NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-2002
Day Change Summary
Previous Current
10-Jul-2002 11-Jul-2002 Change Change % Previous Week
Open 1,005.99 954.01 -51.98 -5.2% 1,044.48
High 1,005.99 999.43 -6.56 -0.7% 1,061.05
Low 958.76 945.85 -12.91 -1.3% 950.33
Close 959.05 998.03 38.98 4.1% 1,060.89
Range 47.23 53.58 6.35 13.4% 110.72
ATR 45.94 46.49 0.55 1.2% 0.00
Volume
Daily Pivots for day following 11-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,141.84 1,123.52 1,027.50
R3 1,088.26 1,069.94 1,012.76
R2 1,034.68 1,034.68 1,007.85
R1 1,016.36 1,016.36 1,002.94 1,025.52
PP 981.10 981.10 981.10 985.69
S1 962.78 962.78 993.12 971.94
S2 927.52 927.52 988.21
S3 873.94 909.20 983.30
S4 820.36 855.62 968.56
Weekly Pivots for week ending 05-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,356.25 1,319.29 1,121.79
R3 1,245.53 1,208.57 1,091.34
R2 1,134.81 1,134.81 1,081.19
R1 1,097.85 1,097.85 1,071.04 1,116.33
PP 1,024.09 1,024.09 1,024.09 1,033.33
S1 987.13 987.13 1,050.74 1,005.61
S2 913.37 913.37 1,040.59
S3 802.65 876.41 1,030.44
S4 691.93 765.69 999.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,066.28 945.85 120.43 12.1% 46.95 4.7% 43% False True
10 1,074.73 945.85 128.88 12.9% 43.81 4.4% 40% False True
20 1,163.46 945.85 217.61 21.8% 44.10 4.4% 24% False True
40 1,350.54 945.85 404.69 40.5% 41.60 4.2% 13% False True
60 1,426.01 945.85 480.16 48.1% 42.10 4.2% 11% False True
80 1,519.12 945.85 573.27 57.4% 41.13 4.1% 9% False True
100 1,573.42 945.85 627.57 62.9% 41.65 4.2% 8% False True
120 1,586.34 945.85 640.49 64.2% 42.00 4.2% 8% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,227.15
2.618 1,139.70
1.618 1,086.12
1.000 1,053.01
0.618 1,032.54
HIGH 999.43
0.618 978.96
0.500 972.64
0.382 966.32
LOW 945.85
0.618 912.74
1.000 892.27
1.618 859.16
2.618 805.58
4.250 718.14
Fisher Pivots for day following 11-Jul-2002
Pivot 1 day 3 day
R1 989.57 993.56
PP 981.10 989.09
S1 972.64 984.62

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

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