NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Jan-1996
Day Change Summary
Previous Current
10-Jan-1996 11-Jan-1996 Change Change % Previous Week
Open 534.42 535.29 0.87 0.2% 576.23
High 545.19 555.22 10.03 1.8% 586.32
Low 527.22 535.29 8.07 1.5% 552.18
Close 535.29 555.20 19.91 3.7% 565.14
Range 17.97 19.93 1.96 10.9% 34.14
ATR 14.38 14.77 0.40 2.8% 0.00
Volume
Daily Pivots for day following 11-Jan-1996
Classic Woodie Camarilla DeMark
R4 608.36 601.71 566.16
R3 588.43 581.78 560.68
R2 568.50 568.50 558.85
R1 561.85 561.85 557.03 565.18
PP 548.57 548.57 548.57 550.23
S1 541.92 541.92 553.37 545.25
S2 528.64 528.64 551.55
S3 508.71 521.99 549.72
S4 488.78 502.06 544.24
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
5 568.85 527.22 41.63 7.5% 17.91 3.2% 67% False False
10 586.32 527.22 59.10 10.6% 15.67 2.8% 47% False False
20 590.69 527.22 63.47 11.4% 14.77 2.7% 44% False False
40 608.50 527.22 81.28 14.6% 13.84 2.5% 34% False False
60 623.53 527.22 96.31 17.3% 13.46 2.4% 29% False False
80 623.53 527.22 96.31 17.3% 13.57 2.4% 29% False False
100 623.53 527.22 96.31 17.3% 13.02 2.3% 29% False False
120 623.53 527.22 96.31 17.3% 12.53 2.3% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 639.92
2.618 607.40
1.618 587.47
1.000 575.15
0.618 567.54
HIGH 555.22
0.618 547.61
0.500 545.26
0.382 542.90
LOW 535.29
0.618 522.97
1.000 515.36
1.618 503.04
2.618 483.11
4.250 450.59
Fisher Pivots for day following 11-Jan-1996
Pivot 1 day 3 day
R1 551.89 551.75
PP 548.57 548.30
S1 545.26 544.85

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

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