NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 26-Sep-2002

Day Change Summary
	Previous	Current
	25-Sep-2002	26-Sep-2002	Change	Change %	Previous Week
Open	858.46	891.02	32.56	3.8%	919.10
High	885.97	897.45	11.48	1.3%	932.91
Low	849.28	860.81	11.53	1.4%	864.13
Close	880.44	873.74	-6.70	-0.8%	871.60
Range	36.69	36.64	-0.05	-0.1%	68.78
ATR	34.21	34.39	0.17	0.5%	0.00
Volume

Daily Pivots for day following 26-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	987.25	967.14	893.89
R3	950.61	930.50	883.82
R2	913.97	913.97	880.46
R1	893.86	893.86	877.10	885.60
PP	877.33	877.33	877.33	873.20
S1	857.22	857.22	870.38	848.96
S2	840.69	840.69	867.02
S3	804.05	820.58	863.66
S4	767.41	783.94	853.59

Weekly Pivots for week ending 20-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,095.89	1,052.52	909.43
R3	1,027.11	983.74	890.51
R2	958.33	958.33	884.21
R1	914.96	914.96	877.90	902.26
PP	889.55	889.55	889.55	883.19
S1	846.18	846.18	865.30	833.48
S2	820.77	820.77	858.99
S3	751.99	777.40	852.69
S4	683.21	708.62	833.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	897.45	830.21	67.24	7.7%	29.32	3.4%	65%	True	False
10	932.91	830.21	102.70	11.8%	28.28	3.2%	42%	False	False
20	978.46	830.21	148.25	17.0%	28.28	3.2%	29%	False	False
40	1,052.49	830.21	222.28	25.4%	33.58	3.8%	20%	False	False
60	1,066.28	830.21	236.07	27.0%	38.22	4.4%	18%	False	False
80	1,196.67	830.21	366.46	41.9%	39.10	4.5%	12%	False	False
100	1,350.54	830.21	520.33	59.6%	39.66	4.5%	8%	False	False
120	1,426.01	830.21	595.80	68.2%	39.75	4.5%	7%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	5.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,053.17
2.618	993.37
1.618	956.73
1.000	934.09
0.618	920.09
HIGH	897.45
0.618	883.45
0.500	879.13
0.382	874.81
LOW	860.81
0.618	838.17
1.000	824.17
1.618	801.53
2.618	764.89
4.250	705.09

Fisher Pivots for day following 26-Sep-2002
Pivot	1 day	3 day
R1	879.13	870.44
PP	877.33	867.13
S1	875.54	863.83

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