NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-2002
Day Change Summary
Previous Current
10-Oct-2002 11-Oct-2002 Change Change % Previous Week
Open 809.46 867.64 58.18 7.2% 813.06
High 852.68 899.46 46.78 5.5% 899.46
Low 801.26 863.10 61.84 7.7% 795.25
Close 849.57 890.61 41.04 4.8% 890.61
Range 51.42 36.36 -15.06 -29.3% 104.21
ATR 34.85 35.92 1.07 3.1% 0.00
Volume
Daily Pivots for day following 11-Oct-2002
Classic Woodie Camarilla DeMark
R4 993.47 978.40 910.61
R3 957.11 942.04 900.61
R2 920.75 920.75 897.28
R1 905.68 905.68 893.94 913.22
PP 884.39 884.39 884.39 888.16
S1 869.32 869.32 887.28 876.86
S2 848.03 848.03 883.94
S3 811.67 832.96 880.61
S4 775.31 796.60 870.61
Weekly Pivots for week ending 11-Oct-2002
Classic Woodie Camarilla DeMark
R4 1,174.40 1,136.72 947.93
R3 1,070.19 1,032.51 919.27
R2 965.98 965.98 909.72
R1 928.30 928.30 900.16 947.14
PP 861.77 861.77 861.77 871.20
S1 824.09 824.09 881.06 842.93
S2 757.56 757.56 871.50
S3 653.35 719.88 861.95
S4 549.14 615.67 833.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 899.46 795.25 104.21 11.7% 35.03 3.9% 92% True False
10 899.46 795.25 104.21 11.7% 34.83 3.9% 92% True False
20 932.91 795.25 137.66 15.5% 32.06 3.6% 69% False False
40 1,052.49 795.25 257.24 28.9% 31.07 3.5% 37% False False
60 1,052.49 795.25 257.24 28.9% 35.93 4.0% 37% False False
80 1,102.72 795.25 307.47 34.5% 38.63 4.3% 31% False False
100 1,286.82 795.25 491.57 55.2% 38.39 4.3% 19% False False
120 1,350.54 795.25 555.29 62.3% 39.58 4.4% 17% 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 False
Stretch 9.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,053.99
2.618 994.65
1.618 958.29
1.000 935.82
0.618 921.93
HIGH 899.46
0.618 885.57
0.500 881.28
0.382 876.99
LOW 863.10
0.618 840.63
1.000 826.74
1.618 804.27
2.618 767.91
4.250 708.57
Fisher Pivots for day following 11-Oct-2002
Pivot 1 day 3 day
R1 887.50 876.68
PP 884.39 862.75
S1 881.28 848.82

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

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