NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 13-Dec-1996
Day Change Summary
Previous Current
12-Dec-1996 13-Dec-1996 Change Change % Previous Week
Open 856.38 843.37 -13.01 -1.5% 827.21
High 873.00 843.37 -29.63 -3.4% 873.00
Low 843.35 825.49 -17.86 -2.1% 825.49
Close 843.37 828.45 -14.92 -1.8% 828.45
Range 29.65 17.88 -11.77 -39.7% 47.51
ATR 17.48 17.50 0.03 0.2% 0.00
Volume
Daily Pivots for day following 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 886.08 875.14 838.28
R3 868.20 857.26 833.37
R2 850.32 850.32 831.73
R1 839.38 839.38 830.09 835.91
PP 832.44 832.44 832.44 830.70
S1 821.50 821.50 826.81 818.03
S2 814.56 814.56 825.17
S3 796.68 803.62 823.53
S4 778.80 785.74 818.62
Weekly Pivots for week ending 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 984.84 954.16 854.58
R3 937.33 906.65 841.52
R2 889.82 889.82 837.16
R1 859.14 859.14 832.81 874.48
PP 842.31 842.31 842.31 849.99
S1 811.63 811.63 824.09 826.97
S2 794.80 794.80 819.74
S3 747.29 764.12 815.38
S4 699.78 716.61 802.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 873.00 825.49 47.51 5.7% 23.97 2.9% 6% False True
10 873.00 807.04 65.96 8.0% 21.12 2.5% 32% False False
20 873.00 787.71 85.29 10.3% 17.21 2.1% 48% False False
40 873.00 730.45 142.55 17.2% 15.45 1.9% 69% False False
60 873.00 727.14 145.86 17.6% 14.46 1.7% 69% False False
80 873.00 650.48 222.52 26.9% 13.77 1.7% 80% False False
100 873.00 605.05 267.95 32.3% 13.38 1.6% 83% False False
120 873.00 572.79 300.21 36.2% 14.18 1.7% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.85
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 919.36
2.618 890.18
1.618 872.30
1.000 861.25
0.618 854.42
HIGH 843.37
0.618 836.54
0.500 834.43
0.382 832.32
LOW 825.49
0.618 814.44
1.000 807.61
1.618 796.56
2.618 778.68
4.250 749.50
Fisher Pivots for day following 13-Dec-1996
Pivot 1 day 3 day
R1 834.43 849.25
PP 832.44 842.31
S1 830.44 835.38

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

View Archives - Comment on this page... - Back to Index of Symbols