NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1997
Day Change Summary
Previous Current
19-Mar-1997 20-Mar-1997 Change Change % Previous Week
Open 827.57 811.80 -15.77 -1.9% 854.84
High 827.57 827.02 -0.55 -0.1% 858.50
Low 798.25 804.26 6.01 0.8% 829.42
Close 811.80 821.73 9.93 1.2% 838.98
Range 29.32 22.76 -6.56 -22.4% 29.08
ATR 18.64 18.93 0.29 1.6% 0.00
Volume
Daily Pivots for day following 20-Mar-1997
Classic Woodie Camarilla DeMark
R4 885.95 876.60 834.25
R3 863.19 853.84 827.99
R2 840.43 840.43 825.90
R1 831.08 831.08 823.82 835.76
PP 817.67 817.67 817.67 820.01
S1 808.32 808.32 819.64 813.00
S2 794.91 794.91 817.56
S3 772.15 785.56 815.47
S4 749.39 762.80 809.21
Weekly Pivots for week ending 14-Mar-1997
Classic Woodie Camarilla DeMark
R4 929.54 913.34 854.97
R3 900.46 884.26 846.98
R2 871.38 871.38 844.31
R1 855.18 855.18 841.65 848.74
PP 842.30 842.30 842.30 839.08
S1 826.10 826.10 836.31 819.66
S2 813.22 813.22 833.65
S3 784.14 797.02 830.98
S4 755.06 767.94 822.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 850.17 798.25 51.92 6.3% 20.44 2.5% 45% False False
10 858.50 798.25 60.25 7.3% 18.43 2.2% 39% False False
20 892.25 798.25 94.00 11.4% 18.86 2.3% 25% False False
40 938.11 798.25 139.86 17.0% 19.47 2.4% 17% False False
60 938.11 798.25 139.86 17.0% 18.81 2.3% 17% False False
80 938.11 798.13 139.98 17.0% 18.66 2.3% 17% False False
100 938.11 730.45 207.66 25.3% 17.76 2.2% 44% False False
120 938.11 727.14 210.97 25.7% 17.04 2.1% 45% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 923.75
2.618 886.61
1.618 863.85
1.000 849.78
0.618 841.09
HIGH 827.02
0.618 818.33
0.500 815.64
0.382 812.95
LOW 804.26
0.618 790.19
1.000 781.50
1.618 767.43
2.618 744.67
4.250 707.53
Fisher Pivots for day following 20-Mar-1997
Pivot 1 day 3 day
R1 819.70 820.38
PP 817.67 819.02
S1 815.64 817.67

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

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