Log #0209: Session summary 2026-10-22: NDX 28962.86 (-2.90%)
Session date: 2026-10-22
Session close 2026-10-22: NDX 28962.86 (-2.90%), NQ 29208.50 (-2.66%), QQQ 704.56 (-2.86%).
Session overview#
Opening and main move of the day. The session began at 9:30 ET (15:30 PL) at NDX 29299.91 and NQ 29483.75. In the first 30 minutes until 10:00 ET (16:00 PL), NDX rose by 73.85 pts (+0.25%) to 29373.76, and NQ rose by 63.75 pts (+0.22%) to 29547.50. The session maximum was recorded at 10:03 ET (16:03 PL) at NDX 29411.56, and the minimum at 15:47 ET (21:47 PL) at NDX 28855.10. The close at 28962.86 is 448.70 pts below the maximum and 107.76 pts above the minimum.
Flows and market breadth. Cumulative flow (CVD) directions at the close were divergent: NDX was positive, while NQ and QQQ were negative. The TICKQ reading at the close was 79.00, while the SMA200 average was -43.57. The share of companies above 1 trillion USD in the basket capitalization was 66.27%.
End of session, options and companies. In the last hour of the session from 15:00 ET (21:00 PL) to the close, NDX rose by 64.89 pts (+0.22%) to 28962.86, with a MOC Anomaly of +32,03 M at the close. Implied volatility (IV) for options on QQQ was 25.73%, and the put/call ratio was 1.45. In the group of companies above 1 trillion USD, the value of MU fell.
Day’s balance. The Nasdaq-100 index closed down 2.90% at 28962.86.
Closing Telemetry#
Nasdaq-100 index (NDX): close 28962.86 (-2.90%)
- Cumulative flow (CVD): 169,35 M [euphoria]
- MOC Anomaly: +32,03 M
- Average daily range (ADR) utilization: 148.45%
- Drawdown from Heniu’s highest close: -7.25% (highest close: 31226.82, 2026-10-06)
NQ futures contract: close 29208.50 (-2.66%)
- Cumulative flow (CVD): −29,25 K [sell-off]
- Average daily range (ADR) utilization: 182.48%
QQQ ETF: close 704.56 (-2.86%)
- Cumulative flow (CVD): −397,16 K [testing supply]
- Average daily range (ADR) utilization: 146.43%
Market breadth (TICKQ): reading at close 79.00 [accumulation]
- 200 reading average (SMA200): -43.57 [sell-off]
Options on QQQ:
- Implied volatility (IV): 25.73%
- Put/call ratio (open interest, OI): 1.45
Nasdaq-100 basket:
- Total capitalization: 41.25 trillion USD (change from previous close: -1.32 trillion USD)
- Share of companies above 1 trillion USD in basket capitalization: 66.27% (change: -2.61 pp)
- Average stock price in the basket: $298.98 (change: $-8.97)
- Changes in the group of companies above 1 trillion USD: fell below 1 trillion USD: MU
Session data health: readings through 100.0% of the cash session; no gaps longer than a minute; NDX unchanged for longer than 2 min in 0.0% of readings
