NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1996
Day Change Summary
Previous Current
14-Oct-1996 15-Oct-1996 Change Change % Previous Week
Open 765.64 771.99 6.35 0.8% 759.12
High 772.85 786.75 13.90 1.8% 770.74
Low 765.32 770.31 4.99 0.7% 749.10
Close 771.99 775.08 3.09 0.4% 765.64
Range 7.53 16.44 8.91 118.3% 21.64
ATR 12.16 12.47 0.31 2.5% 0.00
Volume
Daily Pivots for day following 15-Oct-1996
Classic Woodie Camarilla DeMark
R4 826.70 817.33 784.12
R3 810.26 800.89 779.60
R2 793.82 793.82 778.09
R1 784.45 784.45 776.59 789.14
PP 777.38 777.38 777.38 779.72
S1 768.01 768.01 773.57 772.70
S2 760.94 760.94 772.07
S3 744.50 751.57 770.56
S4 728.06 735.13 766.04
Weekly Pivots for week ending 11-Oct-1996
Classic Woodie Camarilla DeMark
R4 826.75 817.83 777.54
R3 805.11 796.19 771.59
R2 783.47 783.47 769.61
R1 774.55 774.55 767.62 779.01
PP 761.83 761.83 761.83 764.06
S1 752.91 752.91 763.66 757.37
S2 740.19 740.19 761.67
S3 718.55 731.27 759.69
S4 696.91 709.63 753.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.75 749.10 37.65 4.9% 12.58 1.6% 69% True False
10 786.75 734.50 52.25 6.7% 12.85 1.7% 78% True False
20 786.75 716.72 70.03 9.0% 12.59 1.6% 83% True False
40 786.75 650.48 136.27 17.6% 11.78 1.5% 91% True False
60 786.75 577.81 208.94 27.0% 12.52 1.6% 94% True False
80 786.75 572.79 213.96 27.6% 13.43 1.7% 95% True False
100 786.75 572.79 213.96 27.6% 12.90 1.7% 95% True False
120 786.75 572.79 213.96 27.6% 12.30 1.6% 95% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.71
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 856.62
2.618 829.79
1.618 813.35
1.000 803.19
0.618 796.91
HIGH 786.75
0.618 780.47
0.500 778.53
0.382 776.59
LOW 770.31
0.618 760.15
1.000 753.87
1.618 743.71
2.618 727.27
4.250 700.44
Fisher Pivots for day following 15-Oct-1996
Pivot 1 day 3 day
R1 778.53 773.09
PP 777.38 771.09
S1 776.23 769.10

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

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