NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 07-Nov-1996
Day Change Summary
Previous Current
06-Nov-1996 07-Nov-1996 Change Change % Previous Week
Open 769.89 786.90 17.01 2.2% 743.55
High 786.94 800.87 13.93 1.8% 760.13
Low 767.08 785.08 18.00 2.3% 730.45
Close 786.90 795.42 8.52 1.1% 755.51
Range 19.86 15.79 -4.07 -20.5% 29.68
ATR 13.51 13.67 0.16 1.2% 0.00
Volume
Daily Pivots for day following 07-Nov-1996
Classic Woodie Camarilla DeMark
R4 841.16 834.08 804.10
R3 825.37 818.29 799.76
R2 809.58 809.58 798.31
R1 802.50 802.50 796.87 806.04
PP 793.79 793.79 793.79 795.56
S1 786.71 786.71 793.97 790.25
S2 778.00 778.00 792.53
S3 762.21 770.92 791.08
S4 746.42 755.13 786.74
Weekly Pivots for week ending 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 837.74 826.30 771.83
R3 808.06 796.62 763.67
R2 778.38 778.38 760.95
R1 766.94 766.94 758.23 772.66
PP 748.70 748.70 748.70 751.56
S1 737.26 737.26 752.79 742.98
S2 719.02 719.02 750.07
S3 689.34 707.58 747.35
S4 659.66 677.90 739.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.87 748.97 51.90 6.5% 13.95 1.8% 89% True False
10 800.87 730.45 70.42 8.9% 13.47 1.7% 92% True False
20 800.87 730.45 70.42 8.9% 13.90 1.7% 92% True False
40 800.87 685.65 115.22 14.5% 13.45 1.7% 95% True False
60 800.87 650.48 150.39 18.9% 12.21 1.5% 96% True False
80 800.87 577.81 223.06 28.0% 12.96 1.6% 98% True False
100 800.87 572.79 228.08 28.7% 13.55 1.7% 98% True False
120 800.87 572.79 228.08 28.7% 12.94 1.6% 98% True False
Crabel Price Patterns
NR True
NR4 False
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 2.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 867.98
2.618 842.21
1.618 826.42
1.000 816.66
0.618 810.63
HIGH 800.87
0.618 794.84
0.500 792.98
0.382 791.11
LOW 785.08
0.618 775.32
1.000 769.29
1.618 759.53
2.618 743.74
4.250 717.97
Fisher Pivots for day following 07-Nov-1996
Pivot 1 day 3 day
R1 794.61 789.80
PP 793.79 784.17
S1 792.98 778.55

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

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