NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-1996
Day Change Summary
Previous Current
07-Nov-1996 08-Nov-1996 Change Change % Previous Week
Open 786.90 795.42 8.52 1.1% 755.51
High 800.87 798.85 -2.02 -0.3% 800.87
Low 785.08 787.82 2.74 0.3% 751.45
Close 795.42 798.66 3.24 0.4% 798.66
Range 15.79 11.03 -4.76 -30.1% 49.42
ATR 13.67 13.48 -0.19 -1.4% 0.00
Volume
Daily Pivots for day following 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 828.20 824.46 804.73
R3 817.17 813.43 801.69
R2 806.14 806.14 800.68
R1 802.40 802.40 799.67 804.27
PP 795.11 795.11 795.11 796.05
S1 791.37 791.37 797.65 793.24
S2 784.08 784.08 796.64
S3 773.05 780.34 795.63
S4 762.02 769.31 792.59
Weekly Pivots for week ending 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 931.92 914.71 825.84
R3 882.50 865.29 812.25
R2 833.08 833.08 807.72
R1 815.87 815.87 803.19 824.48
PP 783.66 783.66 783.66 787.96
S1 766.45 766.45 794.13 775.06
S2 734.24 734.24 789.60
S3 684.82 717.03 785.07
S4 635.40 667.61 771.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.87 751.45 49.42 6.2% 13.93 1.7% 96% False False
10 800.87 730.45 70.42 8.8% 13.50 1.7% 97% False False
20 800.87 730.45 70.42 8.8% 13.74 1.7% 97% False False
40 800.87 706.65 94.22 11.8% 13.17 1.6% 98% False False
60 800.87 650.48 150.39 18.8% 12.28 1.5% 99% False False
80 800.87 577.81 223.06 27.9% 12.90 1.6% 99% False False
100 800.87 572.79 228.08 28.6% 13.57 1.7% 99% False False
120 800.87 572.79 228.08 28.6% 12.96 1.6% 99% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 845.73
2.618 827.73
1.618 816.70
1.000 809.88
0.618 805.67
HIGH 798.85
0.618 794.64
0.500 793.34
0.382 792.03
LOW 787.82
0.618 781.00
1.000 776.79
1.618 769.97
2.618 758.94
4.250 740.94
Fisher Pivots for day following 08-Nov-1996
Pivot 1 day 3 day
R1 796.89 793.77
PP 795.11 788.87
S1 793.34 783.98

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

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