NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1996
Day Change Summary
Previous Current
20-Nov-1996 21-Nov-1996 Change Change % Previous Week
Open 805.78 808.39 2.61 0.3% 798.66
High 819.05 812.59 -6.46 -0.8% 814.31
Low 805.08 798.14 -6.94 -0.9% 790.11
Close 808.39 800.47 -7.92 -1.0% 799.44
Range 13.97 14.45 0.48 3.4% 24.20
ATR 13.95 13.99 0.04 0.3% 0.00
Volume
Daily Pivots for day following 21-Nov-1996
Classic Woodie Camarilla DeMark
R4 847.08 838.23 808.42
R3 832.63 823.78 804.44
R2 818.18 818.18 803.12
R1 809.33 809.33 801.79 806.53
PP 803.73 803.73 803.73 802.34
S1 794.88 794.88 799.15 792.08
S2 789.28 789.28 797.82
S3 774.83 780.43 796.50
S4 760.38 765.98 792.52
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
5 819.05 787.71 31.34 3.9% 15.39 1.9% 41% False False
10 819.05 787.71 31.34 3.9% 14.08 1.8% 41% False False
20 819.05 730.45 88.60 11.1% 13.77 1.7% 79% False False
40 819.05 727.14 91.91 11.5% 13.50 1.7% 80% False False
60 819.05 650.48 168.57 21.1% 13.24 1.7% 89% False False
80 819.05 635.36 183.69 22.9% 12.51 1.6% 90% False False
100 819.05 572.79 246.26 30.8% 13.73 1.7% 92% False False
120 819.05 572.79 246.26 30.8% 13.42 1.7% 92% 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 False
Bear Hook False
Bull Hook False
Stretch 3.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 874.00
2.618 850.42
1.618 835.97
1.000 827.04
0.618 821.52
HIGH 812.59
0.618 807.07
0.500 805.37
0.382 803.66
LOW 798.14
0.618 789.21
1.000 783.69
1.618 774.76
2.618 760.31
4.250 736.73
Fisher Pivots for day following 21-Nov-1996
Pivot 1 day 3 day
R1 805.37 805.15
PP 803.73 803.59
S1 802.10 802.03

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

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