NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	10,886.36	11,018.02	131.66	1.2%	10,547.11
High	10,908.34	11,085.50	177.16	1.6%	10,908.34
Low	10,707.40	10,997.67	290.27	2.7%	10,527.43
Close	10,905.88	11,055.08	149.20	1.4%	10,905.88
Range	200.94	87.83	-113.11	-56.3%	380.91
ATR	219.67	216.81	-2.86	-1.3%	0.00
Volume

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,309.57	11,270.16	11,103.39
R3	11,221.74	11,182.33	11,079.23
R2	11,133.91	11,133.91	11,071.18
R1	11,094.50	11,094.50	11,063.13	11,114.21
PP	11,046.08	11,046.08	11,046.08	11,055.94
S1	11,006.67	11,006.67	11,047.03	11,026.38
S2	10,958.25	10,958.25	11,038.98
S3	10,870.42	10,918.84	11,030.93
S4	10,782.59	10,831.01	11,006.77

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,923.28	11,795.49	11,115.38
R3	11,542.37	11,414.58	11,010.63
R2	11,161.46	11,161.46	10,975.71
R1	11,033.67	11,033.67	10,940.80	11,097.57
PP	10,780.55	10,780.55	10,780.55	10,812.50
S1	10,652.76	10,652.76	10,870.96	10,716.66
S2	10,399.64	10,399.64	10,836.05
S3	10,018.73	10,271.85	10,801.13
S4	9,637.82	9,890.94	10,696.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,085.50	10,527.43	558.07	5.0%	147.29	1.3%	95%	True	False
10	11,085.50	10,313.94	771.56	7.0%	183.26	1.7%	96%	True	False
20	11,085.50	10,313.94	771.56	7.0%	212.30	1.9%	96%	True	False
40	11,085.50	9,489.58	1,595.92	14.4%	205.31	1.9%	98%	True	False
60	11,085.50	8,860.77	2,224.73	20.1%	192.96	1.7%	99%	True	False
80	11,085.50	8,158.58	2,926.92	26.5%	187.29	1.7%	99%	True	False
100	11,085.50	6,771.91	4,313.59	39.0%	225.19	2.0%	99%	True	False
120	11,085.50	6,771.91	4,313.59	39.0%	229.26	2.1%	99%	True	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	31.07
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	11,458.78
2.618	11,315.44
1.618	11,227.61
1.000	11,173.33
0.618	11,139.78
HIGH	11,085.50
0.618	11,051.95
0.500	11,041.59
0.382	11,031.22
LOW	10,997.67
0.618	10,943.39
1.000	10,909.84
1.618	10,855.56
2.618	10,767.73
4.250	10,624.39

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	11,050.58	10,972.94
PP	11,046.08	10,890.79
S1	11,041.59	10,808.65

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