NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Dec-1996
Day Change Summary
Previous Current
04-Dec-1996 05-Dec-1996 Change Change % Previous Week
Open 837.91 834.65 -3.26 -0.4% 818.51
High 842.58 840.90 -1.68 -0.2% 836.15
Low 826.26 832.24 5.98 0.7% 811.67
Close 834.65 835.80 1.15 0.1% 834.01
Range 16.32 8.66 -7.66 -46.9% 24.48
ATR 13.93 13.55 -0.38 -2.7% 0.00
Volume
Daily Pivots for day following 05-Dec-1996
Classic Woodie Camarilla DeMark
R4 862.29 857.71 840.56
R3 853.63 849.05 838.18
R2 844.97 844.97 837.39
R1 840.39 840.39 836.59 842.68
PP 836.31 836.31 836.31 837.46
S1 831.73 831.73 835.01 834.02
S2 827.65 827.65 834.21
S3 818.99 823.07 833.42
S4 810.33 814.41 831.04
Weekly Pivots for week ending 29-Nov-1996
Classic Woodie Camarilla DeMark
R4 900.72 891.84 847.47
R3 876.24 867.36 840.74
R2 851.76 851.76 838.50
R1 842.88 842.88 836.25 847.32
PP 827.28 827.28 827.28 829.50
S1 818.40 818.40 831.77 822.84
S2 802.80 802.80 829.52
S3 778.32 793.92 827.28
S4 753.84 769.44 820.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 855.79 826.26 29.53 3.5% 13.10 1.6% 32% False False
10 855.79 798.14 57.65 6.9% 13.22 1.6% 65% False False
20 855.79 785.08 70.71 8.5% 13.72 1.6% 72% False False
40 855.79 730.45 125.34 15.0% 13.69 1.6% 84% False False
60 855.79 674.73 181.06 21.7% 13.49 1.6% 89% False False
80 855.79 650.48 205.31 24.6% 12.51 1.5% 90% False False
100 855.79 577.81 277.98 33.3% 13.16 1.6% 93% False False
120 855.79 572.79 283.00 33.9% 13.57 1.6% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 877.71
2.618 863.57
1.618 854.91
1.000 849.56
0.618 846.25
HIGH 840.90
0.618 837.59
0.500 836.57
0.382 835.55
LOW 832.24
0.618 826.89
1.000 823.58
1.618 818.23
2.618 809.57
4.250 795.44
Fisher Pivots for day following 05-Dec-1996
Pivot 1 day 3 day
R1 836.57 841.03
PP 836.31 839.28
S1 836.06 837.54

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

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