NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1996
Day Change Summary
Previous Current
25-Mar-1996 26-Mar-1996 Change Change % Previous Week
Open 612.88 597.82 -15.06 -2.5% 621.71
High 617.75 604.75 -13.00 -2.1% 637.92
Low 597.82 591.35 -6.47 -1.1% 605.87
Close 597.82 602.08 4.26 0.7% 612.88
Range 19.93 13.40 -6.53 -32.8% 32.05
ATR 12.55 12.61 0.06 0.5% 0.00
Volume
Daily Pivots for day following 26-Mar-1996
Classic Woodie Camarilla DeMark
R4 639.59 634.24 609.45
R3 626.19 620.84 605.77
R2 612.79 612.79 604.54
R1 607.44 607.44 603.31 610.12
PP 599.39 599.39 599.39 600.73
S1 594.04 594.04 600.85 596.72
S2 585.99 585.99 599.62
S3 572.59 580.64 598.40
S4 559.19 567.24 594.71
Weekly Pivots for week ending 22-Mar-1996
Classic Woodie Camarilla DeMark
R4 715.04 696.01 630.51
R3 682.99 663.96 621.69
R2 650.94 650.94 618.76
R1 631.91 631.91 615.82 625.40
PP 618.89 618.89 618.89 615.64
S1 599.86 599.86 609.94 593.35
S2 586.84 586.84 607.00
S3 554.79 567.81 604.07
S4 522.74 535.76 595.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629.39 591.35 38.04 6.3% 13.17 2.2% 28% False True
10 637.92 591.35 46.57 7.7% 12.61 2.1% 23% False True
20 638.79 585.33 53.46 8.9% 12.97 2.2% 31% False False
40 647.34 576.23 71.11 11.8% 11.79 2.0% 36% False False
60 647.34 526.80 120.54 20.0% 12.73 2.1% 62% False False
80 647.34 526.80 120.54 20.0% 12.70 2.1% 62% False False
100 647.34 526.80 120.54 20.0% 12.82 2.1% 62% False False
120 647.34 526.80 120.54 20.0% 12.91 2.1% 62% 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 2.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 661.70
2.618 639.83
1.618 626.43
1.000 618.15
0.618 613.03
HIGH 604.75
0.618 599.63
0.500 598.05
0.382 596.47
LOW 591.35
0.618 583.07
1.000 577.95
1.618 569.67
2.618 556.27
4.250 534.40
Fisher Pivots for day following 26-Mar-1996
Pivot 1 day 3 day
R1 600.74 604.55
PP 599.39 603.73
S1 598.05 602.90

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

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