NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 19-Jun-2020

Day Change Summary
	Previous	Current
	18-Jun-2020	19-Jun-2020	Change	Change %	Previous Week
Open	9,972.35	10,104.63	132.28	1.3%	9,532.48
High	10,018.56	10,121.67	103.11	1.0%	10,121.67
Low	9,942.11	9,937.81	-4.30	0.0%	9,489.58
Close	10,012.05	10,008.64	-3.41	0.0%	10,008.64
Range	76.45	183.86	107.41	140.5%	632.09
ATR	207.06	205.40	-1.66	-0.8%	0.00
Volume

Daily Pivots for day following 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,574.29	10,475.32	10,109.76
R3	10,390.43	10,291.46	10,059.20
R2	10,206.57	10,206.57	10,042.35
R1	10,107.60	10,107.60	10,025.49	10,065.16
PP	10,022.71	10,022.71	10,022.71	10,001.48
S1	9,923.74	9,923.74	9,991.79	9,881.30
S2	9,838.85	9,838.85	9,974.93
S3	9,654.99	9,739.88	9,958.08
S4	9,471.13	9,556.02	9,907.52

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,769.57	11,521.19	10,356.29
R3	11,137.48	10,889.10	10,182.46
R2	10,505.39	10,505.39	10,124.52
R1	10,257.01	10,257.01	10,066.58	10,381.20
PP	9,873.30	9,873.30	9,873.30	9,935.39
S1	9,624.92	9,624.92	9,950.70	9,749.11
S2	9,241.21	9,241.21	9,892.76
S3	8,609.12	8,992.83	9,834.82
S4	7,977.03	8,360.74	9,660.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,121.67	9,489.58	632.09	6.3%	177.92	1.8%	82%	True	False
10	10,155.20	9,489.58	665.62	6.7%	206.28	2.1%	78%	False	False
20	10,155.20	9,182.45	972.75	9.7%	182.73	1.8%	85%	False	False
40	10,155.20	8,599.99	1,555.21	15.5%	173.98	1.7%	91%	False	False
60	10,155.20	7,423.97	2,731.23	27.3%	190.98	1.9%	95%	False	False
80	10,155.20	6,771.91	3,383.29	33.8%	248.28	2.5%	96%	False	False
100	10,155.20	6,771.91	3,383.29	33.8%	225.72	2.3%	96%	False	False
120	10,155.20	6,771.91	3,383.29	33.8%	201.99	2.0%	96%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.74
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,903.08
2.618	10,603.02
1.618	10,419.16
1.000	10,305.53
0.618	10,235.30
HIGH	10,121.67
0.618	10,051.44
0.500	10,029.74
0.382	10,008.04
LOW	9,937.81
0.618	9,824.18
1.000	9,753.95
1.618	9,640.32
2.618	9,456.46
4.250	9,156.41

Fisher Pivots for day following 19-Jun-2020
Pivot	1 day	3 day
R1	10,029.74	10,029.74
PP	10,022.71	10,022.71
S1	10,015.67	10,015.67

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