NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-1996
Day Change Summary
Previous Current
03-Jul-1996 05-Jul-1996 Change Change % Previous Week
Open 680.17 657.68 -22.49 -3.3% 677.30
High 680.71 673.84 -6.87 -1.0% 687.95
Low 673.30 657.68 -15.62 -2.3% 657.68
Close 673.84 657.68 -16.16 -2.4% 657.68
Range 7.41 16.16 8.75 118.1% 30.27
ATR 11.01 11.38 0.37 3.3% 0.00
Volume
Daily Pivots for day following 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 711.55 700.77 666.57
R3 695.39 684.61 662.12
R2 679.23 679.23 660.64
R1 668.45 668.45 659.16 665.76
PP 663.07 663.07 663.07 661.72
S1 652.29 652.29 656.20 649.60
S2 646.91 646.91 654.72
S3 630.75 636.13 653.24
S4 614.59 619.97 648.79
Weekly Pivots for week ending 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 758.58 738.40 674.33
R3 728.31 708.13 666.00
R2 698.04 698.04 663.23
R1 677.86 677.86 660.45 672.82
PP 667.77 667.77 667.77 665.25
S1 647.59 647.59 654.91 642.55
S2 637.50 637.50 652.13
S3 607.23 617.32 649.36
S4 576.96 587.05 641.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.95 657.68 30.27 4.6% 10.33 1.6% 0% False True
10 687.95 651.72 36.23 5.5% 11.51 1.7% 16% False False
20 702.14 648.93 53.21 8.1% 11.70 1.8% 16% False False
40 704.09 648.93 55.16 8.4% 10.53 1.6% 16% False False
60 704.09 597.42 106.67 16.2% 10.55 1.6% 56% False False
80 704.09 591.35 112.74 17.1% 10.57 1.6% 59% False False
100 704.09 585.33 118.76 18.1% 10.90 1.7% 61% False False
120 704.09 526.80 177.29 27.0% 10.92 1.7% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 742.52
2.618 716.15
1.618 699.99
1.000 690.00
0.618 683.83
HIGH 673.84
0.618 667.67
0.500 665.76
0.382 663.85
LOW 657.68
0.618 647.69
1.000 641.52
1.618 631.53
2.618 615.37
4.250 589.00
Fisher Pivots for day following 05-Jul-1996
Pivot 1 day 3 day
R1 665.76 672.38
PP 663.07 667.48
S1 660.37 662.58

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

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