NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1996
Day Change Summary
Previous Current
05-Nov-1996 06-Nov-1996 Change Change % Previous Week
Open 756.23 769.89 13.66 1.8% 743.55
High 772.14 786.94 14.80 1.9% 760.13
Low 756.23 767.08 10.85 1.4% 730.45
Close 769.89 786.90 17.01 2.2% 755.51
Range 15.91 19.86 3.95 24.8% 29.68
ATR 13.02 13.51 0.49 3.8% 0.00
Volume
Daily Pivots for day following 06-Nov-1996
Classic Woodie Camarilla DeMark
R4 839.89 833.25 797.82
R3 820.03 813.39 792.36
R2 800.17 800.17 790.54
R1 793.53 793.53 788.72 796.85
PP 780.31 780.31 780.31 781.97
S1 773.67 773.67 785.08 776.99
S2 760.45 760.45 783.26
S3 740.59 753.81 781.44
S4 720.73 733.95 775.98
Weekly Pivots for week ending 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 837.74 826.30 771.83
R3 808.06 796.62 763.67
R2 778.38 778.38 760.95
R1 766.94 766.94 758.23 772.66
PP 748.70 748.70 748.70 751.56
S1 737.26 737.26 752.79 742.98
S2 719.02 719.02 750.07
S3 689.34 707.58 747.35
S4 659.66 677.90 739.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.94 736.36 50.58 6.4% 14.05 1.8% 100% True False
10 786.94 730.45 56.49 7.2% 13.17 1.7% 100% True False
20 786.94 730.45 56.49 7.2% 13.66 1.7% 100% True False
40 786.94 674.73 112.21 14.3% 13.37 1.7% 100% True False
60 786.94 650.48 136.46 17.3% 12.10 1.5% 100% True False
80 786.94 577.81 209.13 26.6% 13.02 1.7% 100% True False
100 786.94 572.79 214.15 27.2% 13.54 1.7% 100% True False
120 786.94 572.79 214.15 27.2% 12.86 1.6% 100% True 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 2.59
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 871.35
2.618 838.93
1.618 819.07
1.000 806.80
0.618 799.21
HIGH 786.94
0.618 779.35
0.500 777.01
0.382 774.67
LOW 767.08
0.618 754.81
1.000 747.22
1.618 734.95
2.618 715.09
4.250 682.68
Fisher Pivots for day following 06-Nov-1996
Pivot 1 day 3 day
R1 783.60 781.00
PP 780.31 775.10
S1 777.01 769.20

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

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