NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1996
Day Change Summary
Previous Current
11-Nov-1996 12-Nov-1996 Change Change % Previous Week
Open 798.66 804.72 6.06 0.8% 755.51
High 804.98 810.78 5.80 0.7% 800.87
Low 795.67 793.03 -2.64 -0.3% 751.45
Close 804.72 794.09 -10.63 -1.3% 798.66
Range 9.31 17.75 8.44 90.7% 49.42
ATR 13.19 13.51 0.33 2.5% 0.00
Volume
Daily Pivots for day following 12-Nov-1996
Classic Woodie Camarilla DeMark
R4 852.55 841.07 803.85
R3 834.80 823.32 798.97
R2 817.05 817.05 797.34
R1 805.57 805.57 795.72 802.44
PP 799.30 799.30 799.30 797.73
S1 787.82 787.82 792.46 784.69
S2 781.55 781.55 790.84
S3 763.80 770.07 789.21
S4 746.05 752.32 784.33
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
5 810.78 767.08 43.70 5.5% 14.75 1.9% 62% True False
10 810.78 731.21 79.57 10.0% 13.17 1.7% 79% True False
20 810.78 730.45 80.33 10.1% 13.90 1.7% 79% True False
40 810.78 716.72 94.06 11.8% 13.24 1.7% 82% True False
60 810.78 650.48 160.30 20.2% 12.49 1.6% 90% True False
80 810.78 577.81 232.97 29.3% 12.87 1.6% 93% True False
100 810.78 572.79 237.99 30.0% 13.52 1.7% 93% True False
120 810.78 572.79 237.99 30.0% 13.06 1.6% 93% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 886.22
2.618 857.25
1.618 839.50
1.000 828.53
0.618 821.75
HIGH 810.78
0.618 804.00
0.500 801.91
0.382 799.81
LOW 793.03
0.618 782.06
1.000 775.28
1.618 764.31
2.618 746.56
4.250 717.59
Fisher Pivots for day following 12-Nov-1996
Pivot 1 day 3 day
R1 801.91 799.30
PP 799.30 797.56
S1 796.70 795.83

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

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