NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1996
Day Change Summary
Previous Current
12-Jul-1996 15-Jul-1996 Change Change % Previous Week
Open 635.78 635.06 -0.72 -0.1% 657.68
High 642.86 635.06 -7.80 -1.2% 665.12
Low 625.09 606.07 -19.02 -3.0% 625.09
Close 635.06 606.89 -28.17 -4.4% 635.06
Range 17.77 28.99 11.22 63.1% 40.03
ATR 12.93 14.08 1.15 8.9% 0.00
Volume
Daily Pivots for day following 15-Jul-1996
Classic Woodie Camarilla DeMark
R4 702.98 683.92 622.83
R3 673.99 654.93 614.86
R2 645.00 645.00 612.20
R1 625.94 625.94 609.55 620.98
PP 616.01 616.01 616.01 613.52
S1 596.95 596.95 604.23 591.99
S2 587.02 587.02 601.58
S3 558.03 567.96 598.92
S4 529.04 538.97 590.95
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
5 664.20 606.07 58.13 9.6% 19.68 3.2% 1% False True
10 687.95 606.07 81.88 13.5% 14.91 2.5% 1% False True
20 687.95 606.07 81.88 13.5% 13.84 2.3% 1% False True
40 704.09 606.07 98.02 16.2% 11.65 1.9% 1% False True
60 704.09 606.07 98.02 16.2% 11.06 1.8% 1% False True
80 704.09 591.35 112.74 18.6% 10.97 1.8% 14% False False
100 704.09 585.33 118.76 19.6% 11.38 1.9% 18% False False
120 704.09 567.35 136.74 22.5% 11.19 1.8% 29% 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 0.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 758.27
2.618 710.96
1.618 681.97
1.000 664.05
0.618 652.98
HIGH 635.06
0.618 623.99
0.500 620.57
0.382 617.14
LOW 606.07
0.618 588.15
1.000 577.08
1.618 559.16
2.618 530.17
4.250 482.86
Fisher Pivots for day following 15-Jul-1996
Pivot 1 day 3 day
R1 620.57 631.76
PP 616.01 623.47
S1 611.45 615.18

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

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