NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1996
Day Change Summary
Previous Current
12-Jan-1996 15-Jan-1996 Change Change % Previous Week
Open 555.20 552.75 -2.45 -0.4% 565.14
High 558.96 554.36 -4.60 -0.8% 568.23
Low 546.71 533.65 -13.06 -2.4% 527.22
Close 552.71 534.44 -18.27 -3.3% 552.71
Range 12.25 20.71 8.46 69.1% 41.01
ATR 14.59 15.03 0.44 3.0% 0.00
Volume
Daily Pivots for day following 15-Jan-1996
Classic Woodie Camarilla DeMark
R4 602.95 589.40 545.83
R3 582.24 568.69 540.14
R2 561.53 561.53 538.24
R1 547.98 547.98 536.34 544.40
PP 540.82 540.82 540.82 539.03
S1 527.27 527.27 532.54 523.69
S2 520.11 520.11 530.64
S3 499.40 506.56 528.74
S4 478.69 485.85 523.05
Weekly Pivots for week ending 12-Jan-1996
Classic Woodie Camarilla DeMark
R4 672.42 653.57 575.27
R3 631.41 612.56 563.99
R2 590.40 590.40 560.23
R1 571.55 571.55 556.47 560.47
PP 549.39 549.39 549.39 543.85
S1 530.54 530.54 548.95 519.46
S2 508.38 508.38 545.19
S3 467.37 489.53 541.43
S4 426.36 448.52 530.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562.48 527.22 35.26 6.6% 19.97 3.7% 20% False False
10 586.32 527.22 59.10 11.1% 17.27 3.2% 12% False False
20 587.81 527.22 60.59 11.3% 14.89 2.8% 12% False False
40 604.79 527.22 77.57 14.5% 13.87 2.6% 9% False False
60 623.53 527.22 96.31 18.0% 13.41 2.5% 7% False False
80 623.53 527.22 96.31 18.0% 13.75 2.6% 7% False False
100 623.53 527.22 96.31 18.0% 13.03 2.4% 7% False False
120 623.53 527.22 96.31 18.0% 12.57 2.4% 7% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.70
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 642.38
2.618 608.58
1.618 587.87
1.000 575.07
0.618 567.16
HIGH 554.36
0.618 546.45
0.500 544.01
0.382 541.56
LOW 533.65
0.618 520.85
1.000 512.94
1.618 500.14
2.618 479.43
4.250 445.63
Fisher Pivots for day following 15-Jan-1996
Pivot 1 day 3 day
R1 544.01 546.31
PP 540.82 542.35
S1 537.63 538.40

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

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