Session date: 2026-10-28

Session close 2026-10-28: NDX 29821.65 (+0.55%), NQ 30066.75 (+0.85%), QQQ 725.48 (+0.59%).

Session overview#

Opening and main move of the day. The session began at 9:30 ET (14:30 PL) at NDX level 29727.23 and NQ 29920.50. In the first 30 minutes until 10:00 ET (15:00 PL), the NDX index fell by 25.93 pts (-0.09%) to 29701.30, and NQ fell by 67.75 pts (-0.23%) to 29852.75. The session minimum was recorded at 9:49 ET (14:49 PL) at NDX level 29620.90 and NQ 29772.50, while the maximum occurred at 14:44 ET (19:44 PL) at NDX level 29847.38 and NQ 30006.00. The NDX close at level 29821.65 is 25.73 pts below the maximum and 200.75 pts above the minimum.

Flows and market breadth. Cumulative flow (CVD) directions were divergent, as NDX recorded a positive result of 152,16 M euphoria, while NQ was negative -222 supply test, and QQQ was negative -426,08 K supply test. Market breadth (TICKQ) at close was 23.00 demand test, with a SMA200 average at 21.87 accumulation. The share of companies above 1 trillion USD in the basket capitalization was 68.25%.

End of session, options and companies. In the last hour from 15:00 ET (20:00 PL) to the close at 16:00 ET (21:00 PL), the NDX index rose by 62.69 pts (+0.21%) to 29821.65. At the close, a MOC Anomaly of +33,02 M occurred. Implied volatility (IV) for options on QQQ was 21.41%, and the put/call ratio was 1.43.

Day’s balance. The Nasdaq-100 index closed at 29821.65 (+0.55%).

Closing Telemetry#

  • Nasdaq-100 index (NDX): close 29821.65 (+0.55%)

    • Cumulative flow (CVD): 152,16 M [euphoria]
    • Closing anomaly (MOC): +33,02 M
    • Average daily range (ADR) utilization: 54.69%
    • Drawdown from Heniu’s highest close: -4.50% (highest close: 31226.82, 2026-10-06)

  • NQ futures contract: close 30066.75 (+0.85%)

    • Cumulative flow (CVD): −222 [supply test]
    • Average daily range (ADR) utilization: 70.25%

  • QQQ ETF: close 725.48 (+0.59%)

    • Cumulative flow (CVD): −426,08 K [supply test]
    • Average daily range (ADR) utilization: 56.43%

  • Market breadth (TICKQ): close reading 23.00 [demand test]

    • 200 readings average (SMA200): 21.87 [accumulation]

  • Options on QQQ:

    • Implied volatility (IV): 21.41%
    • Put/call ratio (open interest, OI): 1.43

  • Nasdaq-100 basket:

    • Total capitalization: 42.15 trillion USD (change from previous close: +0.10 trillion USD)
    • Share of companies above 1 trillion USD in basket capitalization: 68.25% (change: -0.18 pp)
    • Average stock price in the basket: $308.86 (change: +$6.14)
    • Changes in the group of companies above 1 trillion USD: unchanged

  • Session data health: readings through 100.0% of the cash session; no gaps longer than a minute; NDX unchanged longer than 2 min in 0.0% of readings

See this day as a Cosmic Tale →