NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1997
Day Change Summary
Previous Current
11-Nov-1997 12-Nov-1997 Change Change % Previous Week
Open 1,011.54 1,010.96 -0.58 -0.1% 1,019.62
High 1,019.62 1,010.96 -8.66 -0.8% 1,057.90
Low 1,006.83 978.84 -27.99 -2.8% 1,010.32
Close 1,010.96 980.14 -30.82 -3.0% 1,028.32
Range 12.79 32.12 19.33 151.1% 47.58
ATR 27.41 27.75 0.34 1.2% 0.00
Volume
Daily Pivots for day following 12-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,086.34 1,065.36 997.81
R3 1,054.22 1,033.24 988.97
R2 1,022.10 1,022.10 986.03
R1 1,001.12 1,001.12 983.08 995.55
PP 989.98 989.98 989.98 987.20
S1 969.00 969.00 977.20 963.43
S2 957.86 957.86 974.25
S3 925.74 936.88 971.31
S4 893.62 904.76 962.47
Weekly Pivots for week ending 07-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,174.92 1,149.20 1,054.49
R3 1,127.34 1,101.62 1,041.40
R2 1,079.76 1,079.76 1,037.04
R1 1,054.04 1,054.04 1,032.68 1,066.90
PP 1,032.18 1,032.18 1,032.18 1,038.61
S1 1,006.46 1,006.46 1,023.96 1,019.32
S2 984.60 984.60 1,019.60
S3 937.02 958.88 1,015.24
S4 889.44 911.30 1,002.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,048.34 978.84 69.50 7.1% 22.86 2.3% 2% False True
10 1,057.90 978.84 79.06 8.1% 22.69 2.3% 2% False True
20 1,127.35 926.97 200.38 20.4% 33.53 3.4% 27% False False
40 1,153.89 926.97 226.92 23.2% 24.88 2.5% 23% False False
60 1,153.89 926.97 226.92 23.2% 23.66 2.4% 23% False False
80 1,153.89 926.97 226.92 23.2% 23.17 2.4% 23% False False
100 1,153.89 926.97 226.92 23.2% 22.71 2.3% 23% False False
120 1,153.89 917.34 236.55 24.1% 22.08 2.3% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.52
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,147.47
2.618 1,095.05
1.618 1,062.93
1.000 1,043.08
0.618 1,030.81
HIGH 1,010.96
0.618 998.69
0.500 994.90
0.382 991.11
LOW 978.84
0.618 958.99
1.000 946.72
1.618 926.87
2.618 894.75
4.250 842.33
Fisher Pivots for day following 12-Nov-1997
Pivot 1 day 3 day
R1 994.90 1,009.45
PP 989.98 999.68
S1 985.06 989.91

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

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