NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 07-Aug-2002

Day Change Summary
	Previous	Current
	06-Aug-2002	07-Aug-2002	Change	Change %	Previous Week
Open	875.53	932.53	57.00	6.5%	935.05
High	923.74	938.16	14.42	1.6%	992.34
Low	875.53	883.37	7.84	0.9%	878.48
Close	901.91	919.08	17.17	1.9%	892.51
Range	48.21	54.79	6.58	13.6%	113.86
ATR	49.28	49.68	0.39	0.8%	0.00
Volume

Daily Pivots for day following 07-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,077.91	1,053.28	949.21
R3	1,023.12	998.49	934.15
R2	968.33	968.33	929.12
R1	943.70	943.70	924.10	928.62
PP	913.54	913.54	913.54	906.00
S1	888.91	888.91	914.06	873.83
S2	858.75	858.75	909.04
S3	803.96	834.12	904.01
S4	749.17	779.33	888.95

Weekly Pivots for week ending 02-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,262.69	1,191.46	955.13
R3	1,148.83	1,077.60	923.82
R2	1,034.97	1,034.97	913.38
R1	963.74	963.74	902.95	942.43
PP	921.11	921.11	921.11	910.45
S1	849.88	849.88	882.07	828.57
S2	807.25	807.25	871.64
S3	693.39	736.02	861.20
S4	579.53	622.16	829.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	960.36	856.35	104.01	11.3%	45.90	5.0%	60%	False	False
10	992.34	856.35	135.99	14.8%	43.50	4.7%	46%	False	False
20	1,060.77	856.35	204.42	22.2%	47.63	5.2%	31%	False	False
40	1,163.46	856.35	307.11	33.4%	45.64	5.0%	20%	False	False
60	1,350.54	856.35	494.19	53.8%	43.17	4.7%	13%	False	False
80	1,426.01	856.35	569.66	62.0%	43.21	4.7%	11%	False	False
100	1,523.27	856.35	666.92	72.6%	42.24	4.6%	9%	False	False
120	1,573.42	856.35	717.07	78.0%	42.62	4.6%	9%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.49
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,171.02
2.618	1,081.60
1.618	1,026.81
1.000	992.95
0.618	972.02
HIGH	938.16
0.618	917.23
0.500	910.77
0.382	904.30
LOW	883.37
0.618	849.51
1.000	828.58
1.618	794.72
2.618	739.93
4.250	650.51

Fisher Pivots for day following 07-Aug-2002
Pivot	1 day	3 day
R1	916.31	911.81
PP	913.54	904.53
S1	910.77	897.26

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