Log #0212: Session summary 2026-10-26: NDX 28961.08 (+1.09%)
Session date: 2026-10-26
Session close 2026-10-26: NDX 28961.08 (+1.09%), NQ 29100.25 (+1.12%), QQQ 704.45 (+1.11%).
Session overview#
Opening and main move of the day. The session started at 9:30 ET (14:30 PL) at NDX levels of 29046.68 and NQ 29231.00. In the first 30 minutes, NDX rose by 3.99 pts (+0.01%) to 29050.67, while NQ fell by 21.75 pts (-0.07%) to 29209.25. The session maximum was recorded at 11:25 ET (16:25 PL) at the NDX level of 29402.55, and the minimum occurred at 15:55 ET (20:55 PL) at the NDX level of 28957.53. The NDX close at 28961.08 is 441.47 pts below the maximum and 3.55 pts above the minimum.
Flows and market breadth. Cumulative flow (CVD) directions for NDX and QQQ were positive, while for NQ they were negative, indicating a divergent direction. The TICKQ indicator at close was 437.00 market flare, with a SMA200 average at -17.45 supply test. The share of companies above 1 trillion USD in the basket capitalization was 68.47%.
End of session, options and companies. In the last hour of the session, NDX fell by 343.75 pts (-1.17%) to the level of 28961.08. At the close, a MOC Anomaly of +24.24 M occurred. Implied volatility (IV) for options on QQQ was 22.90%, and the put/call ratio was 1.42. META gained capital.
Day’s balance. The Nasdaq-100 index closed at 28961.08 (+1.09%).
Closing Telemetry#
Nasdaq-100 index (NDX): close 28961.08 (+1.09%)
- Cumulative flow (CVD): 38,05 M [accumulation]
- Closing anomaly (MOC): +24.24 M
- Average daily range (ADR) utilization: 34.29%
- Drawdown from Heniu’s peak / highest close: -7.26% (highest close: 31226.82, 2026-10-06)
NQ futures contract: close 29100.25 (+1.12%)
- Cumulative flow (CVD): −3.29 K [supply test]
- Average daily range (ADR) utilization: 45.96%
QQQ ETF: close 704.45 (+1.11%)
- Cumulative flow (CVD): 1.44 M [accumulation]
- Average daily range (ADR) utilization: 34.40%
Market breadth (TICKQ): reading at close 437.00 [market flare]
- 200 reading average (SMA200): -17.45 [supply test]
Options on QQQ:
- Implied volatility (IV): 22.90%
- Put/call ratio (open interest, OI): 1.42
Nasdaq-100 basket:
- Total capitalization: 41.56 trillion USD (change from previous close: +0.37 trillion USD)
- Share of companies above 1 trillion USD in the basket capitalization: 68.47% (change: +2.30 pp)
- Average stock price in the basket: $299.65 (change: +$2.18)
- Changes in the group of companies above 1 trillion USD: entered above 1 trillion USD: MU
Session data health: readings through 100.0% of the cash session; no gaps longer than one minute; NDX without change longer than 2 min in 0.1% of readings
