NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1996
Day Change Summary
Previous Current
26-Nov-1996 27-Nov-1996 Change Change % Previous Week
Open 821.24 825.51 4.27 0.5% 799.44
High 827.92 833.15 5.23 0.6% 819.05
Low 811.67 823.68 12.01 1.5% 787.71
Close 825.51 832.37 6.86 0.8% 818.51
Range 16.25 9.47 -6.78 -41.7% 31.34
ATR 14.04 13.71 -0.33 -2.3% 0.00
Volume
Daily Pivots for day following 27-Nov-1996
Classic Woodie Camarilla DeMark
R4 858.14 854.73 837.58
R3 848.67 845.26 834.97
R2 839.20 839.20 834.11
R1 835.79 835.79 833.24 837.50
PP 829.73 829.73 829.73 830.59
S1 826.32 826.32 831.50 828.03
S2 820.26 820.26 830.63
S3 810.79 816.85 829.77
S4 801.32 807.38 827.16
Weekly Pivots for week ending 22-Nov-1996
Classic Woodie Camarilla DeMark
R4 902.44 891.82 835.75
R3 871.10 860.48 827.13
R2 839.76 839.76 824.26
R1 829.14 829.14 821.38 834.45
PP 808.42 808.42 808.42 811.08
S1 797.80 797.80 815.64 803.11
S2 777.08 777.08 812.76
S3 745.74 766.46 809.89
S4 714.40 735.12 801.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 833.15 798.14 35.01 4.2% 13.35 1.6% 98% True False
10 833.15 787.71 45.44 5.5% 14.39 1.7% 98% True False
20 833.15 736.36 96.79 11.6% 13.95 1.7% 99% True False
40 833.15 730.45 102.70 12.3% 13.65 1.6% 99% True False
60 833.15 652.29 180.86 21.7% 13.38 1.6% 100% True False
80 833.15 650.48 182.67 21.9% 12.38 1.5% 100% True False
100 833.15 572.79 260.36 31.3% 13.83 1.7% 100% True False
120 833.15 572.79 260.36 31.3% 13.43 1.6% 100% True 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 False
Bear Hook False
Bull Hook False
Stretch 2.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 873.40
2.618 857.94
1.618 848.47
1.000 842.62
0.618 839.00
HIGH 833.15
0.618 829.53
0.500 828.42
0.382 827.30
LOW 823.68
0.618 817.83
1.000 814.21
1.618 808.36
2.618 798.89
4.250 783.43
Fisher Pivots for day following 27-Nov-1996
Pivot 1 day 3 day
R1 831.05 829.05
PP 829.73 825.73
S1 828.42 822.41

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

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