NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-2003
Day Change Summary
Previous Current
10-Mar-2003 11-Mar-2003 Change Change % Previous Week
Open 977.95 966.74 -11.21 -1.1% 1,015.87
High 982.87 973.86 -9.01 -0.9% 1,023.47
Low 962.48 956.94 -5.54 -0.6% 964.25
Close 964.29 958.82 -5.47 -0.6% 986.82
Range 20.39 16.92 -3.47 -17.0% 59.22
ATR 24.83 24.27 -0.57 -2.3% 0.00
Volume
Daily Pivots for day following 11-Mar-2003
Classic Woodie Camarilla DeMark
R4 1,013.97 1,003.31 968.13
R3 997.05 986.39 963.47
R2 980.13 980.13 961.92
R1 969.47 969.47 960.37 966.34
PP 963.21 963.21 963.21 961.64
S1 952.55 952.55 957.27 949.42
S2 946.29 946.29 955.72
S3 929.37 935.63 954.17
S4 912.45 918.71 949.51
Weekly Pivots for week ending 07-Mar-2003
Classic Woodie Camarilla DeMark
R4 1,169.17 1,137.22 1,019.39
R3 1,109.95 1,078.00 1,003.11
R2 1,050.73 1,050.73 997.68
R1 1,018.78 1,018.78 992.25 1,005.15
PP 991.51 991.51 991.51 984.70
S1 959.56 959.56 981.39 945.93
S2 932.29 932.29 975.96
S3 873.07 900.34 970.53
S4 813.85 841.12 954.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 995.19 956.94 38.25 4.0% 19.42 2.0% 5% False True
10 1,023.47 956.94 66.53 6.9% 21.55 2.2% 3% False True
20 1,023.47 938.52 84.95 8.9% 22.98 2.4% 24% False False
40 1,104.32 938.52 165.80 17.3% 24.52 2.6% 12% False False
60 1,104.32 938.52 165.80 17.3% 24.78 2.6% 12% False False
80 1,155.68 938.52 217.16 22.6% 26.40 2.8% 9% False False
100 1,155.68 906.08 249.60 26.0% 27.70 2.9% 21% False False
120 1,155.68 795.25 360.43 37.6% 28.28 2.9% 45% 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 5.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,045.77
2.618 1,018.16
1.618 1,001.24
1.000 990.78
0.618 984.32
HIGH 973.86
0.618 967.40
0.500 965.40
0.382 963.40
LOW 956.94
0.618 946.48
1.000 940.02
1.618 929.56
2.618 912.64
4.250 885.03
Fisher Pivots for day following 11-Mar-2003
Pivot 1 day 3 day
R1 965.40 974.53
PP 963.21 969.29
S1 961.01 964.06

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

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