NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-1996
Day Change Summary
Previous Current
01-Jul-1996 02-Jul-1996 Change Change % Previous Week
Open 677.30 687.07 9.77 1.4% 672.53
High 687.95 687.07 -0.88 -0.1% 681.69
Low 677.33 680.14 2.81 0.4% 651.72
Close 687.07 680.17 -6.90 -1.0% 677.30
Range 10.62 6.93 -3.69 -34.7% 29.97
ATR 11.62 11.29 -0.34 -2.9% 0.00
Volume
Daily Pivots for day following 02-Jul-1996
Classic Woodie Camarilla DeMark
R4 703.25 698.64 683.98
R3 696.32 691.71 682.08
R2 689.39 689.39 681.44
R1 684.78 684.78 680.81 683.62
PP 682.46 682.46 682.46 681.88
S1 677.85 677.85 679.53 676.69
S2 675.53 675.53 678.90
S3 668.60 670.92 678.26
S4 661.67 663.99 676.36
Weekly Pivots for week ending 28-Jun-1996
Classic Woodie Camarilla DeMark
R4 760.15 748.69 693.78
R3 730.18 718.72 685.54
R2 700.21 700.21 682.79
R1 688.75 688.75 680.05 694.48
PP 670.24 670.24 670.24 673.10
S1 658.78 658.78 674.55 664.51
S2 640.27 640.27 671.81
S3 610.30 628.81 669.06
S4 580.33 598.84 660.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.95 651.72 36.23 5.3% 12.46 1.8% 79% False False
10 687.95 648.93 39.02 5.7% 12.28 1.8% 80% False False
20 704.09 648.93 55.16 8.1% 11.91 1.8% 57% False False
40 704.09 646.02 58.07 8.5% 10.55 1.6% 59% False False
60 704.09 597.42 106.67 15.7% 10.51 1.5% 78% False False
80 704.09 591.35 112.74 16.6% 10.61 1.6% 79% False False
100 704.09 585.33 118.76 17.5% 10.82 1.6% 80% False False
120 704.09 526.80 177.29 26.1% 11.00 1.6% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 716.52
2.618 705.21
1.618 698.28
1.000 694.00
0.618 691.35
HIGH 687.07
0.618 684.42
0.500 683.61
0.382 682.79
LOW 680.14
0.618 675.86
1.000 673.21
1.618 668.93
2.618 662.00
4.250 650.69
Fisher Pivots for day following 02-Jul-1996
Pivot 1 day 3 day
R1 683.61 679.96
PP 682.46 679.76
S1 681.32 679.55

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

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