NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 13-May-1996
Day Change Summary
Previous Current
10-May-1996 13-May-1996 Change Change % Previous Week
Open 662.54 672.54 10.00 1.5% 661.07
High 672.59 688.76 16.17 2.4% 672.59
Low 662.54 672.54 10.00 1.5% 646.02
Close 672.54 688.52 15.98 2.4% 672.54
Range 10.05 16.22 6.17 61.4% 26.57
ATR 10.29 10.71 0.42 4.1% 0.00
Volume
Daily Pivots for day following 13-May-1996
Classic Woodie Camarilla DeMark
R4 731.93 726.45 697.44
R3 715.71 710.23 692.98
R2 699.49 699.49 691.49
R1 694.01 694.01 690.01 696.75
PP 683.27 683.27 683.27 684.65
S1 677.79 677.79 687.03 680.53
S2 667.05 667.05 685.55
S3 650.83 661.57 684.06
S4 634.61 645.35 679.60
Weekly Pivots for week ending 10-May-1996
Classic Woodie Camarilla DeMark
R4 743.43 734.55 687.15
R3 716.86 707.98 679.85
R2 690.29 690.29 677.41
R1 681.41 681.41 674.98 685.85
PP 663.72 663.72 663.72 665.94
S1 654.84 654.84 670.10 659.28
S2 637.15 637.15 667.67
S3 610.58 628.27 665.23
S4 584.01 601.70 657.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 688.76 646.02 42.74 6.2% 11.38 1.7% 99% True False
10 688.76 646.02 42.74 6.2% 10.93 1.6% 99% True False
20 688.76 611.08 77.68 11.3% 10.90 1.6% 100% True False
40 688.76 591.35 97.41 14.1% 10.49 1.5% 100% True False
60 688.76 585.33 103.43 15.0% 11.17 1.6% 100% True False
80 688.76 554.28 134.48 19.5% 10.90 1.6% 100% True False
100 688.76 526.80 161.96 23.5% 11.60 1.7% 100% True False
120 688.76 526.80 161.96 23.5% 11.98 1.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 757.70
2.618 731.22
1.618 715.00
1.000 704.98
0.618 698.78
HIGH 688.76
0.618 682.56
0.500 680.65
0.382 678.74
LOW 672.54
0.618 662.52
1.000 656.32
1.618 646.30
2.618 630.08
4.250 603.61
Fisher Pivots for day following 13-May-1996
Pivot 1 day 3 day
R1 685.90 683.90
PP 683.27 679.28
S1 680.65 674.66

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

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