NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-1996
Day Change Summary
Previous Current
08-Nov-1996 11-Nov-1996 Change Change % Previous Week
Open 795.42 798.66 3.24 0.4% 755.51
High 798.85 804.98 6.13 0.8% 800.87
Low 787.82 795.67 7.85 1.0% 751.45
Close 798.66 804.72 6.06 0.8% 798.66
Range 11.03 9.31 -1.72 -15.6% 49.42
ATR 13.48 13.19 -0.30 -2.2% 0.00
Volume
Daily Pivots for day following 11-Nov-1996
Classic Woodie Camarilla DeMark
R4 829.72 826.53 809.84
R3 820.41 817.22 807.28
R2 811.10 811.10 806.43
R1 807.91 807.91 805.57 809.51
PP 801.79 801.79 801.79 802.59
S1 798.60 798.60 803.87 800.20
S2 792.48 792.48 803.01
S3 783.17 789.29 802.16
S4 773.86 779.98 799.60
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
5 804.98 756.23 48.75 6.1% 14.38 1.8% 99% True False
10 804.98 730.45 74.53 9.3% 13.25 1.6% 100% True False
20 804.98 730.45 74.53 9.3% 13.83 1.7% 100% True False
40 804.98 709.22 95.76 11.9% 13.17 1.6% 100% True False
60 804.98 650.48 154.50 19.2% 12.29 1.5% 100% True False
80 804.98 577.81 227.17 28.2% 12.82 1.6% 100% True False
100 804.98 572.79 232.19 28.9% 13.44 1.7% 100% True False
120 804.98 572.79 232.19 28.9% 12.98 1.6% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 844.55
2.618 829.35
1.618 820.04
1.000 814.29
0.618 810.73
HIGH 804.98
0.618 801.42
0.500 800.33
0.382 799.23
LOW 795.67
0.618 789.92
1.000 786.36
1.618 780.61
2.618 771.30
4.250 756.10
Fisher Pivots for day following 11-Nov-1996
Pivot 1 day 3 day
R1 803.26 801.49
PP 801.79 798.26
S1 800.33 795.03

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

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