NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1996
Day Change Summary
Previous Current
30-Dec-1996 31-Dec-1996 Change Change % Previous Week
Open 826.49 826.49 0.00 0.0% 834.05
High 841.32 831.05 -10.27 -1.2% 845.05
Low 826.49 820.39 -6.10 -0.7% 822.00
Close 826.49 821.36 -5.13 -0.6% 835.19
Range 14.83 10.66 -4.17 -28.1% 23.05
ATR 16.44 16.03 -0.41 -2.5% 0.00
Volume
Daily Pivots for day following 31-Dec-1996
Classic Woodie Camarilla DeMark
R4 856.25 849.46 827.22
R3 845.59 838.80 824.29
R2 834.93 834.93 823.31
R1 828.14 828.14 822.34 826.21
PP 824.27 824.27 824.27 823.30
S1 817.48 817.48 820.38 815.55
S2 813.61 813.61 819.41
S3 802.95 806.82 818.43
S4 792.29 796.16 815.50
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
5 845.05 820.39 24.66 3.0% 11.42 1.4% 4% False True
10 853.19 798.13 55.06 6.7% 13.92 1.7% 42% False False
20 873.00 798.13 74.87 9.1% 18.33 2.2% 31% False False
40 873.00 751.45 121.55 14.8% 15.98 1.9% 58% False False
60 873.00 730.45 142.55 17.4% 15.15 1.8% 64% False False
80 873.00 663.53 209.47 25.5% 14.49 1.8% 75% False False
100 873.00 650.48 222.52 27.1% 13.58 1.7% 77% False False
120 873.00 572.79 300.21 36.6% 14.40 1.8% 83% 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 2.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 876.36
2.618 858.96
1.618 848.30
1.000 841.71
0.618 837.64
HIGH 831.05
0.618 826.98
0.500 825.72
0.382 824.46
LOW 820.39
0.618 813.80
1.000 809.73
1.618 803.14
2.618 792.48
4.250 775.09
Fisher Pivots for day following 31-Dec-1996
Pivot 1 day 3 day
R1 825.72 832.72
PP 824.27 828.93
S1 822.81 825.15

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

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