NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 1,862.70 1,855.69 -7.01 -0.4% 1,839.77
High 1,876.94 1,898.79 21.85 1.2% 1,848.62
Low 1,844.16 1,855.69 11.53 0.6% 1,770.46
Close 1,845.48 1,897.48 52.00 2.8% 1,847.15
Range 32.78 43.10 10.32 31.5% 78.16
ATR 47.67 48.08 0.40 0.8% 0.00
Volume
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,013.29 1,998.48 1,921.19
R3 1,970.19 1,955.38 1,909.33
R2 1,927.09 1,927.09 1,905.38
R1 1,912.28 1,912.28 1,901.43 1,919.69
PP 1,883.99 1,883.99 1,883.99 1,887.69
S1 1,869.18 1,869.18 1,893.53 1,876.59
S2 1,840.89 1,840.89 1,889.58
S3 1,797.79 1,826.08 1,885.63
S4 1,754.69 1,782.98 1,873.78
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,056.56 2,030.01 1,890.14
R3 1,978.40 1,951.85 1,868.64
R2 1,900.24 1,900.24 1,861.48
R1 1,873.69 1,873.69 1,854.31 1,886.97
PP 1,822.08 1,822.08 1,822.08 1,828.71
S1 1,795.53 1,795.53 1,839.99 1,808.81
S2 1,743.92 1,743.92 1,832.82
S3 1,665.76 1,717.37 1,825.66
S4 1,587.60 1,639.21 1,804.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,898.79 1,774.05 124.74 6.6% 39.43 2.1% 99% True False
10 1,898.93 1,770.46 128.47 6.8% 41.13 2.2% 99% False False
20 1,933.25 1,756.63 176.62 9.3% 43.65 2.3% 80% False False
40 2,059.42 1,752.31 307.11 16.2% 44.54 2.3% 47% False False
60 2,059.42 1,752.31 307.11 16.2% 36.80 1.9% 47% False False
80 2,059.42 1,752.31 307.11 16.2% 32.27 1.7% 47% False False
100 2,059.42 1,712.89 346.53 18.3% 31.81 1.7% 53% False False
120 2,059.42 1,712.89 346.53 18.3% 29.94 1.6% 53% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,081.97
2.618 2,011.63
1.618 1,968.53
1.000 1,941.89
0.618 1,925.43
HIGH 1,898.79
0.618 1,882.33
0.500 1,877.24
0.382 1,872.15
LOW 1,855.69
0.618 1,829.05
1.000 1,812.59
1.618 1,785.95
2.618 1,742.85
4.250 1,672.52
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 1,890.73 1,883.45
PP 1,883.99 1,869.42
S1 1,877.24 1,855.39

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

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