0023.990.1%21,155.00
Low21,050.3020,993.50-56.84-0.3%19,898.60
Close21,117.2021,106.60-10.59-0.1%21,117.20
Range104.68185.5180.8377.2%1,256.43
ATR(14)281.75274.87-6.87-2.4%281.75
Volume

Multi-Period Performance

1-Month (21d)

4.1%

3-Month (63d)

11.0%

6-Month (126d)

16.0%

1-Year (252d)

39.0%

Year-To-Date (YTD)

27.6%

52-Week Range

52W Low: 15,237.20 (38.5%)

Position (99%)

52W High: 21,179.00 (0.3%)

Daily Pivots for day following 11-Nov-2024

LevelClassicWoodieCamarillaDeMark
R421,649.6021,563.6021,208.60
R321,464.0021,378.1021,157.60
R221,278.5021,278.5021,140.60
R121,192.6021,192.6021,123.6021,142.80
PP21,093.0021,093.0021,093.0021,068.10
S121,007.0021,007.0021,089.6020,957.30
S220,907.5020,907.5021,072.60
S320,722.0020,821.5021,055.60
S420,536.5020,636.0021,004.60

Weekly Pivots for week ending 08-Nov-2024

LevelClassicWoodieCamarillaDeMark
R424,492.9024,061.5021,808.20
R323,236.4022,805.0021,462.70
R221,980.0021,980.0021,347.50
R121,548.6021,548.6021,232.4021,764.30
PP20,723.6020,723.6020,723.6020,831.40
S120,292.2020,292.2021,002.0020,507.90
S219,467.2019,467.2020,886.80
S318,210.7019,035.7020,771.70
S416,954.3017,779.3020,426.10

Fisher Pivots for day following 11-Nov-2024

Pivot1 Day3 Day
R121,099.8021,083.60
PP21,093.0021,060.70
S121,086.2021,037.70

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.25021,967.40
2.61821,664.70
1.61821,479.10
1.00021,364.50
0.61821,293.60
HIGH21,179.00
0.61821,108.10
0.50021,086.20
0.38221,064.30
LOW20,993.50
0.61820,878.80
1.00020,808.00
1.61820,693.30
2.61820,507.80
4.25020,205.10

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%19,776.70
38.2%18,909.20
50.0%18,208.10
61.8%17,506.90
78.6%16,508.70

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA20,866.80239.761.1%Above
10-Day SMA20,516.00590.632.9%Above
20-Day SMA20,387.80718.793.5%Above
50-Day SMA19,939.501,167.135.9%Above
100-Day SMA19,706.201,400.387.1%Above
200-Day SMA18,932.802,173.8311.5%Above

Bollinger Bands (20, 2):

Upper: 21,107.40

Middle: 20,387.80

Lower: 19,668.20

Bandwidth: 7.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 20,529.60

Kijun-sen: 20,471.00

Span A: 20,500.30

Span B: 19,790.00

Chikou Span: 20,035.00

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
67.00
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
249.02
Signal: 170.46 · Hist: 78.55

Stochastic (14, 3)

Bearish
%K: 94.43
%D: 96.32

StochRSI (14)

Neutral
%K: 99.56
%D: 93.62

ADX (14) & Trend

Neutral
19.55
+DI: 35.64 · -DI: 18.69

CCI (20)

Oversold
183.66
Range -100 to +100

Williams %R (14)

Bearish
-5.57
Range -100 to 0

Ultimate Oscillator

Neutral
67.81
Periods: 7, 14, 28

ROC (12)

Bearish
4.32%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
601.07
Bull: 601.07 · Bear: 415.56

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODTrue
IDnr4False
2BNRTrue
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch30.60
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
521,179.0020,047.801,131.175.4%201.671.0%94%TrueFalse0
1021,179.0019,880.301,298.736.2%226.061.1%94%TrueFalse0
2021,179.0019,880.301,298.736.2%219.471.0%94%TrueFalse0
4021,179.0019,330.801,848.188.8%222.401.1%96%TrueFalse0
6021,179.0018,401.002,778.0213.2%255.891.2%97%TrueFalse0
8021,179.0017,442.703,736.2617.7%286.501.4%98%TrueFalse0
10021,179.0017,442.703,736.2617.7%277.321.3%98%TrueFalse0
12021,179.0017,442.703,736.2617.7%265.751.3%98%TrueFalse0