NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Dec-1996
Day Change Summary
Previous Current
19-Dec-1996 20-Dec-1996 Change Change % Previous Week
Open 834.13 843.72 9.59 1.1% 828.45
High 846.52 853.19 6.67 0.8% 853.19
Low 836.54 832.85 -3.69 -0.4% 798.13
Close 843.72 834.05 -9.67 -1.1% 834.05
Range 9.98 20.34 10.36 103.8% 55.06
ATR 18.22 18.37 0.15 0.8% 0.00
Volume
Daily Pivots for day following 20-Dec-1996
Classic Woodie Camarilla DeMark
R4 901.05 887.89 845.24
R3 880.71 867.55 839.64
R2 860.37 860.37 837.78
R1 847.21 847.21 835.91 843.62
PP 840.03 840.03 840.03 838.24
S1 826.87 826.87 832.19 823.28
S2 819.69 819.69 830.32
S3 799.35 806.53 828.46
S4 779.01 786.19 822.86
Weekly Pivots for week ending 20-Dec-1996
Classic Woodie Camarilla DeMark
R4 993.64 968.90 864.33
R3 938.58 913.84 849.19
R2 883.52 883.52 844.14
R1 858.78 858.78 839.10 871.15
PP 828.46 828.46 828.46 834.64
S1 803.72 803.72 829.00 816.09
S2 773.40 773.40 823.96
S3 718.34 748.66 818.91
S4 663.28 693.60 803.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 853.19 798.13 55.06 6.6% 20.25 2.4% 65% True False
10 873.00 798.13 74.87 9.0% 22.11 2.7% 48% False False
20 873.00 798.13 74.87 9.0% 18.42 2.2% 48% False False
40 873.00 730.45 142.55 17.1% 16.10 1.9% 73% False False
60 873.00 727.14 145.86 17.5% 15.14 1.8% 73% False False
80 873.00 650.48 222.52 26.7% 14.54 1.7% 82% False False
100 873.00 635.36 237.64 28.5% 13.69 1.6% 84% False False
120 873.00 572.79 300.21 36.0% 14.51 1.7% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 939.64
2.618 906.44
1.618 886.10
1.000 873.53
0.618 865.76
HIGH 853.19
0.618 845.42
0.500 843.02
0.382 840.62
LOW 832.85
0.618 820.28
1.000 812.51
1.618 799.94
2.618 779.60
4.250 746.41
Fisher Pivots for day following 20-Dec-1996
Pivot 1 day 3 day
R1 843.02 834.56
PP 840.03 834.39
S1 837.04 834.22

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

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