NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	12,852.96	12,944.71	91.75	0.7%	12,813.97
High	12,897.83	12,944.90	47.07	0.4%	12,925.53
Low	12,804.75	12,537.74	-267.01	-2.1%	12,747.05
Close	12,888.28	12,694.66	-193.62	-1.5%	12,888.28
Range	93.08	407.16	314.08	337.4%	178.48
ATR	153.03	171.19	18.15	11.9%	0.00
Volume

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,947.25	13,728.11	12,918.60
R3	13,540.09	13,320.95	12,806.63
R2	13,132.93	13,132.93	12,769.31
R1	12,913.79	12,913.79	12,731.98	12,819.78
PP	12,725.77	12,725.77	12,725.77	12,678.76
S1	12,506.63	12,506.63	12,657.34	12,412.62
S2	12,318.61	12,318.61	12,620.01
S3	11,911.45	12,099.47	12,582.69
S4	11,504.29	11,692.31	12,470.72

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,389.06	13,317.15	12,986.44
R3	13,210.58	13,138.67	12,937.36
R2	13,032.10	13,032.10	12,921.00
R1	12,960.19	12,960.19	12,904.64	12,996.15
PP	12,853.62	12,853.62	12,853.62	12,871.60
S1	12,781.71	12,781.71	12,871.92	12,817.67
S2	12,675.14	12,675.14	12,855.56
S3	12,496.66	12,603.23	12,839.20
S4	12,318.18	12,424.75	12,790.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,944.90	12,537.74	407.16	3.2%	162.54	1.3%	39%	True	True
10	12,944.90	12,474.03	470.87	3.7%	153.69	1.2%	47%	True	False
20	12,944.90	12,226.13	718.77	5.7%	149.90	1.2%	65%	True	False
40	12,944.90	11,512.46	1,432.44	11.3%	160.58	1.3%	83%	True	False
60	12,944.90	10,957.11	1,987.79	15.7%	181.75	1.4%	87%	True	False
80	12,944.90	10,677.85	2,267.05	17.9%	197.71	1.6%	89%	True	False
100	12,944.90	10,677.85	2,267.05	17.9%	203.15	1.6%	89%	True	False
120	12,944.90	10,313.94	2,630.96	20.7%	200.24	1.6%	90%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.00
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	14,675.33
2.618	14,010.84
1.618	13,603.68
1.000	13,352.06
0.618	13,196.52
HIGH	12,944.90
0.618	12,789.36
0.500	12,741.32
0.382	12,693.28
LOW	12,537.74
0.618	12,286.12
1.000	12,130.58
1.618	11,878.96
2.618	11,471.80
4.250	10,807.31

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	12,741.32	12,741.32
PP	12,725.77	12,725.77
S1	12,710.21	12,710.21

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