NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1996
Day Change Summary
Previous Current
14-Nov-1996 15-Nov-1996 Change Change % Previous Week
Open 798.70 809.75 11.05 1.4% 798.66
High 810.25 814.31 4.06 0.5% 814.31
Low 795.62 794.10 -1.52 -0.2% 790.11
Close 809.75 799.44 -10.31 -1.3% 799.44
Range 14.63 20.21 5.58 38.1% 24.20
ATR 13.43 13.92 0.48 3.6% 0.00
Volume
Daily Pivots for day following 15-Nov-1996
Classic Woodie Camarilla DeMark
R4 863.25 851.55 810.56
R3 843.04 831.34 805.00
R2 822.83 822.83 803.15
R1 811.13 811.13 801.29 806.88
PP 802.62 802.62 802.62 800.49
S1 790.92 790.92 797.59 786.67
S2 782.41 782.41 795.73
S3 762.20 770.71 793.88
S4 741.99 750.50 788.32
Weekly Pivots for week ending 15-Nov-1996
Classic Woodie Camarilla DeMark
R4 873.89 860.86 812.75
R3 849.69 836.66 806.10
R2 825.49 825.49 803.88
R1 812.46 812.46 801.66 818.98
PP 801.29 801.29 801.29 804.54
S1 788.26 788.26 797.22 794.78
S2 777.09 777.09 795.00
S3 752.89 764.06 792.79
S4 728.69 739.86 786.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.31 790.11 24.20 3.0% 14.60 1.8% 39% True False
10 814.31 751.45 62.86 7.9% 14.27 1.8% 76% True False
20 814.31 730.45 83.86 10.5% 14.35 1.8% 82% True False
40 814.31 727.14 87.17 10.9% 13.28 1.7% 83% True False
60 814.31 650.48 163.83 20.5% 12.72 1.6% 91% True False
80 814.31 617.68 196.63 24.6% 12.48 1.6% 92% True False
100 814.31 572.79 241.52 30.2% 13.61 1.7% 94% True False
120 814.31 572.79 241.52 30.2% 13.23 1.7% 94% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.17
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 900.20
2.618 867.22
1.618 847.01
1.000 834.52
0.618 826.80
HIGH 814.31
0.618 806.59
0.500 804.21
0.382 801.82
LOW 794.10
0.618 781.61
1.000 773.89
1.618 761.40
2.618 741.19
4.250 708.21
Fisher Pivots for day following 15-Nov-1996
Pivot 1 day 3 day
R1 804.21 802.21
PP 802.62 801.29
S1 801.03 800.36

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

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