NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 13-Mar-1996

Day Change Summary
	Previous	Current
	12-Mar-1996	13-Mar-1996	Change	Change %	Previous Week
Open	605.48	599.02	-6.46	-1.1%	604.76
High	605.48	615.89	10.41	1.7%	617.22
Low	592.60	599.02	6.42	1.1%	585.33
Close	599.02	614.75	15.73	2.6%	591.71
Range	12.88	16.87	3.99	31.0%	31.89
ATR	12.47	12.79	0.31	2.5%	0.00
Volume

Daily Pivots for day following 13-Mar-1996
	Classic	Woodie	Camarilla	DeMark
R4	660.50	654.49	624.03
R3	643.63	637.62	619.39
R2	626.76	626.76	617.84
R1	620.75	620.75	616.30	623.76
PP	609.89	609.89	609.89	611.39
S1	603.88	603.88	613.20	606.89
S2	593.02	593.02	611.66
S3	576.15	587.01	610.11
S4	559.28	570.14	605.47

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	615.89	585.33	30.56	5.0%	14.82	2.4%	96%	True	False
10	631.44	585.33	46.11	7.5%	14.12	2.3%	64%	False	False
20	647.34	585.33	62.01	10.1%	12.32	2.0%	47%	False	False
40	647.34	534.87	112.47	18.3%	11.55	1.9%	71%	False	False
60	647.34	526.80	120.54	19.6%	12.81	2.1%	73%	False	False
80	647.34	526.80	120.54	19.6%	12.82	2.1%	73%	False	False
100	647.34	526.80	120.54	19.6%	12.75	2.1%	73%	False	False
120	647.34	526.80	120.54	19.6%	13.10	2.1%	73%	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	0.86
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	687.59
2.618	660.06
1.618	643.19
1.000	632.76
0.618	626.32
HIGH	615.89
0.618	609.45
0.500	607.46
0.382	605.46
LOW	599.02
0.618	588.59
1.000	582.15
1.618	571.72
2.618	554.85
4.250	527.32

Fisher Pivots for day following 13-Mar-1996
Pivot	1 day	3 day
R1	612.32	611.10
PP	609.89	607.45
S1	607.46	603.80

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols