NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 25-Sep-2002
Day Change Summary
Previous Current
24-Sep-2002 25-Sep-2002 Change Change % Previous Week
Open 830.21 858.46 28.25 3.4% 919.10
High 861.09 885.97 24.88 2.9% 932.91
Low 830.21 849.28 19.07 2.3% 864.13
Close 843.61 880.44 36.83 4.4% 871.60
Range 30.88 36.69 5.81 18.8% 68.78
ATR 33.59 34.21 0.63 1.9% 0.00
Volume
Daily Pivots for day following 25-Sep-2002
Classic Woodie Camarilla DeMark
R4 981.97 967.89 900.62
R3 945.28 931.20 890.53
R2 908.59 908.59 887.17
R1 894.51 894.51 883.80 901.55
PP 871.90 871.90 871.90 875.42
S1 857.82 857.82 877.08 864.86
S2 835.21 835.21 873.71
S3 798.52 821.13 870.35
S4 761.83 784.44 860.26
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
5 889.24 830.21 59.03 6.7% 26.66 3.0% 85% False False
10 935.53 830.21 105.32 12.0% 26.68 3.0% 48% False False
20 978.46 830.21 148.25 16.8% 27.80 3.2% 34% False False
40 1,052.49 830.21 222.28 25.2% 33.44 3.8% 23% False False
60 1,066.28 830.21 236.07 26.8% 38.14 4.3% 21% False False
80 1,196.67 830.21 366.46 41.6% 39.14 4.4% 14% False False
100 1,350.54 830.21 520.33 59.1% 39.73 4.5% 10% False False
120 1,426.01 830.21 595.80 67.7% 39.88 4.5% 8% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.82
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,041.90
2.618 982.02
1.618 945.33
1.000 922.66
0.618 908.64
HIGH 885.97
0.618 871.95
0.500 867.63
0.382 863.30
LOW 849.28
0.618 826.61
1.000 812.59
1.618 789.92
2.618 753.23
4.250 693.35
Fisher Pivots for day following 25-Sep-2002
Pivot 1 day 3 day
R1 876.17 872.99
PP 871.90 865.54
S1 867.63 858.09

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

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