NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-2002
Day Change Summary
Previous Current
19-Sep-2002 20-Sep-2002 Change Change % Previous Week
Open 875.77 876.75 0.98 0.1% 919.10
High 889.24 879.87 -9.37 -1.1% 932.91
Low 865.87 864.13 -1.74 -0.2% 864.13
Close 865.93 871.60 5.67 0.7% 871.60
Range 23.37 15.74 -7.63 -32.6% 68.78
ATR 35.17 33.78 -1.39 -3.9% 0.00
Volume
Daily Pivots for day following 20-Sep-2002
Classic Woodie Camarilla DeMark
R4 919.09 911.08 880.26
R3 903.35 895.34 875.93
R2 887.61 887.61 874.49
R1 879.60 879.60 873.04 875.74
PP 871.87 871.87 871.87 869.93
S1 863.86 863.86 870.16 860.00
S2 856.13 856.13 868.71
S3 840.39 848.12 867.27
S4 824.65 832.38 862.94
Weekly Pivots for week ending 20-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,095.89 1,052.52 909.43
R3 1,027.11 983.74 890.51
R2 958.33 958.33 884.21
R1 914.96 914.96 877.90 902.26
PP 889.55 889.55 889.55 883.19
S1 846.18 846.18 865.30 833.48
S2 820.77 820.77 858.99
S3 751.99 777.40 852.69
S4 683.21 708.62 833.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.91 864.13 68.78 7.9% 26.11 3.0% 11% False True
10 978.46 864.13 114.33 13.1% 26.45 3.0% 7% False True
20 1,036.66 864.13 172.53 19.8% 28.67 3.3% 4% False True
40 1,052.49 856.35 196.14 22.5% 33.87 3.9% 8% False False
60 1,074.73 856.35 218.38 25.1% 38.66 4.4% 7% False False
80 1,246.34 856.35 389.99 44.7% 39.53 4.5% 4% False False
100 1,350.54 856.35 494.19 56.7% 40.22 4.6% 3% False False
120 1,426.01 856.35 569.66 65.4% 40.06 4.6% 3% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.50
Narrowest range in 186 trading days
Fibonacci Retracements and Extensions
4.250 946.77
2.618 921.08
1.618 905.34
1.000 895.61
0.618 889.60
HIGH 879.87
0.618 873.86
0.500 872.00
0.382 870.14
LOW 864.13
0.618 854.40
1.000 848.39
1.618 838.66
2.618 822.92
4.250 797.24
Fisher Pivots for day following 20-Sep-2002
Pivot 1 day 3 day
R1 872.00 885.09
PP 871.87 880.59
S1 871.73 876.10

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

View Archives - Comment on this page... - Back to Index of Symbols