NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1996
Day Change Summary
Previous Current
20-Aug-1996 21-Aug-1996 Change Change % Previous Week
Open 670.25 662.87 -7.38 -1.1% 678.31
High 671.48 667.43 -4.05 -0.6% 681.92
Low 662.73 658.47 -4.26 -0.6% 666.57
Close 662.87 667.42 4.55 0.7% 672.28
Range 8.75 8.96 0.21 2.4% 15.35
ATR 12.69 12.42 -0.27 -2.1% 0.00
Volume
Daily Pivots for day following 21-Aug-1996
Classic Woodie Camarilla DeMark
R4 691.32 688.33 672.35
R3 682.36 679.37 669.88
R2 673.40 673.40 669.06
R1 670.41 670.41 668.24 671.91
PP 664.44 664.44 664.44 665.19
S1 661.45 661.45 666.60 662.95
S2 655.48 655.48 665.78
S3 646.52 652.49 664.96
S4 637.56 643.53 662.49
Weekly Pivots for week ending 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 719.64 711.31 680.72
R3 704.29 695.96 676.50
R2 688.94 688.94 675.09
R1 680.61 680.61 673.69 677.10
PP 673.59 673.59 673.59 671.84
S1 665.26 665.26 670.87 661.75
S2 658.24 658.24 669.47
S3 642.89 649.91 668.06
S4 627.54 634.56 663.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.74 658.47 22.27 3.3% 7.85 1.2% 40% False True
10 682.33 658.47 23.86 3.6% 8.97 1.3% 38% False True
20 682.48 605.05 77.43 11.6% 11.81 1.8% 81% False False
40 687.95 572.79 115.16 17.3% 15.02 2.2% 82% False False
60 704.09 572.79 131.30 19.7% 13.70 2.1% 72% False False
80 704.09 572.79 131.30 19.7% 12.66 1.9% 72% False False
100 704.09 572.79 131.30 19.7% 12.08 1.8% 72% False False
120 704.09 572.79 131.30 19.7% 12.11 1.8% 72% 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 2.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 705.51
2.618 690.89
1.618 681.93
1.000 676.39
0.618 672.97
HIGH 667.43
0.618 664.01
0.500 662.95
0.382 661.89
LOW 658.47
0.618 652.93
1.000 649.51
1.618 643.97
2.618 635.01
4.250 620.39
Fisher Pivots for day following 21-Aug-1996
Pivot 1 day 3 day
R1 665.93 666.86
PP 664.44 666.30
S1 662.95 665.74

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

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