NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 12-Sep-2002

Day Change Summary
	Previous	Current
	11-Sep-2002	12-Sep-2002	Change	Change %	Previous Week
Open	958.29	935.53	-22.76	-2.4%	928.50
High	978.46	935.53	-42.93	-4.4%	932.96
Low	945.90	914.89	-31.01	-3.3%	882.85
Close	946.40	915.01	-31.39	-3.3%	922.22
Range	32.56	20.64	-11.92	-36.6%	50.11
ATR	38.56	38.06	-0.50	-1.3%	0.00
Volume

Daily Pivots for day following 12-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	983.73	970.01	926.36
R3	963.09	949.37	920.69
R2	942.45	942.45	918.79
R1	928.73	928.73	916.90	925.27
PP	921.81	921.81	921.81	920.08
S1	908.09	908.09	913.12	904.63
S2	901.17	901.17	911.23
S3	880.53	887.45	909.33
S4	859.89	866.81	903.66

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	901.13	77.33	8.5%	26.95	2.9%	18%	False	False
10	978.46	882.85	95.61	10.4%	28.27	3.1%	34%	False	False
20	1,052.49	882.85	169.64	18.5%	30.55	3.3%	19%	False	False
40	1,052.49	856.35	196.14	21.4%	38.18	4.2%	30%	False	False
60	1,133.96	856.35	277.61	30.3%	41.10	4.5%	21%	False	False
80	1,309.62	856.35	453.27	49.5%	40.43	4.4%	13%	False	False
100	1,357.01	856.35	500.66	54.7%	41.28	4.5%	12%	False	False
120	1,481.97	856.35	625.62	68.4%	40.74	4.5%	9%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	5.69
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,023.25
2.618	989.57
1.618	968.93
1.000	956.17
0.618	948.29
HIGH	935.53
0.618	927.65
0.500	925.21
0.382	922.77
LOW	914.89
0.618	902.13
1.000	894.25
1.618	881.49
2.618	860.85
4.250	827.17

Fisher Pivots for day following 12-Sep-2002
Pivot	1 day	3 day
R1	925.21	946.68
PP	921.81	936.12
S1	918.41	925.57

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