NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-2002
Day Change Summary
Previous Current
13-Sep-2002 16-Sep-2002 Change Change % Previous Week
Open 909.63 919.10 9.47 1.0% 913.68
High 928.65 925.90 -2.75 -0.3% 978.46
Low 907.24 900.89 -6.35 -0.7% 901.13
Close 923.83 908.48 -15.35 -1.7% 923.83
Range 21.41 25.01 3.60 16.8% 77.33
ATR 36.87 36.02 -0.85 -2.3% 0.00
Volume
Daily Pivots for day following 16-Sep-2002
Classic Woodie Camarilla DeMark
R4 986.79 972.64 922.24
R3 961.78 947.63 915.36
R2 936.77 936.77 913.07
R1 922.62 922.62 910.77 917.19
PP 911.76 911.76 911.76 909.04
S1 897.61 897.61 906.19 892.18
S2 886.75 886.75 903.89
S3 861.74 872.60 901.60
S4 836.73 847.59 894.72
Weekly Pivots for week ending 13-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,166.46 1,122.48 966.36
R3 1,089.13 1,045.15 945.10
R2 1,011.80 1,011.80 938.01
R1 967.82 967.82 930.92 989.81
PP 934.47 934.47 934.47 945.47
S1 890.49 890.49 916.74 912.48
S2 857.14 857.14 909.65
S3 779.81 813.16 902.56
S4 702.48 735.83 881.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978.46 900.89 77.57 8.5% 24.18 2.7% 10% False True
10 978.46 882.85 95.61 10.5% 25.90 2.9% 27% False False
20 1,052.49 882.85 169.64 18.7% 29.21 3.2% 15% False False
40 1,052.49 856.35 196.14 21.6% 37.61 4.1% 27% False False
60 1,075.63 856.35 219.28 24.1% 40.49 4.5% 24% False False
80 1,286.82 856.35 430.47 47.4% 39.84 4.4% 12% False False
100 1,350.54 856.35 494.19 54.4% 40.97 4.5% 11% False False
120 1,481.74 856.35 625.39 68.8% 40.34 4.4% 8% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.92
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,032.19
2.618 991.38
1.618 966.37
1.000 950.91
0.618 941.36
HIGH 925.90
0.618 916.35
0.500 913.40
0.382 910.44
LOW 900.89
0.618 885.43
1.000 875.88
1.618 860.42
2.618 835.41
4.250 794.60
Fisher Pivots for day following 16-Sep-2002
Pivot 1 day 3 day
R1 913.40 918.21
PP 911.76 914.97
S1 910.12 911.72

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

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