NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1996
Day Change Summary
Previous Current
11-Sep-1996 12-Sep-1996 Change Change % Previous Week
Open 671.98 675.12 3.14 0.5% 663.57
High 676.50 687.40 10.90 1.6% 672.34
Low 666.03 674.73 8.70 1.3% 650.48
Close 675.12 685.65 10.53 1.6% 664.22
Range 10.47 12.67 2.20 21.0% 21.86
ATR 11.13 11.24 0.11 1.0% 0.00
Volume
Daily Pivots for day following 12-Sep-1996
Classic Woodie Camarilla DeMark
R4 720.60 715.80 692.62
R3 707.93 703.13 689.13
R2 695.26 695.26 687.97
R1 690.46 690.46 686.81 692.86
PP 682.59 682.59 682.59 683.80
S1 677.79 677.79 684.49 680.19
S2 669.92 669.92 683.33
S3 657.25 665.12 682.17
S4 644.58 652.45 678.68
Weekly Pivots for week ending 06-Sep-1996
Classic Woodie Camarilla DeMark
R4 727.93 717.93 676.24
R3 706.07 696.07 670.23
R2 684.21 684.21 668.23
R1 674.21 674.21 666.22 679.21
PP 662.35 662.35 662.35 664.85
S1 652.35 652.35 662.22 657.35
S2 640.49 640.49 660.21
S3 618.63 630.49 658.21
S4 596.77 608.63 652.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.40 652.32 35.08 5.1% 10.93 1.6% 95% True False
10 687.40 650.48 36.92 5.4% 11.56 1.7% 95% True False
20 687.40 650.48 36.92 5.4% 9.73 1.4% 95% True False
40 687.40 577.81 109.59 16.0% 12.47 1.8% 98% True False
60 687.95 572.79 115.16 16.8% 13.61 2.0% 98% False False
80 704.09 572.79 131.30 19.1% 12.68 1.8% 86% False False
100 704.09 572.79 131.30 19.1% 12.08 1.8% 86% False False
120 704.09 572.79 131.30 19.1% 11.86 1.7% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.87
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 741.25
2.618 720.57
1.618 707.90
1.000 700.07
0.618 695.23
HIGH 687.40
0.618 682.56
0.500 681.07
0.382 679.57
LOW 674.73
0.618 666.90
1.000 662.06
1.618 654.23
2.618 641.56
4.250 620.88
Fisher Pivots for day following 12-Sep-1996
Pivot 1 day 3 day
R1 684.12 682.67
PP 682.59 679.69
S1 681.07 676.72

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

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