NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-1996
Day Change Summary
Previous Current
19-Sep-1996 20-Sep-1996 Change Change % Previous Week
Open 727.63 736.76 9.13 1.3% 707.86
High 738.44 745.60 7.16 1.0% 745.60
Low 725.22 733.16 7.94 1.1% 706.65
Close 736.76 743.42 6.66 0.9% 743.42
Range 13.22 12.44 -0.78 -5.9% 38.95
ATR 12.59 12.58 -0.01 -0.1% 0.00
Volume
Daily Pivots for day following 20-Sep-1996
Classic Woodie Camarilla DeMark
R4 778.05 773.17 750.26
R3 765.61 760.73 746.84
R2 753.17 753.17 745.70
R1 748.29 748.29 744.56 750.73
PP 740.73 740.73 740.73 741.95
S1 735.85 735.85 742.28 738.29
S2 728.29 728.29 741.14
S3 715.85 723.41 740.00
S4 703.41 710.97 736.58
Weekly Pivots for week ending 20-Sep-1996
Classic Woodie Camarilla DeMark
R4 848.74 835.03 764.84
R3 809.79 796.08 754.13
R2 770.84 770.84 750.56
R1 757.13 757.13 746.99 763.99
PP 731.89 731.89 731.89 735.32
S1 718.18 718.18 739.85 725.04
S2 692.94 692.94 736.28
S3 653.99 679.23 732.71
S4 615.04 640.28 722.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 745.60 706.65 38.95 5.2% 13.76 1.9% 94% True False
10 745.60 663.53 82.07 11.0% 13.12 1.8% 97% True False
20 745.60 650.48 95.12 12.8% 11.61 1.6% 98% True False
40 745.60 617.68 127.92 17.2% 11.68 1.6% 98% True False
60 745.60 572.79 172.81 23.2% 13.83 1.9% 99% True False
80 745.60 572.79 172.81 23.2% 13.21 1.8% 99% True False
100 745.60 572.79 172.81 23.2% 12.55 1.7% 99% True False
120 745.60 572.79 172.81 23.2% 12.08 1.6% 99% True False
Crabel Price Patterns
NR True
NR4 True
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 2.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 798.47
2.618 778.17
1.618 765.73
1.000 758.04
0.618 753.29
HIGH 745.60
0.618 740.85
0.500 739.38
0.382 737.91
LOW 733.16
0.618 725.47
1.000 720.72
1.618 713.03
2.618 700.59
4.250 680.29
Fisher Pivots for day following 20-Sep-1996
Pivot 1 day 3 day
R1 742.07 739.33
PP 740.73 735.25
S1 739.38 731.16

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

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