NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-2002
Day Change Summary
Previous Current
20-Sep-2002 23-Sep-2002 Change Change % Previous Week
Open 876.75 860.99 -15.76 -1.8% 919.10
High 879.87 864.26 -15.61 -1.8% 932.91
Low 864.13 837.63 -26.50 -3.1% 864.13
Close 871.60 843.08 -28.52 -3.3% 871.60
Range 15.74 26.63 10.89 69.2% 68.78
ATR 33.78 33.80 0.01 0.0% 0.00
Volume
Daily Pivots for day following 23-Sep-2002
Classic Woodie Camarilla DeMark
R4 928.21 912.28 857.73
R3 901.58 885.65 850.40
R2 874.95 874.95 847.96
R1 859.02 859.02 845.52 853.67
PP 848.32 848.32 848.32 845.65
S1 832.39 832.39 840.64 827.04
S2 821.69 821.69 838.20
S3 795.06 805.76 835.76
S4 768.43 779.13 828.43
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
5 932.91 837.63 95.28 11.3% 26.43 3.1% 6% False True
10 978.46 837.63 140.83 16.7% 25.31 3.0% 4% False True
20 1,021.66 837.63 184.03 21.8% 28.42 3.4% 3% False True
40 1,052.49 837.63 214.86 25.5% 33.75 4.0% 3% False True
60 1,074.73 837.63 237.10 28.1% 38.41 4.6% 2% False True
80 1,246.34 837.63 408.71 48.5% 39.46 4.7% 1% False True
100 1,350.54 837.63 512.91 60.8% 40.03 4.7% 1% False True
120 1,426.01 837.63 588.38 69.8% 39.91 4.7% 1% 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 5.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 977.44
2.618 933.98
1.618 907.35
1.000 890.89
0.618 880.72
HIGH 864.26
0.618 854.09
0.500 850.95
0.382 847.80
LOW 837.63
0.618 821.17
1.000 811.00
1.618 794.54
2.618 767.91
4.250 724.45
Fisher Pivots for day following 23-Sep-2002
Pivot 1 day 3 day
R1 850.95 863.44
PP 848.32 856.65
S1 845.70 849.87

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

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