NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Jun-1997
Day Change Summary
Previous Current
25-Jun-1997 26-Jun-1997 Change Change % Previous Week
Open 986.42 979.22 -7.20 -0.7% 964.40
High 993.16 981.39 -11.77 -1.2% 991.85
Low 970.58 965.95 -4.63 -0.5% 962.54
Close 979.22 967.34 -11.88 -1.2% 981.41
Range 22.58 15.44 -7.14 -31.6% 29.31
ATR 18.81 18.57 -0.24 -1.3% 0.00
Volume
Daily Pivots for day following 26-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,017.88 1,008.05 975.83
R3 1,002.44 992.61 971.59
R2 987.00 987.00 970.17
R1 977.17 977.17 968.76 974.37
PP 971.56 971.56 971.56 970.16
S1 961.73 961.73 965.92 958.93
S2 956.12 956.12 964.51
S3 940.68 946.29 963.09
S4 925.24 930.85 958.85
Weekly Pivots for week ending 20-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,066.53 1,053.28 997.53
R3 1,037.22 1,023.97 989.47
R2 1,007.91 1,007.91 986.78
R1 994.66 994.66 984.10 1,001.29
PP 978.60 978.60 978.60 981.91
S1 965.35 965.35 978.72 971.98
S2 949.29 949.29 976.04
S3 919.98 936.04 973.35
S4 890.67 906.73 965.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.16 965.95 27.21 2.8% 16.93 1.7% 5% False True
10 993.16 949.29 43.87 4.5% 17.73 1.8% 41% False False
20 993.16 917.34 75.82 7.8% 18.78 1.9% 66% False False
40 993.16 872.59 120.57 12.5% 19.07 2.0% 79% False False
60 993.16 779.17 213.99 22.1% 19.81 2.0% 88% False False
80 993.16 779.17 213.99 22.1% 20.11 2.1% 88% False False
100 993.16 779.17 213.99 22.1% 20.07 2.1% 88% False False
120 993.16 779.17 213.99 22.1% 19.97 2.1% 88% False False
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 2.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,047.01
2.618 1,021.81
1.618 1,006.37
1.000 996.83
0.618 990.93
HIGH 981.39
0.618 975.49
0.500 973.67
0.382 971.85
LOW 965.95
0.618 956.41
1.000 950.51
1.618 940.97
2.618 925.53
4.250 900.33
Fisher Pivots for day following 26-Jun-1997
Pivot 1 day 3 day
R1 973.67 979.56
PP 971.56 975.48
S1 969.45 971.41

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

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