NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 25-Jul-2002

Day Change Summary
	Previous	Current
	24-Jul-2002	25-Jul-2002	Change	Change %	Previous Week
Open	875.48	934.93	59.45	6.8%	990.98
High	951.83	940.93	-10.90	-1.1%	1,060.77
Low	869.17	878.01	8.84	1.0%	955.29
Close	951.58	894.45	-57.13	-6.0%	965.45
Range	82.66	62.92	-19.74	-23.9%	105.48
ATR	49.79	51.49	1.70	3.4%	0.00
Volume

Daily Pivots for day following 25-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,093.22	1,056.76	929.06
R3	1,030.30	993.84	911.75
R2	967.38	967.38	905.99
R1	930.92	930.92	900.22	917.69
PP	904.46	904.46	904.46	897.85
S1	868.00	868.00	888.68	854.77
S2	841.54	841.54	882.91
S3	778.62	805.08	877.15
S4	715.70	742.16	859.84

Weekly Pivots for week ending 19-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,310.28	1,243.34	1,023.46
R3	1,204.80	1,137.86	994.46
R2	1,099.32	1,099.32	984.79
R1	1,032.38	1,032.38	975.12	1,013.11
PP	993.84	993.84	993.84	984.20
S1	926.90	926.90	955.78	907.63
S2	888.36	888.36	946.11
S3	782.88	821.42	936.44
S4	677.40	715.94	907.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	992.84	869.17	123.67	13.8%	58.02	6.5%	20%	False	False
10	1,060.77	869.17	191.60	21.4%	52.68	5.9%	13%	False	False
20	1,074.73	869.17	205.56	23.0%	48.24	5.4%	12%	False	False
40	1,246.34	869.17	377.17	42.2%	45.18	5.1%	7%	False	False
60	1,350.54	869.17	481.37	53.8%	44.46	5.0%	5%	False	False
80	1,426.01	869.17	556.84	62.3%	43.16	4.8%	5%	False	False
100	1,573.42	869.17	704.25	78.7%	41.71	4.7%	4%	False	False
120	1,573.42	869.17	704.25	78.7%	42.54	4.8%	4%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,208.34
2.618	1,105.65
1.618	1,042.73
1.000	1,003.85
0.618	979.81
HIGH	940.93
0.618	916.89
0.500	909.47
0.382	902.05
LOW	878.01
0.618	839.13
1.000	815.09
1.618	776.21
2.618	713.29
4.250	610.60

Fisher Pivots for day following 25-Jul-2002
Pivot	1 day	3 day
R1	909.47	911.62
PP	904.46	905.90
S1	899.46	900.17

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols