NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1996
Day Change Summary
Previous Current
20-Mar-1996 21-Mar-1996 Change Change % Previous Week
Open 629.39 615.26 -14.13 -2.2% 591.71
High 629.39 617.55 -11.84 -1.9% 622.68
Low 613.44 610.48 -2.96 -0.5% 591.71
Close 615.26 611.51 -3.75 -0.6% 621.71
Range 15.95 7.07 -8.88 -55.7% 30.97
ATR 12.57 12.17 -0.39 -3.1% 0.00
Volume
Daily Pivots for day following 21-Mar-1996
Classic Woodie Camarilla DeMark
R4 634.39 630.02 615.40
R3 627.32 622.95 613.45
R2 620.25 620.25 612.81
R1 615.88 615.88 612.16 614.53
PP 613.18 613.18 613.18 612.51
S1 608.81 608.81 610.86 607.46
S2 606.11 606.11 610.21
S3 599.04 601.74 609.57
S4 591.97 594.67 607.62
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
5 637.92 610.48 27.44 4.5% 11.59 1.9% 4% False True
10 637.92 585.33 52.59 8.6% 13.43 2.2% 50% False False
20 647.34 585.33 62.01 10.1% 12.51 2.0% 42% False False
40 647.34 568.33 79.01 12.9% 11.42 1.9% 55% False False
60 647.34 526.80 120.54 19.7% 12.43 2.0% 70% False False
80 647.34 526.80 120.54 19.7% 12.72 2.1% 70% False False
100 647.34 526.80 120.54 19.7% 12.77 2.1% 70% False False
120 647.34 526.80 120.54 19.7% 12.90 2.1% 70% False 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 1.12
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 647.60
2.618 636.06
1.618 628.99
1.000 624.62
0.618 621.92
HIGH 617.55
0.618 614.85
0.500 614.02
0.382 613.18
LOW 610.48
0.618 606.11
1.000 603.41
1.618 599.04
2.618 591.97
4.250 580.43
Fisher Pivots for day following 21-Mar-1996
Pivot 1 day 3 day
R1 614.02 624.20
PP 613.18 619.97
S1 612.35 615.74

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

View Archives - Comment on this page... - Back to Index of Symbols