NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-2002
Day Change Summary
Previous Current
27-Sep-2002 30-Sep-2002 Change Change % Previous Week
Open 866.09 848.72 -17.37 -2.0% 860.99
High 891.12 852.98 -38.14 -4.3% 897.45
Low 859.60 825.80 -33.80 -3.9% 830.21
Close 860.35 832.52 -27.83 -3.2% 860.35
Range 31.52 27.18 -4.34 -13.8% 67.24
ATR 34.18 34.21 0.03 0.1% 0.00
Volume
Daily Pivots for day following 30-Sep-2002
Classic Woodie Camarilla DeMark
R4 918.64 902.76 847.47
R3 891.46 875.58 839.99
R2 864.28 864.28 837.50
R1 848.40 848.40 835.01 842.75
PP 837.10 837.10 837.10 834.28
S1 821.22 821.22 830.03 815.57
S2 809.92 809.92 827.54
S3 782.74 794.04 825.05
S4 755.56 766.86 817.57
Weekly Pivots for week ending 27-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,064.39 1,029.61 897.33
R3 997.15 962.37 878.84
R2 929.91 929.91 872.68
R1 895.13 895.13 866.51 878.90
PP 862.67 862.67 862.67 854.56
S1 827.89 827.89 854.19 811.66
S2 795.43 795.43 848.02
S3 728.19 760.65 841.86
S4 660.95 693.41 823.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 897.45 825.80 71.65 8.6% 32.58 3.9% 9% False True
10 932.91 825.80 107.11 12.9% 29.51 3.5% 6% False True
20 978.46 825.80 152.66 18.3% 27.70 3.3% 4% False True
40 1,052.49 825.80 226.69 27.2% 32.89 4.0% 3% False True
60 1,066.28 825.80 240.48 28.9% 37.73 4.5% 3% False True
80 1,163.46 825.80 337.66 40.6% 39.02 4.7% 2% False True
100 1,350.54 825.80 524.74 63.0% 39.18 4.7% 1% False True
120 1,426.01 825.80 600.21 72.1% 39.39 4.7% 1% False True
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 True
Bear Hook False
Bull Hook False
Stretch 5.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 968.50
2.618 924.14
1.618 896.96
1.000 880.16
0.618 869.78
HIGH 852.98
0.618 842.60
0.500 839.39
0.382 836.18
LOW 825.80
0.618 809.00
1.000 798.62
1.618 781.82
2.618 754.64
4.250 710.29
Fisher Pivots for day following 30-Sep-2002
Pivot 1 day 3 day
R1 839.39 861.63
PP 837.10 851.92
S1 834.81 842.22

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

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