NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 19-Nov-1996
Day Change Summary
Previous Current
18-Nov-1996 19-Nov-1996 Change Change % Previous Week
Open 799.44 793.29 -6.15 -0.8% 798.66
High 801.05 806.22 5.17 0.6% 814.31
Low 787.71 791.25 3.54 0.4% 790.11
Close 793.29 805.78 12.49 1.6% 799.44
Range 13.34 14.97 1.63 12.2% 24.20
ATR 13.88 13.95 0.08 0.6% 0.00
Volume
Daily Pivots for day following 19-Nov-1996
Classic Woodie Camarilla DeMark
R4 845.99 840.86 814.01
R3 831.02 825.89 809.90
R2 816.05 816.05 808.52
R1 810.92 810.92 807.15 813.49
PP 801.08 801.08 801.08 802.37
S1 795.95 795.95 804.41 798.52
S2 786.11 786.11 803.04
S3 771.14 780.98 801.66
S4 756.17 766.01 797.55
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 3.3% 14.85 1.8% 68% False False
10 814.31 767.08 47.23 5.9% 14.80 1.8% 82% False False
20 814.31 730.45 83.86 10.4% 13.89 1.7% 90% False False
40 814.31 727.14 87.17 10.8% 13.44 1.7% 90% False False
60 814.31 650.48 163.83 20.3% 12.95 1.6% 95% False False
80 814.31 617.68 196.63 24.4% 12.46 1.5% 96% False False
100 814.31 572.79 241.52 30.0% 13.62 1.7% 96% False False
120 814.31 572.79 241.52 30.0% 13.29 1.6% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 869.84
2.618 845.41
1.618 830.44
1.000 821.19
0.618 815.47
HIGH 806.22
0.618 800.50
0.500 798.74
0.382 796.97
LOW 791.25
0.618 782.00
1.000 776.28
1.618 767.03
2.618 752.06
4.250 727.63
Fisher Pivots for day following 19-Nov-1996
Pivot 1 day 3 day
R1 803.43 804.19
PP 801.08 802.60
S1 798.74 801.01

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

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