NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1996
Day Change Summary
Previous Current
19-Mar-1996 20-Mar-1996 Change Change % Previous Week
Open 633.26 629.39 -3.87 -0.6% 591.71
High 637.92 629.39 -8.53 -1.3% 622.68
Low 626.83 613.44 -13.39 -2.1% 591.71
Close 629.39 615.26 -14.13 -2.2% 621.71
Range 11.09 15.95 4.86 43.8% 30.97
ATR 12.31 12.57 0.26 2.1% 0.00
Volume
Daily Pivots for day following 20-Mar-1996
Classic Woodie Camarilla DeMark
R4 667.21 657.19 624.03
R3 651.26 641.24 619.65
R2 635.31 635.31 618.18
R1 625.29 625.29 616.72 622.33
PP 619.36 619.36 619.36 617.88
S1 609.34 609.34 613.80 606.38
S2 603.41 603.41 612.34
S3 587.46 593.39 610.87
S4 571.51 577.44 606.49
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
5 637.92 610.55 27.37 4.4% 11.87 1.9% 17% False False
10 637.92 585.33 52.59 8.5% 13.35 2.2% 57% False False
20 647.34 585.33 62.01 10.1% 13.00 2.1% 48% False False
40 647.34 567.35 79.99 13.0% 11.62 1.9% 60% False False
60 647.34 526.80 120.54 19.6% 12.37 2.0% 73% False False
80 647.34 526.80 120.54 19.6% 12.78 2.1% 73% False False
100 647.34 526.80 120.54 19.6% 12.83 2.1% 73% False False
120 647.34 526.80 120.54 19.6% 12.97 2.1% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 697.18
2.618 671.15
1.618 655.20
1.000 645.34
0.618 639.25
HIGH 629.39
0.618 623.30
0.500 621.42
0.382 619.53
LOW 613.44
0.618 603.58
1.000 597.49
1.618 587.63
2.618 571.68
4.250 545.65
Fisher Pivots for day following 20-Mar-1996
Pivot 1 day 3 day
R1 621.42 625.68
PP 619.36 622.21
S1 617.31 618.73

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

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