NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-2002
Day Change Summary
Previous Current
26-Sep-2002 27-Sep-2002 Change Change % Previous Week
Open 891.02 866.09 -24.93 -2.8% 860.99
High 897.45 891.12 -6.33 -0.7% 897.45
Low 860.81 859.60 -1.21 -0.1% 830.21
Close 873.74 860.35 -13.39 -1.5% 860.35
Range 36.64 31.52 -5.12 -14.0% 67.24
ATR 34.39 34.18 -0.20 -0.6% 0.00
Volume
Daily Pivots for day following 27-Sep-2002
Classic Woodie Camarilla DeMark
R4 964.92 944.15 877.69
R3 933.40 912.63 869.02
R2 901.88 901.88 866.13
R1 881.11 881.11 863.24 875.74
PP 870.36 870.36 870.36 867.67
S1 849.59 849.59 857.46 844.22
S2 838.84 838.84 854.57
S3 807.32 818.07 851.68
S4 775.80 786.55 843.01
Weekly Pivots for week ending 27-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,064.39 1,029.61 897.33
R3 997.15 962.37 878.84
R2 929.91 929.91 872.68
R1 895.13 895.13 866.51 878.90
PP 862.67 862.67 862.67 854.56
S1 827.89 827.89 854.19 811.66
S2 795.43 795.43 848.02
S3 728.19 760.65 841.86
S4 660.95 693.41 823.37
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 7.8% 32.47 3.8% 45% False False
10 932.91 830.21 102.70 11.9% 29.29 3.4% 29% False False
20 978.46 830.21 148.25 17.2% 27.52 3.2% 20% False False
40 1,052.49 830.21 222.28 25.8% 33.17 3.9% 14% False False
60 1,066.28 830.21 236.07 27.4% 37.98 4.4% 13% False False
80 1,185.29 830.21 355.08 41.3% 39.10 4.5% 8% False False
100 1,350.54 830.21 520.33 60.5% 39.61 4.6% 6% False False
120 1,426.01 830.21 595.80 69.3% 39.52 4.6% 5% 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 True
Bear Hook False
Bull Hook False
Stretch 5.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,025.08
2.618 973.64
1.618 942.12
1.000 922.64
0.618 910.60
HIGH 891.12
0.618 879.08
0.500 875.36
0.382 871.64
LOW 859.60
0.618 840.12
1.000 828.08
1.618 808.60
2.618 777.08
4.250 725.64
Fisher Pivots for day following 27-Sep-2002
Pivot 1 day 3 day
R1 875.36 873.37
PP 870.36 869.03
S1 865.35 864.69

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

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