NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-1997
Day Change Summary
Previous Current
09-Jan-1997 10-Jan-1997 Change Change % Previous Week
Open 853.09 865.58 12.49 1.5% 848.08
High 860.19 865.58 5.39 0.6% 867.37
Low 852.23 846.49 -5.74 -0.7% 844.43
Close 856.95 865.58 8.63 1.0% 865.58
Range 7.96 19.09 11.13 139.8% 22.94
ATR 16.36 16.55 0.20 1.2% 0.00
Volume
Daily Pivots for day following 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 916.49 910.12 876.08
R3 897.40 891.03 870.83
R2 878.31 878.31 869.08
R1 871.94 871.94 867.33 875.13
PP 859.22 859.22 859.22 860.81
S1 852.85 852.85 863.83 856.04
S2 840.13 840.13 862.08
S3 821.04 833.76 860.33
S4 801.95 814.67 855.08
Weekly Pivots for week ending 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 927.95 919.70 878.20
R3 905.01 896.76 871.89
R2 882.07 882.07 869.79
R1 873.82 873.82 867.68 877.95
PP 859.13 859.13 859.13 861.19
S1 850.88 850.88 863.48 855.01
S2 836.19 836.19 861.37
S3 813.25 827.94 859.27
S4 790.31 805.00 852.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 867.37 844.43 22.94 2.7% 14.51 1.7% 92% False False
10 867.37 806.17 61.20 7.1% 16.04 1.9% 97% False False
20 873.00 798.13 74.87 8.6% 17.25 2.0% 90% False False
40 873.00 787.71 85.29 9.9% 16.69 1.9% 91% False False
60 873.00 730.45 142.55 16.5% 15.76 1.8% 95% False False
80 873.00 716.72 156.28 18.1% 14.96 1.7% 95% False False
100 873.00 650.48 222.52 25.7% 14.17 1.6% 97% False False
120 873.00 577.81 295.19 34.1% 14.14 1.6% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 946.71
2.618 915.56
1.618 896.47
1.000 884.67
0.618 877.38
HIGH 865.58
0.618 858.29
0.500 856.04
0.382 853.78
LOW 846.49
0.618 834.69
1.000 827.40
1.618 815.60
2.618 796.51
4.250 765.36
Fisher Pivots for day following 10-Jan-1997
Pivot 1 day 3 day
R1 862.40 862.70
PP 859.22 859.81
S1 856.04 856.93

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

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