NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-2002
Day Change Summary
Previous Current
04-Sep-2002 05-Sep-2002 Change Change % Previous Week
Open 904.82 900.90 -3.92 -0.4% 1,017.62
High 925.26 901.50 -23.76 -2.6% 1,021.66
Low 895.41 882.85 -12.56 -1.4% 926.61
Close 920.98 882.92 -38.06 -4.1% 942.38
Range 29.85 18.65 -11.20 -37.5% 95.05
ATR 39.97 39.84 -0.13 -0.3% 0.00
Volume
Daily Pivots for day following 05-Sep-2002
Classic Woodie Camarilla DeMark
R4 945.04 932.63 893.18
R3 926.39 913.98 888.05
R2 907.74 907.74 886.34
R1 895.33 895.33 884.63 892.21
PP 889.09 889.09 889.09 887.53
S1 876.68 876.68 881.21 873.56
S2 870.44 870.44 879.50
S3 851.79 858.03 877.79
S4 833.14 839.38 872.66
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
5 973.34 882.85 90.49 10.2% 29.59 3.4% 0% False True
10 1,052.49 882.85 169.64 19.2% 31.59 3.6% 0% False True
20 1,052.49 882.85 169.64 19.2% 34.80 3.9% 0% False True
40 1,060.77 856.35 204.42 23.2% 41.21 4.7% 13% False False
60 1,163.46 856.35 307.11 34.8% 42.03 4.8% 9% False False
80 1,350.54 856.35 494.19 56.0% 41.08 4.7% 5% False False
100 1,426.01 856.35 569.66 64.5% 41.53 4.7% 5% False False
120 1,523.27 856.35 666.92 75.5% 41.00 4.6% 4% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 4.68
Narrowest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 980.76
2.618 950.33
1.618 931.68
1.000 920.15
0.618 913.03
HIGH 901.50
0.618 894.38
0.500 892.18
0.382 889.97
LOW 882.85
0.618 871.32
1.000 864.20
1.618 852.67
2.618 834.02
4.250 803.59
Fisher Pivots for day following 05-Sep-2002
Pivot 1 day 3 day
R1 892.18 905.68
PP 889.09 898.09
S1 886.01 890.51

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

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