NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-1996
Day Change Summary
Previous Current
23-Oct-1996 24-Oct-1996 Change Change % Previous Week
Open 736.64 749.70 13.06 1.8% 765.64
High 750.59 760.05 9.46 1.3% 786.75
Low 732.63 747.26 14.63 2.0% 751.60
Close 749.70 748.41 -1.29 -0.2% 756.83
Range 17.96 12.79 -5.17 -28.8% 35.15
ATR 13.60 13.54 -0.06 -0.4% 0.00
Volume
Daily Pivots for day following 24-Oct-1996
Classic Woodie Camarilla DeMark
R4 790.28 782.13 755.44
R3 777.49 769.34 751.93
R2 764.70 764.70 750.75
R1 756.55 756.55 749.58 754.23
PP 751.91 751.91 751.91 750.75
S1 743.76 743.76 747.24 741.44
S2 739.12 739.12 746.07
S3 726.33 730.97 744.89
S4 713.54 718.18 741.38
Weekly Pivots for week ending 18-Oct-1996
Classic Woodie Camarilla DeMark
R4 870.51 848.82 776.16
R3 835.36 813.67 766.50
R2 800.21 800.21 763.27
R1 778.52 778.52 760.05 771.79
PP 765.06 765.06 765.06 761.70
S1 743.37 743.37 753.61 736.64
S2 729.91 729.91 750.39
S3 694.76 708.22 747.16
S4 659.61 673.07 737.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 764.64 730.55 34.09 4.6% 15.05 2.0% 52% False False
10 786.75 730.55 56.20 7.5% 14.34 1.9% 32% False False
20 786.75 727.14 59.61 8.0% 13.23 1.8% 36% False False
40 786.75 650.48 136.27 18.2% 12.98 1.7% 72% False False
60 786.75 635.36 151.39 20.2% 12.08 1.6% 75% False False
80 786.75 572.79 213.96 28.6% 13.71 1.8% 82% False False
100 786.75 572.79 213.96 28.6% 13.35 1.8% 82% False False
120 786.75 572.79 213.96 28.6% 12.66 1.7% 82% 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 1.94
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 814.41
2.618 793.53
1.618 780.74
1.000 772.84
0.618 767.95
HIGH 760.05
0.618 755.16
0.500 753.66
0.382 752.15
LOW 747.26
0.618 739.36
1.000 734.47
1.618 726.57
2.618 713.78
4.250 692.90
Fisher Pivots for day following 24-Oct-1996
Pivot 1 day 3 day
R1 753.66 747.37
PP 751.91 746.34
S1 750.16 745.30

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

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