NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1996
Day Change Summary
Previous Current
08-Mar-1996 11-Mar-1996 Change Change % Previous Week
Open 609.55 591.71 -17.84 -2.9% 604.76
High 609.55 605.62 -3.93 -0.6% 617.22
Low 585.33 591.71 6.38 1.1% 585.33
Close 591.71 605.48 13.77 2.3% 591.71
Range 24.22 13.91 -10.31 -42.6% 31.89
ATR 12.33 12.44 0.11 0.9% 0.00
Volume
Daily Pivots for day following 11-Mar-1996
Classic Woodie Camarilla DeMark
R4 642.67 637.98 613.13
R3 628.76 624.07 609.31
R2 614.85 614.85 608.03
R1 610.16 610.16 606.76 612.51
PP 600.94 600.94 600.94 602.11
S1 596.25 596.25 604.20 598.60
S2 587.03 587.03 602.93
S3 573.12 582.34 601.65
S4 559.21 568.43 597.83
Weekly Pivots for week ending 08-Mar-1996
Classic Woodie Camarilla DeMark
R4 693.76 674.62 609.25
R3 661.87 642.73 600.48
R2 629.98 629.98 597.56
R1 610.84 610.84 594.63 604.47
PP 598.09 598.09 598.09 594.90
S1 578.95 578.95 588.79 572.58
S2 566.20 566.20 585.86
S3 534.31 547.06 582.94
S4 502.42 515.17 574.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617.22 585.33 31.89 5.3% 13.88 2.3% 63% False False
10 640.57 585.33 55.24 9.1% 13.25 2.2% 36% False False
20 647.34 585.33 62.01 10.2% 11.86 2.0% 32% False False
40 647.34 526.80 120.54 19.9% 11.82 2.0% 65% False False
60 647.34 526.80 120.54 19.9% 12.89 2.1% 65% False False
80 647.34 526.80 120.54 19.9% 12.77 2.1% 65% False False
100 647.34 526.80 120.54 19.9% 12.72 2.1% 65% False False
120 647.34 526.80 120.54 19.9% 12.99 2.1% 65% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 664.74
2.618 642.04
1.618 628.13
1.000 619.53
0.618 614.22
HIGH 605.62
0.618 600.31
0.500 598.67
0.382 597.02
LOW 591.71
0.618 583.11
1.000 577.80
1.618 569.20
2.618 555.29
4.250 532.59
Fisher Pivots for day following 11-Mar-1996
Pivot 1 day 3 day
R1 603.21 603.30
PP 600.94 601.11
S1 598.67 598.93

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

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