NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-2002
Day Change Summary
Previous Current
16-Sep-2002 17-Sep-2002 Change Change % Previous Week
Open 919.10 927.29 8.19 0.9% 913.68
High 925.90 932.91 7.01 0.8% 978.46
Low 900.89 896.45 -4.44 -0.5% 901.13
Close 908.48 897.53 -10.95 -1.2% 923.83
Range 25.01 36.46 11.45 45.8% 77.33
ATR 36.02 36.05 0.03 0.1% 0.00
Volume
Daily Pivots for day following 17-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,018.34 994.40 917.58
R3 981.88 957.94 907.56
R2 945.42 945.42 904.21
R1 921.48 921.48 900.87 915.22
PP 908.96 908.96 908.96 905.84
S1 885.02 885.02 894.19 878.76
S2 872.50 872.50 890.85
S3 836.04 848.56 887.50
S4 799.58 812.10 877.48
Weekly Pivots for week ending 13-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,166.46 1,122.48 966.36
R3 1,089.13 1,045.15 945.10
R2 1,011.80 1,011.80 938.01
R1 967.82 967.82 930.92 989.81
PP 934.47 934.47 934.47 945.47
S1 890.49 890.49 916.74 912.48
S2 857.14 857.14 909.65
S3 779.81 813.16 902.56
S4 702.48 735.83 881.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978.46 896.45 82.01 9.1% 27.22 3.0% 1% False True
10 978.46 882.85 95.61 10.7% 26.61 3.0% 15% False False
20 1,052.49 882.85 169.64 18.9% 29.30 3.3% 9% False False
40 1,052.49 856.35 196.14 21.9% 37.22 4.1% 21% False False
60 1,075.63 856.35 219.28 24.4% 40.38 4.5% 19% False False
80 1,271.51 856.35 415.16 46.3% 39.72 4.4% 10% False False
100 1,350.54 856.35 494.19 55.1% 41.07 4.6% 8% False False
120 1,481.74 856.35 625.39 69.7% 40.46 4.5% 7% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.48
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,087.87
2.618 1,028.36
1.618 991.90
1.000 969.37
0.618 955.44
HIGH 932.91
0.618 918.98
0.500 914.68
0.382 910.38
LOW 896.45
0.618 873.92
1.000 859.99
1.618 837.46
2.618 801.00
4.250 741.50
Fisher Pivots for day following 17-Sep-2002
Pivot 1 day 3 day
R1 914.68 914.68
PP 908.96 908.96
S1 903.25 903.25

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

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