NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 31-Jul-2002

Day Change Summary
	Previous	Current
	30-Jul-2002	31-Jul-2002	Change	Change %	Previous Week
Open	957.08	966.05	8.97	0.9%	958.34
High	992.34	971.85	-20.49	-2.1%	980.64
Low	950.74	940.91	-9.83	-1.0%	869.17
Close	980.36	962.11	-18.25	-1.9%	910.91
Range	41.60	30.94	-10.66	-25.6%	111.47
ATR	50.05	49.30	-0.76	-1.5%	0.00
Volume

Daily Pivots for day following 31-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,051.11	1,037.55	979.13
R3	1,020.17	1,006.61	970.62
R2	989.23	989.23	967.78
R1	975.67	975.67	964.95	966.98
PP	958.29	958.29	958.29	953.95
S1	944.73	944.73	959.27	936.04
S2	927.35	927.35	956.44
S3	896.41	913.79	953.60
S4	865.47	882.85	945.09

Weekly Pivots for week ending 26-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,254.65	1,194.25	972.22
R3	1,143.18	1,082.78	941.56
R2	1,031.71	1,031.71	931.35
R1	971.31	971.31	921.13	945.78
PP	920.24	920.24	920.24	907.47
S1	859.84	859.84	900.69	834.31
S2	808.77	808.77	890.47
S3	697.30	748.37	880.26
S4	585.83	636.90	849.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	992.34	878.01	114.33	11.9%	41.11	4.3%	74%	False	False
10	1,027.44	869.17	158.27	16.5%	46.71	4.9%	59%	False	False
20	1,066.28	869.17	197.11	20.5%	47.49	4.9%	47%	False	False
40	1,196.67	869.17	327.50	34.0%	44.62	4.6%	28%	False	False
60	1,350.54	869.17	481.37	50.0%	43.72	4.5%	19%	False	False
80	1,426.01	869.17	556.84	57.9%	42.84	4.5%	17%	False	False
100	1,573.42	869.17	704.25	73.2%	41.43	4.3%	13%	False	False
120	1,573.42	869.17	704.25	73.2%	42.13	4.4%	13%	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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.66
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1,103.35
2.618	1,052.85
1.618	1,021.91
1.000	1,002.79
0.618	990.97
HIGH	971.85
0.618	960.03
0.500	956.38
0.382	952.73
LOW	940.91
0.618	921.79
1.000	909.97
1.618	890.85
2.618	859.91
4.250	809.42

Fisher Pivots for day following 31-Jul-2002
Pivot	1 day	3 day
R1	960.20	962.04
PP	958.29	961.96
S1	956.38	961.89

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