NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1996
Day Change Summary
Previous Current
30-Sep-1996 01-Oct-1996 Change Change % Previous Week
Open 744.73 737.58 -7.15 -1.0% 743.42
High 748.87 739.96 -8.91 -1.2% 757.83
Low 737.14 727.14 -10.00 -1.4% 731.30
Close 737.58 734.50 -3.08 -0.4% 744.73
Range 11.73 12.82 1.09 9.3% 26.53
ATR 11.99 12.05 0.06 0.5% 0.00
Volume
Daily Pivots for day following 01-Oct-1996
Classic Woodie Camarilla DeMark
R4 772.33 766.23 741.55
R3 759.51 753.41 738.03
R2 746.69 746.69 736.85
R1 740.59 740.59 735.68 737.23
PP 733.87 733.87 733.87 732.19
S1 727.77 727.77 733.32 724.41
S2 721.05 721.05 732.15
S3 708.23 714.95 730.97
S4 695.41 702.13 727.45
Weekly Pivots for week ending 27-Sep-1996
Classic Woodie Camarilla DeMark
R4 824.21 811.00 759.32
R3 797.68 784.47 752.03
R2 771.15 771.15 749.59
R1 757.94 757.94 747.16 764.55
PP 744.62 744.62 744.62 747.92
S1 731.41 731.41 742.30 738.02
S2 718.09 718.09 739.87
S3 691.56 704.88 737.43
S4 665.03 678.35 730.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757.83 727.14 30.69 4.2% 11.36 1.5% 24% False True
10 757.83 716.72 41.11 5.6% 12.33 1.7% 43% False False
20 757.83 652.29 105.54 14.4% 12.37 1.7% 78% False False
40 757.83 650.48 107.35 14.6% 11.13 1.5% 78% False False
60 757.83 572.79 185.04 25.2% 13.84 1.9% 87% False False
80 757.83 572.79 185.04 25.2% 13.20 1.8% 87% False False
100 757.83 572.79 185.04 25.2% 12.55 1.7% 87% False False
120 757.83 572.79 185.04 25.2% 12.15 1.7% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 794.45
2.618 773.52
1.618 760.70
1.000 752.78
0.618 747.88
HIGH 739.96
0.618 735.06
0.500 733.55
0.382 732.04
LOW 727.14
0.618 719.22
1.000 714.32
1.618 706.40
2.618 693.58
4.250 672.66
Fisher Pivots for day following 01-Oct-1996
Pivot 1 day 3 day
R1 734.18 738.01
PP 733.87 736.84
S1 733.55 735.67

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

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