NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-2002
Day Change Summary
Previous Current
14-Oct-2002 15-Oct-2002 Change Change % Previous Week
Open 878.75 941.46 62.71 7.1% 813.06
High 903.15 950.51 47.36 5.2% 899.46
Low 876.21 933.28 57.07 6.5% 795.25
Close 900.75 950.42 49.67 5.5% 890.61
Range 26.94 17.23 -9.71 -36.0% 104.21
ATR 35.28 36.31 1.03 2.9% 0.00
Volume
Daily Pivots for day following 15-Oct-2002
Classic Woodie Camarilla DeMark
R4 996.43 990.65 959.90
R3 979.20 973.42 955.16
R2 961.97 961.97 953.58
R1 956.19 956.19 952.00 959.08
PP 944.74 944.74 944.74 946.18
S1 938.96 938.96 948.84 941.85
S2 927.51 927.51 947.26
S3 910.28 921.73 945.68
S4 893.05 904.50 940.94
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
5 950.51 798.17 152.34 16.0% 31.78 3.3% 100% True False
10 950.51 795.25 155.26 16.3% 31.88 3.4% 100% True False
20 950.51 795.25 155.26 16.3% 31.19 3.3% 100% True False
40 1,052.49 795.25 257.24 27.1% 30.25 3.2% 60% False False
60 1,052.49 795.25 257.24 27.1% 35.21 3.7% 60% False False
80 1,075.63 795.25 280.38 29.5% 38.09 4.0% 55% False False
100 1,271.51 795.25 476.26 50.1% 38.02 4.0% 33% False False
120 1,350.54 795.25 555.29 58.4% 39.42 4.1% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.44
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,023.74
2.618 995.62
1.618 978.39
1.000 967.74
0.618 961.16
HIGH 950.51
0.618 943.93
0.500 941.90
0.382 939.86
LOW 933.28
0.618 922.63
1.000 916.05
1.618 905.40
2.618 888.17
4.250 860.05
Fisher Pivots for day following 15-Oct-2002
Pivot 1 day 3 day
R1 947.58 935.88
PP 944.74 921.34
S1 941.90 906.81

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

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