NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1996
Day Change Summary
Previous Current
04-Jan-1996 05-Jan-1996 Change Change % Previous Week
Open 572.29 563.48 -8.81 -1.5% 576.23
High 575.60 568.85 -6.75 -1.2% 586.32
Low 552.69 552.18 -0.51 -0.1% 552.18
Close 563.48 565.14 1.66 0.3% 565.14
Range 22.91 16.67 -6.24 -27.2% 34.14
ATR 13.19 13.44 0.25 1.9% 0.00
Volume
Daily Pivots for day following 05-Jan-1996
Classic Woodie Camarilla DeMark
R4 612.07 605.27 574.31
R3 595.40 588.60 569.72
R2 578.73 578.73 568.20
R1 571.93 571.93 566.67 575.33
PP 562.06 562.06 562.06 563.76
S1 555.26 555.26 563.61 558.66
S2 545.39 545.39 562.08
S3 528.72 538.59 560.56
S4 512.05 521.92 555.97
Weekly Pivots for week ending 05-Jan-1996
Classic Woodie Camarilla DeMark
R4 670.30 651.86 583.92
R3 636.16 617.72 574.53
R2 602.02 602.02 571.40
R1 583.58 583.58 568.27 575.73
PP 567.88 567.88 567.88 563.96
S1 549.44 549.44 562.01 541.59
S2 533.74 533.74 558.88
S3 499.60 515.30 555.75
S4 465.46 481.16 546.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586.32 552.18 34.14 6.0% 14.90 2.6% 38% False True
10 587.81 552.18 35.63 6.3% 11.59 2.1% 36% False True
20 602.39 540.97 61.42 10.9% 13.37 2.4% 39% False False
40 621.00 540.97 80.03 14.2% 13.22 2.3% 30% False False
60 623.53 540.97 82.56 14.6% 12.91 2.3% 29% False False
80 623.53 527.89 95.64 16.9% 13.18 2.3% 39% False False
100 623.53 527.89 95.64 16.9% 12.65 2.2% 39% False False
120 623.53 527.89 95.64 16.9% 12.50 2.2% 39% 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 1.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 639.70
2.618 612.49
1.618 595.82
1.000 585.52
0.618 579.15
HIGH 568.85
0.618 562.48
0.500 560.52
0.382 558.55
LOW 552.18
0.618 541.88
1.000 535.51
1.618 525.21
2.618 508.54
4.250 481.33
Fisher Pivots for day following 05-Jan-1996
Pivot 1 day 3 day
R1 563.60 569.25
PP 562.06 567.88
S1 560.52 566.51

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

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