NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 13-Sep-1996
Day Change Summary
Previous Current
12-Sep-1996 13-Sep-1996 Change Change % Previous Week
Open 675.12 685.65 10.53 1.6% 664.22
High 687.40 707.91 20.51 3.0% 707.91
Low 674.73 685.65 10.92 1.6% 663.53
Close 685.65 707.86 22.21 3.2% 707.86
Range 12.67 22.26 9.59 75.7% 44.38
ATR 11.24 12.03 0.79 7.0% 0.00
Volume
Daily Pivots for day following 13-Sep-1996
Classic Woodie Camarilla DeMark
R4 767.25 759.82 720.10
R3 744.99 737.56 713.98
R2 722.73 722.73 711.94
R1 715.30 715.30 709.90 719.02
PP 700.47 700.47 700.47 702.33
S1 693.04 693.04 705.82 696.76
S2 678.21 678.21 703.78
S3 655.95 670.78 701.74
S4 633.69 648.52 695.62
Weekly Pivots for week ending 13-Sep-1996
Classic Woodie Camarilla DeMark
R4 826.24 811.43 732.27
R3 781.86 767.05 720.06
R2 737.48 737.48 716.00
R1 722.67 722.67 711.93 730.08
PP 693.10 693.10 693.10 696.80
S1 678.29 678.29 703.79 685.70
S2 648.72 648.72 699.72
S3 604.34 633.91 695.66
S4 559.96 589.53 683.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707.91 663.53 44.38 6.3% 12.47 1.8% 100% True False
10 707.91 650.48 57.43 8.1% 12.85 1.8% 100% True False
20 707.91 650.48 57.43 8.1% 10.51 1.5% 100% True False
40 707.91 577.81 130.10 18.4% 12.63 1.8% 100% True False
60 707.91 572.79 135.12 19.1% 13.84 2.0% 100% True False
80 707.91 572.79 135.12 19.1% 12.85 1.8% 100% True False
100 707.91 572.79 135.12 19.1% 12.18 1.7% 100% True False
120 707.91 572.79 135.12 19.1% 11.88 1.7% 100% True 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 1.87
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 802.52
2.618 766.19
1.618 743.93
1.000 730.17
0.618 721.67
HIGH 707.91
0.618 699.41
0.500 696.78
0.382 694.15
LOW 685.65
0.618 671.89
1.000 663.39
1.618 649.63
2.618 627.37
4.250 591.05
Fisher Pivots for day following 13-Sep-1996
Pivot 1 day 3 day
R1 704.17 700.90
PP 700.47 693.93
S1 696.78 686.97

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

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