NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-2002
Day Change Summary
Previous Current
25-Sep-2002 26-Sep-2002 Change Change % Previous Week
Open 858.46 891.02 32.56 3.8% 919.10
High 885.97 897.45 11.48 1.3% 932.91
Low 849.28 860.81 11.53 1.4% 864.13
Close 880.44 873.74 -6.70 -0.8% 871.60
Range 36.69 36.64 -0.05 -0.1% 68.78
ATR 34.21 34.39 0.17 0.5% 0.00
Volume
Daily Pivots for day following 26-Sep-2002
Classic Woodie Camarilla DeMark
R4 987.25 967.14 893.89
R3 950.61 930.50 883.82
R2 913.97 913.97 880.46
R1 893.86 893.86 877.10 885.60
PP 877.33 877.33 877.33 873.20
S1 857.22 857.22 870.38 848.96
S2 840.69 840.69 867.02
S3 804.05 820.58 863.66
S4 767.41 783.94 853.59
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
5 897.45 830.21 67.24 7.7% 29.32 3.4% 65% True False
10 932.91 830.21 102.70 11.8% 28.28 3.2% 42% False False
20 978.46 830.21 148.25 17.0% 28.28 3.2% 29% False False
40 1,052.49 830.21 222.28 25.4% 33.58 3.8% 20% False False
60 1,066.28 830.21 236.07 27.0% 38.22 4.4% 18% False False
80 1,196.67 830.21 366.46 41.9% 39.10 4.5% 12% False False
100 1,350.54 830.21 520.33 59.6% 39.66 4.5% 8% False False
120 1,426.01 830.21 595.80 68.2% 39.75 4.5% 7% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 5.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,053.17
2.618 993.37
1.618 956.73
1.000 934.09
0.618 920.09
HIGH 897.45
0.618 883.45
0.500 879.13
0.382 874.81
LOW 860.81
0.618 838.17
1.000 824.17
1.618 801.53
2.618 764.89
4.250 705.09
Fisher Pivots for day following 26-Sep-2002
Pivot 1 day 3 day
R1 879.13 870.44
PP 877.33 867.13
S1 875.54 863.83

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

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