NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Oct-1996
Day Change Summary
Previous Current
02-Oct-1996 03-Oct-1996 Change Change % Previous Week
Open 734.50 743.28 8.78 1.2% 743.42
High 749.94 752.06 2.12 0.3% 757.83
Low 734.50 743.28 8.78 1.2% 731.30
Close 747.55 743.28 -4.27 -0.6% 744.73
Range 15.44 8.78 -6.66 -43.1% 26.53
ATR 12.29 12.04 -0.25 -2.0% 0.00
Volume
Daily Pivots for day following 03-Oct-1996
Classic Woodie Camarilla DeMark
R4 772.55 766.69 748.11
R3 763.77 757.91 745.69
R2 754.99 754.99 744.89
R1 749.13 749.13 744.08 747.67
PP 746.21 746.21 746.21 745.48
S1 740.35 740.35 742.48 738.89
S2 737.43 737.43 741.67
S3 728.65 731.57 740.87
S4 719.87 722.79 738.45
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
5 752.06 727.14 24.92 3.4% 11.05 1.5% 65% True False
10 757.83 727.14 30.69 4.1% 11.53 1.6% 53% False False
20 757.83 652.32 105.51 14.2% 12.43 1.7% 86% False False
40 757.83 650.48 107.35 14.4% 10.98 1.5% 86% False False
60 757.83 572.79 185.04 24.9% 13.91 1.9% 92% False False
80 757.83 572.79 185.04 24.9% 13.33 1.8% 92% False False
100 757.83 572.79 185.04 24.9% 12.53 1.7% 92% False False
120 757.83 572.79 185.04 24.9% 12.26 1.6% 92% False 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 1.89
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 789.38
2.618 775.05
1.618 766.27
1.000 760.84
0.618 757.49
HIGH 752.06
0.618 748.71
0.500 747.67
0.382 746.63
LOW 743.28
0.618 737.85
1.000 734.50
1.618 729.07
2.618 720.29
4.250 705.97
Fisher Pivots for day following 03-Oct-1996
Pivot 1 day 3 day
R1 747.67 742.05
PP 746.21 740.83
S1 744.74 739.60

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

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