NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1997
Day Change Summary
Previous Current
02-Jul-1997 03-Jul-1997 Change Change % Previous Week
Open 953.44 975.93 22.49 2.4% 981.41
High 976.05 990.53 14.48 1.5% 993.16
Low 953.44 975.93 22.49 2.4% 961.67
Close 975.93 986.52 10.59 1.1% 963.01
Range 22.61 14.60 -8.01 -35.4% 31.49
ATR 17.97 17.73 -0.24 -1.3% 0.00
Volume
Daily Pivots for day following 03-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,028.13 1,021.92 994.55
R3 1,013.53 1,007.32 990.54
R2 998.93 998.93 989.20
R1 992.72 992.72 987.86 995.83
PP 984.33 984.33 984.33 985.88
S1 978.12 978.12 985.18 981.23
S2 969.73 969.73 983.84
S3 955.13 963.52 982.51
S4 940.53 948.92 978.49
Weekly Pivots for week ending 27-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,067.08 1,046.54 980.33
R3 1,035.59 1,015.05 971.67
R2 1,004.10 1,004.10 968.78
R1 983.56 983.56 965.90 978.09
PP 972.61 972.61 972.61 969.88
S1 952.07 952.07 960.12 946.60
S2 941.12 941.12 957.24
S3 909.63 920.58 954.35
S4 878.14 889.09 945.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 990.53 947.78 42.75 4.3% 15.71 1.6% 91% True False
10 993.16 947.78 45.38 4.6% 16.32 1.7% 85% False False
20 993.16 926.98 66.18 6.7% 17.38 1.8% 90% False False
40 993.16 900.24 92.92 9.4% 18.29 1.9% 93% False False
60 993.16 785.08 208.08 21.1% 19.36 2.0% 97% False False
80 993.16 779.17 213.99 21.7% 19.97 2.0% 97% False False
100 993.16 779.17 213.99 21.7% 19.68 2.0% 97% False False
120 993.16 779.17 213.99 21.7% 20.06 2.0% 97% 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 3.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,052.58
2.618 1,028.75
1.618 1,014.15
1.000 1,005.13
0.618 999.55
HIGH 990.53
0.618 984.95
0.500 983.23
0.382 981.51
LOW 975.93
0.618 966.91
1.000 961.33
1.618 952.31
2.618 937.71
4.250 913.88
Fisher Pivots for day following 03-Jul-1997
Pivot 1 day 3 day
R1 985.42 980.73
PP 984.33 974.94
S1 983.23 969.16

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

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