NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-May-1996
Day Change Summary
Previous Current
17-May-1996 20-May-1996 Change Change % Previous Week
Open 690.81 690.81 0.00 0.0% 672.54
High 698.14 696.83 -1.31 -0.2% 700.65
Low 690.81 690.81 0.00 0.0% 672.54
Close 690.81 693.27 2.46 0.4% 690.81
Range 7.33 6.02 -1.31 -17.9% 28.11
ATR 10.40 10.09 -0.31 -3.0% 0.00
Volume
Daily Pivots for day following 20-May-1996
Classic Woodie Camarilla DeMark
R4 711.70 708.50 696.58
R3 705.68 702.48 694.93
R2 699.66 699.66 694.37
R1 696.46 696.46 693.82 698.06
PP 693.64 693.64 693.64 694.44
S1 690.44 690.44 692.72 692.04
S2 687.62 687.62 692.17
S3 681.60 684.42 691.61
S4 675.58 678.40 689.96
Weekly Pivots for week ending 17-May-1996
Classic Woodie Camarilla DeMark
R4 772.33 759.68 706.27
R3 744.22 731.57 698.54
R2 716.11 716.11 695.96
R1 703.46 703.46 693.39 709.79
PP 688.00 688.00 688.00 691.16
S1 675.35 675.35 688.23 681.68
S2 659.89 659.89 685.66
S3 631.78 647.24 683.08
S4 603.67 619.13 675.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.65 683.95 16.70 2.4% 8.83 1.3% 56% False False
10 700.65 646.02 54.63 7.9% 10.11 1.5% 86% False False
20 700.65 643.02 57.63 8.3% 9.65 1.4% 87% False False
40 700.65 591.35 109.30 15.8% 10.21 1.5% 93% False False
60 700.65 585.33 115.32 16.6% 10.92 1.6% 94% False False
80 700.65 568.33 132.32 19.1% 10.77 1.6% 94% False False
100 700.65 526.80 173.85 25.1% 11.56 1.7% 96% False False
120 700.65 526.80 173.85 25.1% 11.76 1.7% 96% 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 1.60
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 722.42
2.618 712.59
1.618 706.57
1.000 702.85
0.618 700.55
HIGH 696.83
0.618 694.53
0.500 693.82
0.382 693.11
LOW 690.81
0.618 687.09
1.000 684.79
1.618 681.07
2.618 675.05
4.250 665.23
Fisher Pivots for day following 20-May-1996
Pivot 1 day 3 day
R1 693.82 692.53
PP 693.64 691.79
S1 693.45 691.05

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

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