NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-2002
Day Change Summary
Previous Current
30-Aug-2002 03-Sep-2002 Change Change % Previous Week
Open 951.56 928.50 -23.06 -2.4% 1,017.62
High 964.93 928.50 -36.43 -3.8% 1,021.66
Low 941.51 899.19 -42.32 -4.5% 926.61
Close 942.38 899.64 -42.74 -4.5% 942.38
Range 23.42 29.31 5.89 25.1% 95.05
ATR 40.56 40.75 0.19 0.5% 0.00
Volume
Daily Pivots for day following 03-Sep-2002
Classic Woodie Camarilla DeMark
R4 997.04 977.65 915.76
R3 967.73 948.34 907.70
R2 938.42 938.42 905.01
R1 919.03 919.03 902.33 914.07
PP 909.11 909.11 909.11 906.63
S1 889.72 889.72 896.95 884.76
S2 879.80 879.80 894.27
S3 850.49 860.41 891.58
S4 821.18 831.10 883.52
Weekly Pivots for week ending 30-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,248.70 1,190.59 994.66
R3 1,153.65 1,095.54 968.52
R2 1,058.60 1,058.60 959.81
R1 1,000.49 1,000.49 951.09 982.02
PP 963.55 963.55 963.55 954.32
S1 905.44 905.44 933.67 886.97
S2 868.50 868.50 924.95
S3 773.45 810.39 916.24
S4 678.40 715.34 890.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,021.66 899.19 122.47 13.6% 35.30 3.9% 0% False True
10 1,052.49 899.19 153.30 17.0% 31.98 3.6% 0% False True
20 1,052.49 875.53 176.96 19.7% 37.53 4.2% 14% False False
40 1,060.77 856.35 204.42 22.7% 42.03 4.7% 21% False False
60 1,163.46 856.35 307.11 34.1% 42.46 4.7% 14% False False
80 1,350.54 856.35 494.19 54.9% 41.89 4.7% 9% False False
100 1,426.01 856.35 569.66 63.3% 41.64 4.6% 8% False False
120 1,523.27 856.35 666.92 74.1% 41.03 4.6% 6% False False
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 5.87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,053.07
2.618 1,005.23
1.618 975.92
1.000 957.81
0.618 946.61
HIGH 928.50
0.618 917.30
0.500 913.85
0.382 910.39
LOW 899.19
0.618 881.08
1.000 869.88
1.618 851.77
2.618 822.46
4.250 774.62
Fisher Pivots for day following 03-Sep-2002
Pivot 1 day 3 day
R1 913.85 936.27
PP 909.11 924.06
S1 904.38 911.85

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

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