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)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 08-Nov-2024 | 11-Nov-2024 | Change | Change % | Previous Week |
| Open | 21,083.60 | 21,171.20 | 87.66 | 0.4% | 20,011.50 |
| High | 21,155.00 | 21,179.00 | 23.99 | 0.1% | 21,155.00 |
| Low | 21,050.30 | 20,993.50 | -56.84 | -0.3% | 19,898.60 |
| Close | 21,117.20 | 21,106.60 | -10.59 | -0.1% | 21,117.20 |
| Range | 104.68 | 185.51 | 80.83 | 77.2% | 1,256.43 |
| ATR(14) | 281.75 | 274.87 | -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
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 21,649.60 | 21,563.60 | 21,208.60 | |
| R3 | 21,464.00 | 21,378.10 | 21,157.60 | |
| R2 | 21,278.50 | 21,278.50 | 21,140.60 | |
| R1 | 21,192.60 | 21,192.60 | 21,123.60 | 21,142.80 |
| PP | 21,093.00 | 21,093.00 | 21,093.00 | 21,068.10 |
| S1 | 21,007.00 | 21,007.00 | 21,089.60 | 20,957.30 |
| S2 | 20,907.50 | 20,907.50 | 21,072.60 | |
| S3 | 20,722.00 | 20,821.50 | 21,055.60 | |
| S4 | 20,536.50 | 20,636.00 | 21,004.60 |
Weekly Pivots for week ending 08-Nov-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 24,492.90 | 24,061.50 | 21,808.20 | |
| R3 | 23,236.40 | 22,805.00 | 21,462.70 | |
| R2 | 21,980.00 | 21,980.00 | 21,347.50 | |
| R1 | 21,548.60 | 21,548.60 | 21,232.40 | 21,764.30 |
| PP | 20,723.60 | 20,723.60 | 20,723.60 | 20,831.40 |
| S1 | 20,292.20 | 20,292.20 | 21,002.00 | 20,507.90 |
| S2 | 19,467.20 | 19,467.20 | 20,886.80 | |
| S3 | 18,210.70 | 19,035.70 | 20,771.70 | |
| S4 | 16,954.30 | 17,779.30 | 20,426.10 |
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 21,967.40 |
| 2.618 | 21,664.70 |
| 1.618 | 21,479.10 |
| 1.000 | 21,364.50 |
| 0.618 | 21,293.60 |
| HIGH | 21,179.00 |
| 0.618 | 21,108.10 |
| 0.500 | 21,086.20 |
| 0.382 | 21,064.30 |
| LOW | 20,993.50 |
| 0.618 | 20,878.80 |
| 1.000 | 20,808.00 |
| 1.618 | 20,693.30 |
| 2.618 | 20,507.80 |
| 4.250 | 20,205.10 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 20,866.80 | 239.76 | 1.1% | Above |
| 10-Day SMA | 20,516.00 | 590.63 | 2.9% | Above |
| 20-Day SMA | 20,387.80 | 718.79 | 3.5% | Above |
| 50-Day SMA | 19,939.50 | 1,167.13 | 5.9% | Above |
| 100-Day SMA | 19,706.20 | 1,400.38 | 7.1% | Above |
| 200-Day SMA | 18,932.80 | 2,173.83 | 11.5% | 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)
Neutral67.00
Neutral 30–70MACD (12, 26, 9)
Bullish Cross249.02
Signal: 170.46 · Hist: 78.55Stochastic (14, 3)
Bearish%K: 94.43
%D: 96.32StochRSI (14)
Neutral%K: 99.56
%D: 93.62ADX (14) & Trend
Neutral19.55
+DI: 35.64 · -DI: 18.69CCI (20)
Oversold183.66
Range -100 to +100Williams %R (14)
Bearish-5.57
Range -100 to 0Ultimate Oscillator
Neutral67.81
Periods: 7, 14, 28ROC (12)
Bearish4.32%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control601.07
Bull: 601.07 · Bear: 415.56High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21,179.00 | 20,047.80 | 1,131.17 | 5.4% | 201.67 | 1.0% | 94% | True | False | 0 |
| 10 | 21,179.00 | 19,880.30 | 1,298.73 | 6.2% | 226.06 | 1.1% | 94% | True | False | 0 |
| 20 | 21,179.00 | 19,880.30 | 1,298.73 | 6.2% | 219.47 | 1.0% | 94% | True | False | 0 |
| 40 | 21,179.00 | 19,330.80 | 1,848.18 | 8.8% | 222.40 | 1.1% | 96% | True | False | 0 |
| 60 | 21,179.00 | 18,401.00 | 2,778.02 | 13.2% | 255.89 | 1.2% | 97% | True | False | 0 |
| 80 | 21,179.00 | 17,442.70 | 3,736.26 | 17.7% | 286.50 | 1.4% | 98% | True | False | 0 |
| 100 | 21,179.00 | 17,442.70 | 3,736.26 | 17.7% | 277.32 | 1.3% | 98% | True | False | 0 |
| 120 | 21,179.00 | 17,442.70 | 3,736.26 | 17.7% | 265.75 | 1.3% | 98% | True | False | 0 |