NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-May-1997
Day Change Summary
Previous Current
23-May-1997 27-May-1997 Change Change % Previous Week
Open 946.11 959.08 12.97 1.4% 915.29
High 959.10 984.95 25.85 2.7% 961.48
Low 945.95 956.11 10.16 1.1% 908.72
Close 959.08 984.61 25.53 2.7% 959.08
Range 13.15 28.84 15.69 119.3% 52.76
ATR 19.62 20.28 0.66 3.4% 0.00
Volume
Daily Pivots for day following 27-May-1997
Classic Woodie Camarilla DeMark
R4 1,061.74 1,052.02 1,000.47
R3 1,032.90 1,023.18 992.54
R2 1,004.06 1,004.06 989.90
R1 994.34 994.34 987.25 999.20
PP 975.22 975.22 975.22 977.66
S1 965.50 965.50 981.97 970.36
S2 946.38 946.38 979.32
S3 917.54 936.66 976.68
S4 888.70 907.82 968.75
Weekly Pivots for week ending 23-May-1997
Classic Woodie Camarilla DeMark
R4 1,101.37 1,082.99 988.10
R3 1,048.61 1,030.23 973.59
R2 995.85 995.85 968.75
R1 977.47 977.47 963.92 986.66
PP 943.09 943.09 943.09 947.69
S1 924.71 924.71 954.24 933.90
S2 890.33 890.33 949.41
S3 837.57 871.95 944.57
S4 784.81 819.19 930.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984.95 912.82 72.13 7.3% 20.69 2.1% 100% True False
10 984.95 900.24 84.71 8.6% 19.44 2.0% 100% True False
20 984.95 829.39 155.56 15.8% 20.57 2.1% 100% True False
40 984.95 779.17 205.78 20.9% 21.00 2.1% 100% True False
60 984.95 779.17 205.78 20.9% 20.49 2.1% 100% True False
80 984.95 779.17 205.78 20.9% 20.37 2.1% 100% True False
100 984.95 779.17 205.78 20.9% 20.37 2.1% 100% True False
120 984.95 779.17 205.78 20.9% 20.03 2.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,107.52
2.618 1,060.45
1.618 1,031.61
1.000 1,013.79
0.618 1,002.77
HIGH 984.95
0.618 973.93
0.500 970.53
0.382 967.13
LOW 956.11
0.618 938.29
1.000 927.27
1.618 909.45
2.618 880.61
4.250 833.54
Fisher Pivots for day following 27-May-1997
Pivot 1 day 3 day
R1 979.92 977.51
PP 975.22 970.40
S1 970.53 963.30

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

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