NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1997
Day Change Summary
Previous Current
10-Jun-1997 11-Jun-1997 Change Change % Previous Week
Open 954.56 941.14 -13.42 -1.4% 958.85
High 957.89 949.50 -8.39 -0.9% 967.90
Low 937.89 931.43 -6.46 -0.7% 917.34
Close 941.14 949.00 7.86 0.8% 944.98
Range 20.00 18.07 -1.93 -9.7% 50.56
ATR 19.64 19.53 -0.11 -0.6% 0.00
Volume
Daily Pivots for day following 11-Jun-1997
Classic Woodie Camarilla DeMark
R4 997.52 991.33 958.94
R3 979.45 973.26 953.97
R2 961.38 961.38 952.31
R1 955.19 955.19 950.66 958.29
PP 943.31 943.31 943.31 944.86
S1 937.12 937.12 947.34 940.22
S2 925.24 925.24 945.69
S3 907.17 919.05 944.03
S4 889.10 900.98 939.06
Weekly Pivots for week ending 06-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,095.09 1,070.59 972.79
R3 1,044.53 1,020.03 958.88
R2 993.97 993.97 954.25
R1 969.47 969.47 949.61 956.44
PP 943.41 943.41 943.41 936.89
S1 918.91 918.91 940.35 905.88
S2 892.85 892.85 935.71
S3 842.29 868.35 931.08
S4 791.73 817.79 917.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959.65 921.96 37.69 4.0% 17.16 1.8% 72% False False
10 987.04 917.34 69.70 7.3% 19.61 2.1% 45% False False
20 988.40 900.24 88.16 9.3% 19.29 2.0% 55% False False
40 988.40 787.63 200.77 21.2% 19.95 2.1% 80% False False
60 988.40 779.17 209.23 22.0% 21.03 2.2% 81% False False
80 988.40 779.17 209.23 22.0% 20.18 2.1% 81% False False
100 988.40 779.17 209.23 22.0% 20.61 2.2% 81% False False
120 988.40 779.17 209.23 22.0% 19.72 2.1% 81% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 3.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,026.30
2.618 996.81
1.618 978.74
1.000 967.57
0.618 960.67
HIGH 949.50
0.618 942.60
0.500 940.47
0.382 938.33
LOW 931.43
0.618 920.26
1.000 913.36
1.618 902.19
2.618 884.12
4.250 854.63
Fisher Pivots for day following 11-Jun-1997
Pivot 1 day 3 day
R1 946.16 947.85
PP 943.31 946.69
S1 940.47 945.54

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

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