NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1996
Day Change Summary
Previous Current
21-Jun-1996 24-Jun-1996 Change Change % Previous Week
Open 664.45 672.53 8.08 1.2% 681.13
High 673.39 680.62 7.23 1.1% 684.26
Low 664.50 671.18 6.68 1.0% 648.93
Close 672.53 677.17 4.64 0.7% 672.53
Range 8.89 9.44 0.55 6.2% 35.33
ATR 11.06 10.94 -0.12 -1.0% 0.00
Volume
Daily Pivots for day following 24-Jun-1996
Classic Woodie Camarilla DeMark
R4 704.64 700.35 682.36
R3 695.20 690.91 679.77
R2 685.76 685.76 678.90
R1 681.47 681.47 678.04 683.62
PP 676.32 676.32 676.32 677.40
S1 672.03 672.03 676.30 674.18
S2 666.88 666.88 675.44
S3 657.44 662.59 674.57
S4 648.00 653.15 671.98
Weekly Pivots for week ending 21-Jun-1996
Classic Woodie Camarilla DeMark
R4 774.56 758.88 691.96
R3 739.23 723.55 682.25
R2 703.90 703.90 679.01
R1 688.22 688.22 675.77 678.40
PP 668.57 668.57 668.57 663.66
S1 652.89 652.89 669.29 643.07
S2 633.24 633.24 666.05
S3 597.91 617.56 662.81
S4 562.58 582.23 653.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.62 648.93 31.69 4.7% 12.90 1.9% 89% True False
10 702.14 648.93 53.21 7.9% 11.35 1.7% 53% False False
20 704.09 648.93 55.16 8.1% 10.96 1.6% 51% False False
40 704.09 646.02 58.07 8.6% 10.14 1.5% 54% False False
60 704.09 597.42 106.67 15.8% 10.06 1.5% 75% False False
80 704.09 585.33 118.76 17.5% 10.79 1.6% 77% False False
100 704.09 585.33 118.76 17.5% 10.74 1.6% 77% False False
120 704.09 526.80 177.29 26.2% 11.33 1.7% 85% False 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 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 720.74
2.618 705.33
1.618 695.89
1.000 690.06
0.618 686.45
HIGH 680.62
0.618 677.01
0.500 675.90
0.382 674.79
LOW 671.18
0.618 665.35
1.000 661.74
1.618 655.91
2.618 646.47
4.250 631.06
Fisher Pivots for day following 24-Jun-1996
Pivot 1 day 3 day
R1 676.75 673.04
PP 676.32 668.91
S1 675.90 664.78

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

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