NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1996
Day Change Summary
Previous Current
23-Aug-1996 26-Aug-1996 Change Change % Previous Week
Open 681.63 677.57 -4.06 -0.6% 672.28
High 685.15 678.48 -6.67 -1.0% 685.15
Low 677.19 671.69 -5.50 -0.8% 658.47
Close 677.57 672.92 -4.65 -0.7% 677.57
Range 7.96 6.79 -1.17 -14.7% 26.68
ATR 12.22 11.84 -0.39 -3.2% 0.00
Volume
Daily Pivots for day following 26-Aug-1996
Classic Woodie Camarilla DeMark
R4 694.73 690.62 676.65
R3 687.94 683.83 674.79
R2 681.15 681.15 674.16
R1 677.04 677.04 673.54 675.70
PP 674.36 674.36 674.36 673.70
S1 670.25 670.25 672.30 668.91
S2 667.57 667.57 671.68
S3 660.78 663.46 671.05
S4 653.99 656.67 669.19
Weekly Pivots for week ending 23-Aug-1996
Classic Woodie Camarilla DeMark
R4 753.77 742.35 692.24
R3 727.09 715.67 684.91
R2 700.41 700.41 682.46
R1 688.99 688.99 680.02 694.70
PP 673.73 673.73 673.73 676.59
S1 662.31 662.31 675.12 668.02
S2 647.05 647.05 672.68
S3 620.37 635.63 670.23
S4 593.69 608.95 662.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 685.15 658.47 26.68 4.0% 9.33 1.4% 54% False False
10 685.15 658.47 26.68 4.0% 9.03 1.3% 54% False False
20 685.15 617.68 67.47 10.0% 10.99 1.6% 82% False False
40 687.95 572.79 115.16 17.1% 14.62 2.2% 87% False False
60 704.09 572.79 131.30 19.5% 13.64 2.0% 76% False False
80 704.09 572.79 131.30 19.5% 12.65 1.9% 76% False False
100 704.09 572.79 131.30 19.5% 12.19 1.8% 76% False False
120 704.09 572.79 131.30 19.5% 12.06 1.8% 76% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.76
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 707.34
2.618 696.26
1.618 689.47
1.000 685.27
0.618 682.68
HIGH 678.48
0.618 675.89
0.500 675.09
0.382 674.28
LOW 671.69
0.618 667.49
1.000 664.90
1.618 660.70
2.618 653.91
4.250 642.83
Fisher Pivots for day following 26-Aug-1996
Pivot 1 day 3 day
R1 675.09 676.29
PP 674.36 675.16
S1 673.64 674.04

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

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