NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 02-Mar-2020

Day Change Summary
	Previous	Current
	28-Feb-2020	02-Mar-2020	Change	Change %	Previous Week
Open	8,160.66	8,560.59	399.93	4.9%	9,036.23
High	8,490.47	8,879.39	388.92	4.6%	9,194.91
Low	8,135.57	8,446.50	310.93	3.8%	8,135.57
Close	8,461.83	8,877.98	416.15	4.9%	8,461.83
Range	354.90	432.89	77.99	22.0%	1,059.34
ATR	195.63	212.58	16.95	8.7%	0.00
Volume

Daily Pivots for day following 02-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,033.29	9,888.53	9,116.07
R3	9,600.40	9,455.64	8,997.02
R2	9,167.51	9,167.51	8,957.34
R1	9,022.75	9,022.75	8,917.66	9,095.13
PP	8,734.62	8,734.62	8,734.62	8,770.82
S1	8,589.86	8,589.86	8,838.30	8,662.24
S2	8,301.73	8,301.73	8,798.62
S3	7,868.84	8,156.97	8,758.94
S4	7,435.95	7,724.08	8,639.89

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,775.46	11,177.98	9,044.47
R3	10,716.12	10,118.64	8,753.15
R2	9,656.78	9,656.78	8,656.04
R1	9,059.30	9,059.30	8,558.94	8,828.37
PP	8,597.44	8,597.44	8,597.44	8,481.97
S1	7,999.96	7,999.96	8,364.72	7,769.03
S2	7,538.10	7,538.10	8,267.62
S3	6,478.76	6,940.62	8,170.51
S4	5,419.42	5,881.28	7,879.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,178.77	8,135.57	1,043.20	11.8%	346.91	3.9%	71%	False	False
10	9,736.57	8,135.57	1,601.00	18.0%	242.48	2.7%	46%	False	False
20	9,736.57	8,135.57	1,601.00	18.0%	171.93	1.9%	46%	False	False
40	9,736.57	8,135.57	1,601.00	18.0%	131.92	1.5%	46%	False	False
60	9,736.57	8,135.57	1,601.00	18.0%	105.75	1.2%	46%	False	False
80	9,736.57	8,135.57	1,601.00	18.0%	94.10	1.1%	46%	False	False
100	9,736.57	7,603.89	2,132.68	24.0%	89.13	1.0%	60%	False	False
120	9,736.57	7,463.57	2,273.00	25.6%	90.65	1.0%	62%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.55
Widest range in 4816 trading days

Fibonacci Retracements and Extensions
4.250	10,719.17
2.618	10,012.70
1.618	9,579.81
1.000	9,312.28
0.618	9,146.92
HIGH	8,879.39
0.618	8,714.03
0.500	8,662.95
0.382	8,611.86
LOW	8,446.50
0.618	8,178.97
1.000	8,013.61
1.618	7,746.08
2.618	7,313.19
4.250	6,606.72

Fisher Pivots for day following 02-Mar-2020
Pivot	1 day	3 day
R1	8,806.30	8,754.48
PP	8,734.62	8,630.98
S1	8,662.95	8,507.48

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

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