NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1996
Day Change Summary
Previous Current
30-Aug-1996 03-Sep-1996 Change Change % Previous Week
Open 671.10 663.57 -7.53 -1.1% 677.57
High 672.86 669.41 -3.45 -0.5% 681.41
Low 663.17 650.48 -12.69 -1.9% 663.17
Close 663.57 669.29 5.72 0.9% 663.57
Range 9.69 18.93 9.24 95.4% 18.24
ATR 10.75 11.33 0.58 5.4% 0.00
Volume
Daily Pivots for day following 03-Sep-1996
Classic Woodie Camarilla DeMark
R4 719.85 713.50 679.70
R3 700.92 694.57 674.50
R2 681.99 681.99 672.76
R1 675.64 675.64 671.03 678.82
PP 663.06 663.06 663.06 664.65
S1 656.71 656.71 667.55 659.89
S2 644.13 644.13 665.82
S3 625.20 637.78 664.08
S4 606.27 618.85 658.88
Weekly Pivots for week ending 30-Aug-1996
Classic Woodie Camarilla DeMark
R4 724.10 712.08 673.60
R3 705.86 693.84 668.59
R2 687.62 687.62 666.91
R1 675.60 675.60 665.24 672.49
PP 669.38 669.38 669.38 667.83
S1 657.36 657.36 661.90 654.25
S2 651.14 651.14 660.23
S3 632.90 639.12 658.55
S4 614.66 620.88 653.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681.41 650.48 30.93 4.6% 9.76 1.5% 61% False True
10 685.15 650.48 34.67 5.2% 9.55 1.4% 54% False True
20 685.15 650.48 34.67 5.2% 9.89 1.5% 54% False True
40 685.15 572.79 112.36 16.8% 14.57 2.2% 86% False False
60 702.14 572.79 129.35 19.3% 13.47 2.0% 75% False False
80 704.09 572.79 131.30 19.6% 12.59 1.9% 73% False False
100 704.09 572.79 131.30 19.6% 12.11 1.8% 73% False False
120 704.09 572.79 131.30 19.6% 11.85 1.8% 73% 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 2.00
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 749.86
2.618 718.97
1.618 700.04
1.000 688.34
0.618 681.11
HIGH 669.41
0.618 662.18
0.500 659.95
0.382 657.71
LOW 650.48
0.618 638.78
1.000 631.55
1.618 619.85
2.618 600.92
4.250 570.03
Fisher Pivots for day following 03-Sep-1996
Pivot 1 day 3 day
R1 666.18 667.89
PP 663.06 666.48
S1 659.95 665.08

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

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