NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-1996
Day Change Summary
Previous Current
10-Dec-1996 11-Dec-1996 Change Change % Previous Week
Open 848.96 848.96 0.00 0.0% 844.63
High 869.71 858.20 -11.51 -1.3% 855.79
Low 848.96 836.10 -12.86 -1.5% 807.04
Close 848.96 856.38 7.42 0.9% 827.21
Range 20.75 22.10 1.35 6.5% 48.75
ATR 16.11 16.54 0.43 2.7% 0.00
Volume
Daily Pivots for day following 11-Dec-1996
Classic Woodie Camarilla DeMark
R4 916.53 908.55 868.54
R3 894.43 886.45 862.46
R2 872.33 872.33 860.43
R1 864.35 864.35 858.41 868.34
PP 850.23 850.23 850.23 852.22
S1 842.25 842.25 854.35 846.24
S2 828.13 828.13 852.33
S3 806.03 820.15 850.30
S4 783.93 798.05 844.23
Weekly Pivots for week ending 06-Dec-1996
Classic Woodie Camarilla DeMark
R4 976.26 950.49 854.02
R3 927.51 901.74 840.62
R2 878.76 878.76 836.15
R1 852.99 852.99 831.68 841.50
PP 830.01 830.01 830.01 824.27
S1 804.24 804.24 822.74 792.75
S2 781.26 781.26 818.27
S3 732.51 755.49 813.80
S4 683.76 706.74 800.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.71 807.04 62.67 7.3% 22.12 2.6% 79% False False
10 869.71 807.04 62.67 7.3% 17.69 2.1% 79% False False
20 869.71 787.71 82.00 9.6% 16.12 1.9% 84% False False
40 869.71 730.45 139.26 16.3% 15.01 1.8% 90% False False
60 869.71 716.72 152.99 17.9% 14.20 1.7% 91% False False
80 869.71 650.48 219.23 25.6% 13.40 1.6% 94% False False
100 869.71 577.81 291.90 34.1% 13.52 1.6% 95% False False
120 869.71 572.79 296.92 34.7% 13.96 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 False
Bear Hook False
Bull Hook False
Stretch 2.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 952.13
2.618 916.06
1.618 893.96
1.000 880.30
0.618 871.86
HIGH 858.20
0.618 849.76
0.500 847.15
0.382 844.54
LOW 836.10
0.618 822.44
1.000 814.00
1.618 800.34
2.618 778.24
4.250 742.18
Fisher Pivots for day following 11-Dec-1996
Pivot 1 day 3 day
R1 853.30 853.74
PP 850.23 851.10
S1 847.15 848.46

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

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