NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-1997
Day Change Summary
Previous Current
04-Jun-1997 05-Jun-1997 Change Change % Previous Week
Open 929.81 921.96 -7.85 -0.8% 959.08
High 941.99 935.75 -6.24 -0.7% 988.40
Low 917.34 921.96 4.62 0.5% 948.46
Close 921.96 930.61 8.65 0.9% 958.85
Range 24.65 13.79 -10.86 -44.1% 39.94
ATR 20.53 20.05 -0.48 -2.3% 0.00
Volume
Daily Pivots for day following 05-Jun-1997
Classic Woodie Camarilla DeMark
R4 970.81 964.50 938.19
R3 957.02 950.71 934.40
R2 943.23 943.23 933.14
R1 936.92 936.92 931.87 940.08
PP 929.44 929.44 929.44 931.02
S1 923.13 923.13 929.35 926.29
S2 915.65 915.65 928.08
S3 901.86 909.34 926.82
S4 888.07 895.55 923.03
Weekly Pivots for week ending 30-May-1997
Classic Woodie Camarilla DeMark
R4 1,085.06 1,061.89 980.82
R3 1,045.12 1,021.95 969.83
R2 1,005.18 1,005.18 966.17
R1 982.01 982.01 962.51 973.63
PP 965.24 965.24 965.24 961.04
S1 942.07 942.07 955.19 933.69
S2 925.30 925.30 951.53
S3 885.36 902.13 947.87
S4 845.42 862.19 936.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 970.54 917.34 53.20 5.7% 21.34 2.3% 25% False False
10 988.40 917.34 71.06 7.6% 19.11 2.1% 19% False False
20 988.40 900.24 88.16 9.5% 19.20 2.1% 34% False False
40 988.40 785.08 203.32 21.8% 20.35 2.2% 72% False False
60 988.40 779.17 209.23 22.5% 20.84 2.2% 72% False False
80 988.40 779.17 209.23 22.5% 20.26 2.2% 72% False False
100 988.40 779.17 209.23 22.5% 20.59 2.2% 72% False False
120 988.40 779.17 209.23 22.5% 19.86 2.1% 72% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 994.36
2.618 971.85
1.618 958.06
1.000 949.54
0.618 944.27
HIGH 935.75
0.618 930.48
0.500 928.86
0.382 927.23
LOW 921.96
0.618 913.44
1.000 908.17
1.618 899.65
2.618 885.86
4.250 863.35
Fisher Pivots for day following 05-Jun-1997
Pivot 1 day 3 day
R1 930.03 938.02
PP 929.44 935.55
S1 928.86 933.08

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

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