NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 19-Sep-1996
Day Change Summary
Previous Current
18-Sep-1996 19-Sep-1996 Change Change % Previous Week
Open 722.50 727.63 5.13 0.7% 664.22
High 735.68 738.44 2.76 0.4% 707.91
Low 716.72 725.22 8.50 1.2% 663.53
Close 727.63 736.76 9.13 1.3% 707.86
Range 18.96 13.22 -5.74 -30.3% 44.38
ATR 12.54 12.59 0.05 0.4% 0.00
Volume
Daily Pivots for day following 19-Sep-1996
Classic Woodie Camarilla DeMark
R4 773.13 768.17 744.03
R3 759.91 754.95 740.40
R2 746.69 746.69 739.18
R1 741.73 741.73 737.97 744.21
PP 733.47 733.47 733.47 734.72
S1 728.51 728.51 735.55 730.99
S2 720.25 720.25 734.34
S3 707.03 715.29 733.12
S4 693.81 702.07 729.49
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
5 738.44 685.65 52.79 7.2% 15.72 2.1% 97% True False
10 738.44 652.32 86.12 11.7% 13.33 1.8% 98% True False
20 738.44 650.48 87.96 11.9% 11.70 1.6% 98% True False
40 738.44 605.05 133.39 18.1% 11.76 1.6% 99% True False
60 738.44 572.79 165.65 22.5% 13.91 1.9% 99% True False
80 738.44 572.79 165.65 22.5% 13.20 1.8% 99% True False
100 738.44 572.79 165.65 22.5% 12.47 1.7% 99% True False
120 738.44 572.79 165.65 22.5% 12.02 1.6% 99% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 794.63
2.618 773.05
1.618 759.83
1.000 751.66
0.618 746.61
HIGH 738.44
0.618 733.39
0.500 731.83
0.382 730.27
LOW 725.22
0.618 717.05
1.000 712.00
1.618 703.83
2.618 690.61
4.250 669.04
Fisher Pivots for day following 19-Sep-1996
Pivot 1 day 3 day
R1 735.12 732.45
PP 733.47 728.14
S1 731.83 723.83

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

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