Session date: 2026-10-30

Session close 2026-10-30: NDX 28385.75 (-3.46%), NQ 28560.25 (-3.39%), QQQ 690.53 (-3.47%).

Session overview#

Opening and main move of the day. The session started at 9:30 ET (14:30 PL) at NDX level 28618.84 and NQ 28803.50. In the first 30 minutes, NDX rose by 88.29 pts (+0.31%) to 28707.13, and NQ rose by 48.75 pts (+0.17%) to 28852.25. The session maximum was recorded at 10:00 ET (15:00 PL) at level NDX 28710.87, while the minimum occurred at 14:53 ET (19:53 PL) at level NDX 28095.10. The close at level 28385.75 is 325.12 pts below the maximum and 290.65 pts above the minimum.

Flows and market breadth. Cumulative flow (CVD) directions were divergent, as NDX recorded a positive result of 76.93 M, while NQ noted -55.79 K, and QQQ -1.85 M. Market breadth (TICKQ) at close was -421.00, and the SMA200 average of TICKQ readings was 16.31. The share of companies above 1 trillion USD in the basket capitalization was 68.19%.

End of session, options and companies. In the last hour of the session, NDX rose by 200.30 pts (+0.71%) to the level of 28385.75. The MOC Anomaly at close was +37.11 M. Implied volatility (IV) for options on QQQ was 26.55%, and the put/call ratio was 1.39.

Day’s balance. The Nasdaq-100 index closed at level 28385.75, representing a decrease of 3.46%.

Closing Telemetry#

  • Nasdaq-100 index (NDX): close 28385.75 (-3.46%)

    • Cumulative flow (CVD): 76.93 M [market flare]
    • MOC Anomaly: +37.11 M
    • Average Daily Range (ADR) utilization: 153.93%
    • Drawdown from Heniu’s peak / highest close: -9.10% (highest close: 31226.82, 2026-10-06)

  • NQ futures contract: close 28560.25 (-3.39%)

    • Cumulative flow (CVD): −55.79 K [market collapse]
    • Average Daily Range (ADR) utilization: 158.14%

  • QQQ ETF: close 690.53 (-3.47%)

    • Cumulative flow (CVD): −1.85 M [sell-off]
    • Average Daily Range (ADR) utilization: 153.33%

  • Market breadth (TICKQ): reading at close -421.00 [market collapse]

    • 200 reading average (SMA200): 16.31 [demand test]

  • Options on QQQ:

    • Implied volatility (IV): 26.55%
    • Put/call ratio (open interest, OI): 1.39

  • Nasdaq-100 basket:

    • Total capitalization: 40.17 trillion USD (change from previous close: -1.24 trillion USD)
    • Share of companies above 1 trillion USD in basket capitalization: 68.19% (change: +0.37 pp)
    • Average stock price in the basket: $294.98 (change: $-7.72)
    • 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 a minute; NDX no change longer than 2 min in 0.9% of readings

See this day as a Cosmic Tale →