NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 28-Nov-2000
Day Change Summary
Previous Current
27-Nov-2000 28-Nov-2000 Change Change % Previous Week
Open 2,910.57 2,763.86 -146.71 -5.0% 2,838.29
High 2,913.76 2,795.15 -118.61 -4.1% 2,885.31
Low 2,759.98 2,619.50 -140.48 -5.1% 2,667.11
Close 2,769.32 2,621.11 -148.21 -5.4% 2,830.09
Range 153.78 175.65 21.87 14.2% 218.20
ATR 157.17 158.49 1.32 0.8% 0.00
Volume
Daily Pivots for day following 28-Nov-2000
Classic Woodie Camarilla DeMark
R4 3,205.54 3,088.97 2,717.72
R3 3,029.89 2,913.32 2,669.41
R2 2,854.24 2,854.24 2,653.31
R1 2,737.67 2,737.67 2,637.21 2,708.13
PP 2,678.59 2,678.59 2,678.59 2,663.82
S1 2,562.02 2,562.02 2,605.01 2,532.48
S2 2,502.94 2,502.94 2,588.91
S3 2,327.29 2,386.37 2,572.81
S4 2,151.64 2,210.72 2,524.50
Weekly Pivots for week ending 24-Nov-2000
Classic Woodie Camarilla DeMark
R4 3,448.77 3,357.63 2,950.10
R3 3,230.57 3,139.43 2,890.10
R2 3,012.37 3,012.37 2,870.09
R1 2,921.23 2,921.23 2,850.09 2,857.70
PP 2,794.17 2,794.17 2,794.17 2,762.41
S1 2,703.03 2,703.03 2,810.09 2,639.50
S2 2,575.97 2,575.97 2,790.09
S3 2,357.77 2,484.83 2,770.09
S4 2,139.57 2,266.63 2,710.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,913.76 2,619.50 294.26 11.2% 131.64 5.0% 1% False True
10 3,128.37 2,619.50 508.87 19.4% 131.54 5.0% 0% False True
20 3,369.47 2,619.50 749.97 28.6% 135.08 5.2% 0% False True
40 3,544.54 2,619.50 925.04 35.3% 155.38 5.9% 0% False True
60 4,085.89 2,619.50 1,466.39 55.9% 151.26 5.8% 0% False True
80 4,147.19 2,619.50 1,527.69 58.3% 135.35 5.2% 0% False True
100 4,147.19 2,619.50 1,527.69 58.3% 135.17 5.2% 0% False True
120 4,147.19 2,619.50 1,527.69 58.3% 133.58 5.1% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.58
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,541.66
2.618 3,255.00
1.618 3,079.35
1.000 2,970.80
0.618 2,903.70
HIGH 2,795.15
0.618 2,728.05
0.500 2,707.33
0.382 2,686.60
LOW 2,619.50
0.618 2,510.95
1.000 2,443.85
1.618 2,335.30
2.618 2,159.65
4.250 1,872.99
Fisher Pivots for day following 28-Nov-2000
Pivot 1 day 3 day
R1 2,707.33 2,766.63
PP 2,678.59 2,718.12
S1 2,649.85 2,669.62

These figures are updated between 7pm and 10pm EST after a trading day.

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