NASDAQ 100 Cash Index
Trading Metrics calculated at close of trading on 12-Nov-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Strong Buy
+1.00
Oscillators
Strong Sell
-0.56
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.3%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 11-Nov-2024 | 12-Nov-2024 | Change | Change % | Previous Week |
| Open | 21,171.20 | 21,105.50 | -65.75 | -0.3% | 20,011.50 |
| High | 21,179.00 | 21,144.70 | -34.32 | -0.2% | 21,155.00 |
| Low | 20,993.50 | 20,946.70 | -46.74 | -0.2% | 19,898.60 |
| Close | 21,106.60 | 21,070.80 | -35.80 | -0.2% | 21,117.20 |
| Range | 185.51 | 197.93 | 12.42 | 6.7% | 1,256.43 |
| ATR(14) | 274.87 | 269.38 | -5.50 | -2.0% | 281.75 |
| Volume |
Multi-Period Performance
1-Month (21d)
3.1%
3-Month (63d)
10.8%
6-Month (126d)
15.0%
1-Year (252d)
35.7%
Year-To-Date (YTD)
27.4%
52-Week Range
52W Low: 15,404.70 (36.8%)
Position (98%)
52W High: 21,179.00 (0.5%)
Daily Pivots for day following 12-Nov-2024
| Level | Classic | Woodie | Camarilla | DeMark |
|---|---|---|---|---|
| R4 | 21,647.90 | 21,557.30 | 21,179.70 | |
| R3 | 21,449.90 | 21,359.30 | 21,125.20 | |
| R2 | 21,252.00 | 21,252.00 | 21,107.10 | |
| R1 | 21,161.40 | 21,161.40 | 21,088.90 | 21,107.70 |
| PP | 21,054.10 | 21,054.10 | 21,054.10 | 21,027.20 |
| S1 | 20,963.50 | 20,963.50 | 21,052.60 | 20,909.80 |
| S2 | 20,856.10 | 20,856.10 | 21,034.50 | |
| S3 | 20,658.20 | 20,765.50 | 21,016.40 | |
| S4 | 20,460.30 | 20,567.60 | 20,961.90 |
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 | 21,985.90 |
| 2.618 | 21,662.90 |
| 1.618 | 21,464.90 |
| 1.000 | 21,342.60 |
| 0.618 | 21,267.00 |
| HIGH | 21,144.70 |
| 0.618 | 21,069.10 |
| 0.500 | 21,045.70 |
| 0.382 | 21,022.30 |
| LOW | 20,946.70 |
| 0.618 | 20,824.40 |
| 1.000 | 20,748.80 |
| 1.618 | 20,626.50 |
| 2.618 | 20,428.60 |
| 4.250 | 20,105.50 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 19,816.30 |
| 38.2% | 18,973.20 |
| 50.0% | 18,291.80 |
| 61.8% | 17,610.50 |
| 78.6% | 16,640.40 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 21,035.50 | 35.30 | 0.2% | Above |
| 10-Day SMA | 20,568.00 | 502.81 | 2.4% | Above |
| 20-Day SMA | 20,433.30 | 637.44 | 3.1% | Above |
| 50-Day SMA | 19,981.70 | 1,089.09 | 5.5% | Above |
| 100-Day SMA | 19,719.90 | 1,350.88 | 6.9% | Above |
| 200-Day SMA | 18,950.10 | 2,120.66 | 11.2% | Above |
Bollinger Bands (20, 2):
Upper: 21,203.10
Middle: 20,433.30
Lower: 19,663.60
Bandwidth: 7.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 20,529.60
Kijun-sen: 20,529.60
Span A: 20,529.60
Span B: 19,790.00
Chikou Span: 19,800.70
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral65.96
Neutral 30–70MACD (12, 26, 9)
Bullish Cross267.96
Signal: 189.96 · Hist: 78.00Stochastic (14, 3)
Bearish%K: 91.67
%D: 94.38StochRSI (14)
Bearish%K: 97.57
%D: 98.98ADX (14) & Trend
Strong Trend20.16
+DI: 33.77 · -DI: 18.95CCI (20)
Oversold142.69
Range -100 to +100Williams %R (14)
Bearish-8.33
Range -100 to 0Ultimate Oscillator
Neutral69.98
Periods: 7, 14, 28ROC (12)
Bearish3.53%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control496.34
Bull: 496.34 · Bear: 298.41High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21,179.00 | 20,526.60 | 652.35 | 3.1% | 200.98 | 1.0% | 83% | False | False | 0 |
| 10 | 21,179.00 | 19,880.30 | 1,298.73 | 6.2% | 215.30 | 1.0% | 92% | False | False | 0 |
| 20 | 21,179.00 | 19,880.30 | 1,298.73 | 6.2% | 209.33 | 1.0% | 92% | False | False | 0 |
| 40 | 21,179.00 | 19,330.80 | 1,848.18 | 8.8% | 220.87 | 1.0% | 94% | False | False | 0 |
| 60 | 21,179.00 | 18,401.00 | 2,778.02 | 13.2% | 253.82 | 1.2% | 96% | False | False | 0 |
| 80 | 21,179.00 | 17,442.70 | 3,736.26 | 17.7% | 286.18 | 1.4% | 97% | False | False | 0 |
| 100 | 21,179.00 | 17,442.70 | 3,736.26 | 17.7% | 277.71 | 1.3% | 97% | False | False | 0 |
| 120 | 21,179.00 | 17,442.70 | 3,736.26 | 17.7% | 266.14 | 1.3% | 97% | False | False | 0 |