NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1996
Day Change Summary
Previous Current
15-Nov-1996 18-Nov-1996 Change Change % Previous Week
Open 809.75 799.44 -10.31 -1.3% 798.66
High 814.31 801.05 -13.26 -1.6% 814.31
Low 794.10 787.71 -6.39 -0.8% 790.11
Close 799.44 793.29 -6.15 -0.8% 799.44
Range 20.21 13.34 -6.87 -34.0% 24.20
ATR 13.92 13.88 -0.04 -0.3% 0.00
Volume
Daily Pivots for day following 18-Nov-1996
Classic Woodie Camarilla DeMark
R4 834.04 827.00 800.63
R3 820.70 813.66 796.96
R2 807.36 807.36 795.74
R1 800.32 800.32 794.51 797.17
PP 794.02 794.02 794.02 792.44
S1 786.98 786.98 792.07 783.83
S2 780.68 780.68 790.84
S3 767.34 773.64 789.62
S4 754.00 760.30 785.95
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
5 814.31 787.71 26.60 3.4% 15.41 1.9% 21% False True
10 814.31 756.23 58.08 7.3% 14.89 1.9% 64% False False
20 814.31 730.45 83.86 10.6% 13.95 1.8% 75% False False
40 814.31 727.14 87.17 11.0% 13.31 1.7% 76% False False
60 814.31 650.48 163.83 20.7% 12.81 1.6% 87% False False
80 814.31 617.68 196.63 24.8% 12.48 1.6% 89% False False
100 814.31 572.79 241.52 30.4% 13.57 1.7% 91% False False
120 814.31 572.79 241.52 30.4% 13.25 1.7% 91% False 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 True
Bear Hook False
Bull Hook False
Stretch 3.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 857.75
2.618 835.97
1.618 822.63
1.000 814.39
0.618 809.29
HIGH 801.05
0.618 795.95
0.500 794.38
0.382 792.81
LOW 787.71
0.618 779.47
1.000 774.37
1.618 766.13
2.618 752.79
4.250 731.02
Fisher Pivots for day following 18-Nov-1996
Pivot 1 day 3 day
R1 794.38 801.01
PP 794.02 798.44
S1 793.65 795.86

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

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