NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-1996
Day Change Summary
Previous Current
18-Mar-1996 19-Mar-1996 Change Change % Previous Week
Open 621.71 633.26 11.55 1.9% 591.71
High 633.44 637.92 4.48 0.7% 622.68
Low 621.71 626.83 5.12 0.8% 591.71
Close 633.26 629.39 -3.87 -0.6% 621.71
Range 11.73 11.09 -0.64 -5.5% 30.97
ATR 12.40 12.31 -0.09 -0.8% 0.00
Volume
Daily Pivots for day following 19-Mar-1996
Classic Woodie Camarilla DeMark
R4 664.65 658.11 635.49
R3 653.56 647.02 632.44
R2 642.47 642.47 631.42
R1 635.93 635.93 630.41 633.66
PP 631.38 631.38 631.38 630.24
S1 624.84 624.84 628.37 622.57
S2 620.29 620.29 627.36
S3 609.20 613.75 626.34
S4 598.11 602.66 623.29
Weekly Pivots for week ending 15-Mar-1996
Classic Woodie Camarilla DeMark
R4 704.94 694.30 638.74
R3 673.97 663.33 630.23
R2 643.00 643.00 627.39
R1 632.36 632.36 624.55 637.68
PP 612.03 612.03 612.03 614.70
S1 601.39 601.39 618.87 606.71
S2 581.06 581.06 616.03
S3 550.09 570.42 613.19
S4 519.12 539.45 604.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 637.92 599.02 38.90 6.2% 12.06 1.9% 78% True False
10 637.92 585.33 52.59 8.4% 12.70 2.0% 84% True False
20 647.34 585.33 62.01 9.9% 12.74 2.0% 71% False False
40 647.34 566.92 80.42 12.8% 11.37 1.8% 78% False False
60 647.34 526.80 120.54 19.2% 12.19 1.9% 85% False False
80 647.34 526.80 120.54 19.2% 12.69 2.0% 85% False False
100 647.34 526.80 120.54 19.2% 12.82 2.0% 85% False False
120 647.34 526.80 120.54 19.2% 12.99 2.1% 85% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 685.05
2.618 666.95
1.618 655.86
1.000 649.01
0.618 644.77
HIGH 637.92
0.618 633.68
0.500 632.38
0.382 631.07
LOW 626.83
0.618 619.98
1.000 615.74
1.618 608.89
2.618 597.80
4.250 579.70
Fisher Pivots for day following 19-Mar-1996
Pivot 1 day 3 day
R1 632.38 627.67
PP 631.38 625.96
S1 630.39 624.24

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

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