NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 12-Jul-1996
Day Change Summary
Previous Current
11-Jul-1996 12-Jul-1996 Change Change % Previous Week
Open 657.45 635.78 -21.67 -3.3% 657.68
High 657.45 642.86 -14.59 -2.2% 665.12
Low 625.44 625.09 -0.35 -0.1% 625.09
Close 635.78 635.06 -0.72 -0.1% 635.06
Range 32.01 17.77 -14.24 -44.5% 40.03
ATR 12.56 12.93 0.37 3.0% 0.00
Volume
Daily Pivots for day following 12-Jul-1996
Classic Woodie Camarilla DeMark
R4 687.65 679.12 644.83
R3 669.88 661.35 639.95
R2 652.11 652.11 638.32
R1 643.58 643.58 636.69 638.96
PP 634.34 634.34 634.34 632.03
S1 625.81 625.81 633.43 621.19
S2 616.57 616.57 631.80
S3 598.80 608.04 630.17
S4 581.03 590.27 625.29
Weekly Pivots for week ending 12-Jul-1996
Classic Woodie Camarilla DeMark
R4 761.85 738.48 657.08
R3 721.82 698.45 646.07
R2 681.79 681.79 642.40
R1 658.42 658.42 638.73 650.09
PP 641.76 641.76 641.76 637.59
S1 618.39 618.39 631.39 610.06
S2 601.73 601.73 627.72
S3 561.70 578.36 624.05
S4 521.67 538.33 613.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665.12 625.09 40.03 6.3% 15.80 2.5% 25% False True
10 687.95 625.09 62.86 9.9% 13.07 2.1% 16% False True
20 691.84 625.09 66.75 10.5% 12.92 2.0% 15% False True
40 704.09 625.09 79.00 12.4% 11.21 1.8% 13% False True
60 704.09 620.71 83.38 13.1% 11.03 1.7% 17% False False
80 704.09 591.35 112.74 17.8% 10.81 1.7% 39% False False
100 704.09 585.33 118.76 18.7% 11.19 1.8% 42% False False
120 704.09 566.92 137.17 21.6% 10.99 1.7% 50% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 718.38
2.618 689.38
1.618 671.61
1.000 660.63
0.618 653.84
HIGH 642.86
0.618 636.07
0.500 633.98
0.382 631.88
LOW 625.09
0.618 614.11
1.000 607.32
1.618 596.34
2.618 578.57
4.250 549.57
Fisher Pivots for day following 12-Jul-1996
Pivot 1 day 3 day
R1 634.70 642.93
PP 634.34 640.30
S1 633.98 637.68

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

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