Log #0215: Session summary 2026-10-29: NDX 29407.05 (-1.38%)
Session date: 2026-10-29
Session close 2026-10-29: NDX 29407.05 (-1.38%), NQ 29324.25 (-2.17%), QQQ 715.33 (-1.42%).
Session overview#
Opening and main move of the day. The session started at 9:30 ET (14:30 PL) at NDX 29419.15 and NQ 29619.25. During the first 30 minutes until 10:00 ET (15:00 PL), NDX fell by 26.32 pts (-0.09%) to 29392.83, and NQ fell by 70.75 pts (-0.24%) to 29548.50. First, a session low of NDX 29262.84 was recorded at 9:35 ET (14:35 PL), followed by a high of NDX 29707.82 at 10:40 ET (15:40 PL). The close at 29407.05 lies 300.77 pts below the high and 144.21 pts above the low.
Flows and market breadth. Cumulative flow (CVD) for NDX, NQ, and QQQ was positive, indicating a consistent direction across all three instruments. The TICKQ indicator at close was 331.00, while the SMA200 average was 33.94. The share of companies above 1 trillion USD in the basket capitalization was 67.84%.
End of session, options and companies. In the last hour of the session from 15:00 ET (20:00 PL), NDX rose by 95.38 pts (+0.33%) until the close. The MOC Anomaly at close was +28.23 M. Implied volatility (IV) for options on QQQ was 21.80%, and the put/call ratio was 1.40.
Day’s balance. The Nasdaq-100 index closed at 29407.05, representing a decline of 1.38%.
Closing Telemetry#
Nasdaq-100 index (NDX): close 29407.05 (-1.38%)
- Cumulative flow (CVD): 191,25 M [euphoria]
- MOC Anomaly: +28,23 M
- Average Daily Range (ADR) utilization: 65.70%
- Drawdown from Heniu’s highest close: -5.83% (highest close: 31226.82, 2026-10-06)
NQ futures contract: close 29324.25 (-2.17%)
- Cumulative flow (CVD): 15,9 K [accumulation]
- Average Daily Range (ADR) utilization: 84.92%
QQQ ETF: close 715.33 (-1.42%)
- Cumulative flow (CVD): 2,51 M [market flare]
- Average Daily Range (ADR) utilization: 66.02%
Market breadth (TICKQ): reading at close 331.00 [market flare]
- 200-reading average (SMA200): 33.94 [accumulation]
Options on QQQ:
- Implied volatility (IV): 21.80%
- Put/call ratio (open interest, OI): 1.40
Nasdaq-100 basket:
- Total capitalization: 41.44 trillion USD (change from previous close: -0.72 trillion USD)
- Share of companies above 1 trillion USD in basket capitalization: 67.84% (change: -0.41 pp)
- Average stock price in the basket: $304.81 (change: $-3.59)
- Changes in the group of companies above 1 trillion USD: no change
Session data health: readings through 100.0% of the cash session; no gaps longer than one minute; NDX no change longer than 2 min in 0.1% of readings
