NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-2002
Day Change Summary
Previous Current
10-Sep-2002 11-Sep-2002 Change Change % Previous Week
Open 934.43 958.29 23.86 2.6% 928.50
High 951.46 978.46 27.00 2.8% 932.96
Low 930.19 945.90 15.71 1.7% 882.85
Close 947.72 946.40 -1.32 -0.1% 922.22
Range 21.27 32.56 11.29 53.1% 50.11
ATR 39.03 38.56 -0.46 -1.2% 0.00
Volume
Daily Pivots for day following 11-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,054.60 1,033.06 964.31
R3 1,022.04 1,000.50 955.35
R2 989.48 989.48 952.37
R1 967.94 967.94 949.38 962.43
PP 956.92 956.92 956.92 954.17
S1 935.38 935.38 943.42 929.87
S2 924.36 924.36 940.43
S3 891.80 902.82 937.45
S4 859.24 870.26 928.49
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
5 978.46 882.85 95.61 10.1% 26.55 2.8% 66% True False
10 978.46 882.85 95.61 10.1% 28.91 3.1% 66% True False
20 1,052.49 882.85 169.64 17.9% 32.74 3.5% 37% False False
40 1,060.77 856.35 204.42 21.6% 39.06 4.1% 44% False False
60 1,163.46 856.35 307.11 32.5% 41.17 4.4% 29% False False
80 1,313.26 856.35 456.91 48.3% 40.53 4.3% 20% False False
100 1,365.34 856.35 508.99 53.8% 41.36 4.4% 18% False False
120 1,491.03 856.35 634.68 67.1% 40.76 4.3% 14% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,116.84
2.618 1,063.70
1.618 1,031.14
1.000 1,011.02
0.618 998.58
HIGH 978.46
0.618 966.02
0.500 962.18
0.382 958.34
LOW 945.90
0.618 925.78
1.000 913.34
1.618 893.22
2.618 860.66
4.250 807.52
Fisher Pivots for day following 11-Sep-2002
Pivot 1 day 3 day
R1 962.18 944.20
PP 956.92 942.00
S1 951.66 939.80

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

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