NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 06-Sep-2002

Day Change Summary
	Previous	Current
	05-Sep-2002	06-Sep-2002	Change	Change %	Previous Week
Open	900.90	911.60	10.70	1.2%	928.50
High	901.50	932.96	31.46	3.5%	932.96
Low	882.85	910.78	27.93	3.2%	882.85
Close	882.92	922.22	39.30	4.5%	922.22
Range	18.65	22.18	3.53	18.9%	50.11
ATR	39.84	40.57	0.73	1.8%	0.00
Volume

Daily Pivots for day following 06-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	988.53	977.55	934.42
R3	966.35	955.37	928.32
R2	944.17	944.17	926.29
R1	933.19	933.19	924.25	938.68
PP	921.99	921.99	921.99	924.73
S1	911.01	911.01	920.19	916.50
S2	899.81	899.81	918.15
S3	877.63	888.83	916.12
S4	855.45	866.65	910.02

Weekly Pivots for week ending 06-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,063.01	1,042.72	949.78
R3	1,012.90	992.61	936.00
R2	962.79	962.79	931.41
R1	942.50	942.50	926.81	927.59
PP	912.68	912.68	912.68	905.22
S1	892.39	892.39	917.63	877.48
S2	862.57	862.57	913.03
S3	812.46	842.28	908.44
S4	762.35	792.17	894.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	964.93	882.85	82.08	8.9%	24.68	2.7%	48%	False	False
10	1,036.66	882.85	153.81	16.7%	30.89	3.3%	26%	False	False
20	1,052.49	882.85	169.64	18.4%	33.40	3.6%	23%	False	False
40	1,060.77	856.35	204.42	22.2%	40.43	4.4%	32%	False	False
60	1,163.46	856.35	307.11	33.3%	41.65	4.5%	21%	False	False
80	1,350.54	856.35	494.19	53.6%	41.01	4.4%	13%	False	False
100	1,426.01	856.35	569.66	61.8%	41.43	4.5%	12%	False	False
120	1,519.12	856.35	662.77	71.9%	40.90	4.4%	10%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,027.23
2.618	991.03
1.618	968.85
1.000	955.14
0.618	946.67
HIGH	932.96
0.618	924.49
0.500	921.87
0.382	919.25
LOW	910.78
0.618	897.07
1.000	888.60
1.618	874.89
2.618	852.71
4.250	816.52

Fisher Pivots for day following 06-Sep-2002
Pivot	1 day	3 day
R1	922.10	917.45
PP	921.99	912.68
S1	921.87	907.91

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