NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-1996
Day Change Summary
Previous Current
20-Dec-1996 23-Dec-1996 Change Change % Previous Week
Open 843.72 834.05 -9.67 -1.1% 828.45
High 853.19 837.25 -15.94 -1.9% 853.19
Low 832.85 822.90 -9.95 -1.2% 798.13
Close 834.05 824.79 -9.26 -1.1% 834.05
Range 20.34 14.35 -5.99 -29.4% 55.06
ATR 18.37 18.08 -0.29 -1.6% 0.00
Volume
Daily Pivots for day following 23-Dec-1996
Classic Woodie Camarilla DeMark
R4 871.36 862.43 832.68
R3 857.01 848.08 828.74
R2 842.66 842.66 827.42
R1 833.73 833.73 826.11 831.02
PP 828.31 828.31 828.31 826.96
S1 819.38 819.38 823.47 816.67
S2 813.96 813.96 822.16
S3 799.61 805.03 820.84
S4 785.26 790.68 816.90
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 6.7% 16.41 2.0% 48% False False
10 873.00 798.13 74.87 9.1% 20.60 2.5% 36% False False
20 873.00 798.13 74.87 9.1% 18.23 2.2% 36% False False
40 873.00 730.45 142.55 17.3% 16.19 2.0% 66% False False
60 873.00 727.14 145.86 17.7% 15.27 1.9% 67% False False
80 873.00 650.48 222.52 27.0% 14.60 1.8% 78% False False
100 873.00 650.48 222.52 27.0% 13.67 1.7% 78% False False
120 873.00 572.79 300.21 36.4% 14.57 1.8% 84% False 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 4.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 898.24
2.618 874.82
1.618 860.47
1.000 851.60
0.618 846.12
HIGH 837.25
0.618 831.77
0.500 830.08
0.382 828.38
LOW 822.90
0.618 814.03
1.000 808.55
1.618 799.68
2.618 785.33
4.250 761.91
Fisher Pivots for day following 23-Dec-1996
Pivot 1 day 3 day
R1 830.08 838.05
PP 828.31 833.63
S1 826.55 829.21

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

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