NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-1996
Day Change Summary
Previous Current
24-Dec-1996 26-Dec-1996 Change Change % Previous Week
Open 835.40 835.40 0.00 0.0% 828.45
High 835.40 843.59 8.19 1.0% 853.19
Low 822.00 835.40 13.40 1.6% 798.13
Close 835.40 842.98 7.58 0.9% 834.05
Range 13.40 8.19 -5.21 -38.9% 55.06
ATR 17.75 17.07 -0.68 -3.8% 0.00
Volume
Daily Pivots for day following 26-Dec-1996
Classic Woodie Camarilla DeMark
R4 865.23 862.29 847.48
R3 857.04 854.10 845.23
R2 848.85 848.85 844.48
R1 845.91 845.91 843.73 847.38
PP 840.66 840.66 840.66 841.39
S1 837.72 837.72 842.23 839.19
S2 832.47 832.47 841.48
S3 824.28 829.53 840.73
S4 816.09 821.34 838.48
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
5 853.19 822.00 31.19 3.7% 13.25 1.6% 67% False False
10 873.00 798.13 74.87 8.9% 18.47 2.2% 60% False False
20 873.00 798.13 74.87 8.9% 18.08 2.1% 60% False False
40 873.00 731.21 141.79 16.8% 15.97 1.9% 79% False False
60 873.00 730.45 142.55 16.9% 15.22 1.8% 79% False False
80 873.00 652.29 220.71 26.2% 14.51 1.7% 86% False False
100 873.00 650.48 222.52 26.4% 13.59 1.6% 87% False False
120 873.00 572.79 300.21 35.6% 14.53 1.7% 90% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.76
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 878.40
2.618 865.03
1.618 856.84
1.000 851.78
0.618 848.65
HIGH 843.59
0.618 840.46
0.500 839.50
0.382 838.53
LOW 835.40
0.618 830.34
1.000 827.21
1.618 822.15
2.618 813.96
4.250 800.59
Fisher Pivots for day following 26-Dec-1996
Pivot 1 day 3 day
R1 841.82 839.59
PP 840.66 836.19
S1 839.50 832.80

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

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