NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1997
Day Change Summary
Previous Current
26-Mar-1997 27-Mar-1997 Change Change % Previous Week
Open 807.19 834.38 27.19 3.4% 838.98
High 834.57 843.35 8.78 1.1% 838.97
Low 807.19 809.75 2.56 0.3% 798.25
Close 834.38 818.74 -15.64 -1.9% 812.73
Range 27.38 33.60 6.22 22.7% 40.72
ATR 19.86 20.84 0.98 4.9% 0.00
Volume
Daily Pivots for day following 27-Mar-1997
Classic Woodie Camarilla DeMark
R4 924.75 905.34 837.22
R3 891.15 871.74 827.98
R2 857.55 857.55 824.90
R1 838.14 838.14 821.82 831.05
PP 823.95 823.95 823.95 820.40
S1 804.54 804.54 815.66 797.45
S2 790.35 790.35 812.58
S3 756.75 770.94 809.50
S4 723.15 737.34 800.26
Weekly Pivots for week ending 21-Mar-1997
Classic Woodie Camarilla DeMark
R4 938.81 916.49 835.13
R3 898.09 875.77 823.93
R2 857.37 857.37 820.20
R1 835.05 835.05 816.46 825.85
PP 816.65 816.65 816.65 812.05
S1 794.33 794.33 809.00 785.13
S2 775.93 775.93 805.26
S3 735.21 753.61 801.53
S4 694.49 712.89 790.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.35 784.54 58.81 7.2% 24.65 3.0% 58% True False
10 850.17 784.54 65.63 8.0% 22.55 2.8% 52% False False
20 874.28 784.54 89.74 11.0% 19.49 2.4% 38% False False
40 928.31 784.54 143.77 17.6% 19.67 2.4% 24% False False
60 938.11 784.54 153.57 18.8% 19.91 2.4% 22% False False
80 938.11 784.54 153.57 18.8% 19.52 2.4% 22% False False
100 938.11 751.45 186.66 22.8% 18.34 2.2% 36% False False
120 938.11 730.45 207.66 25.4% 17.53 2.1% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.45
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 986.15
2.618 931.31
1.618 897.71
1.000 876.95
0.618 864.11
HIGH 843.35
0.618 830.51
0.500 826.55
0.382 822.59
LOW 809.75
0.618 788.99
1.000 776.15
1.618 755.39
2.618 721.79
4.250 666.95
Fisher Pivots for day following 27-Mar-1997
Pivot 1 day 3 day
R1 826.55 821.34
PP 823.95 820.47
S1 821.34 819.61

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

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