NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1996
Day Change Summary
Previous Current
10-Jul-1996 11-Jul-1996 Change Change % Previous Week
Open 660.76 657.45 -3.31 -0.5% 677.30
High 660.76 657.45 -3.31 -0.5% 687.95
Low 649.33 625.44 -23.89 -3.7% 657.68
Close 657.45 635.78 -21.67 -3.3% 657.68
Range 11.43 32.01 20.58 180.1% 30.27
ATR 11.06 12.56 1.50 13.5% 0.00
Volume
Daily Pivots for day following 11-Jul-1996
Classic Woodie Camarilla DeMark
R4 735.59 717.69 653.39
R3 703.58 685.68 644.58
R2 671.57 671.57 641.65
R1 653.67 653.67 638.71 646.62
PP 639.56 639.56 639.56 636.03
S1 621.66 621.66 632.85 614.61
S2 607.55 607.55 629.91
S3 575.54 589.65 626.98
S4 543.53 557.64 618.17
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
5 673.84 625.44 48.40 7.6% 15.48 2.4% 21% False True
10 687.95 625.44 62.51 9.8% 12.98 2.0% 17% False True
20 698.32 625.44 72.88 11.5% 12.63 2.0% 14% False True
40 704.09 625.44 78.65 12.4% 11.03 1.7% 13% False True
60 704.09 618.39 85.70 13.5% 10.89 1.7% 20% False False
80 704.09 591.35 112.74 17.7% 10.72 1.7% 39% False False
100 704.09 585.33 118.76 18.7% 11.12 1.7% 42% False False
120 704.09 563.68 140.41 22.1% 10.92 1.7% 51% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 248 trading days
Fibonacci Retracements and Extensions
4.250 793.49
2.618 741.25
1.618 709.24
1.000 689.46
0.618 677.23
HIGH 657.45
0.618 645.22
0.500 641.45
0.382 637.67
LOW 625.44
0.618 605.66
1.000 593.43
1.618 573.65
2.618 541.64
4.250 489.40
Fisher Pivots for day following 11-Jul-1996
Pivot 1 day 3 day
R1 641.45 644.82
PP 639.56 641.81
S1 637.67 638.79

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

View Archives - Comment on this page... - Back to Index of Symbols