NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Dec-1996
Day Change Summary
Previous Current
26-Dec-1996 27-Dec-1996 Change Change % Previous Week
Open 835.40 842.98 7.58 0.9% 834.05
High 843.59 845.05 1.46 0.2% 845.05
Low 835.40 835.03 -0.37 0.0% 822.00
Close 842.98 835.19 -7.79 -0.9% 835.19
Range 8.19 10.02 1.83 22.3% 23.05
ATR 17.07 16.56 -0.50 -2.9% 0.00
Volume
Daily Pivots for day following 27-Dec-1996
Classic Woodie Camarilla DeMark
R4 868.48 861.86 840.70
R3 858.46 851.84 837.95
R2 848.44 848.44 837.03
R1 841.82 841.82 836.11 840.12
PP 838.42 838.42 838.42 837.58
S1 831.80 831.80 834.27 830.10
S2 828.40 828.40 833.35
S3 818.38 821.78 832.43
S4 808.36 811.76 829.68
Weekly Pivots for week ending 27-Dec-1996
Classic Woodie Camarilla DeMark
R4 903.23 892.26 847.87
R3 880.18 869.21 841.53
R2 857.13 857.13 839.42
R1 846.16 846.16 837.30 851.65
PP 834.08 834.08 834.08 836.82
S1 823.11 823.11 833.08 828.60
S2 811.03 811.03 830.96
S3 787.98 800.06 828.85
S4 764.93 777.01 822.51
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% 13.26 1.6% 42% False False
10 853.19 798.13 55.06 6.6% 16.51 2.0% 67% False False
20 873.00 798.13 74.87 9.0% 18.11 2.2% 49% False False
40 873.00 736.36 136.64 16.4% 16.03 1.9% 72% False False
60 873.00 730.45 142.55 17.1% 15.13 1.8% 73% False False
80 873.00 652.29 220.71 26.4% 14.56 1.7% 83% False False
100 873.00 650.48 222.52 26.6% 13.52 1.6% 83% False False
120 873.00 572.79 300.21 35.9% 14.55 1.7% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 887.64
2.618 871.28
1.618 861.26
1.000 855.07
0.618 851.24
HIGH 845.05
0.618 841.22
0.500 840.04
0.382 838.86
LOW 835.03
0.618 828.84
1.000 825.01
1.618 818.82
2.618 808.80
4.250 792.45
Fisher Pivots for day following 27-Dec-1996
Pivot 1 day 3 day
R1 840.04 834.64
PP 838.42 834.08
S1 836.81 833.53

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

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