NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1996
Day Change Summary
Previous Current
26-Mar-1996 27-Mar-1996 Change Change % Previous Week
Open 597.82 602.08 4.26 0.7% 621.71
High 604.75 612.61 7.86 1.3% 637.92
Low 591.35 602.08 10.73 1.8% 605.87
Close 602.08 608.06 5.98 1.0% 612.88
Range 13.40 10.53 -2.87 -21.4% 32.05
ATR 12.61 12.46 -0.15 -1.2% 0.00
Volume
Daily Pivots for day following 27-Mar-1996
Classic Woodie Camarilla DeMark
R4 639.17 634.15 613.85
R3 628.64 623.62 610.96
R2 618.11 618.11 609.99
R1 613.09 613.09 609.03 615.60
PP 607.58 607.58 607.58 608.84
S1 602.56 602.56 607.09 605.07
S2 597.05 597.05 606.13
S3 586.52 592.03 605.16
S4 575.99 581.50 602.27
Weekly Pivots for week ending 22-Mar-1996
Classic Woodie Camarilla DeMark
R4 715.04 696.01 630.51
R3 682.99 663.96 621.69
R2 650.94 650.94 618.76
R1 631.91 631.91 615.82 625.40
PP 618.89 618.89 618.89 615.64
S1 599.86 599.86 609.94 593.35
S2 586.84 586.84 607.00
S3 554.79 567.81 604.07
S4 522.74 535.76 595.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617.75 591.35 26.40 4.3% 12.09 2.0% 63% False False
10 637.92 591.35 46.57 7.7% 11.98 2.0% 36% False False
20 637.92 585.33 52.59 8.6% 13.05 2.1% 43% False False
40 647.34 580.43 66.91 11.0% 11.83 1.9% 41% False False
60 647.34 526.80 120.54 19.8% 12.70 2.1% 67% False False
80 647.34 526.80 120.54 19.8% 12.71 2.1% 67% False False
100 647.34 526.80 120.54 19.8% 12.78 2.1% 67% False False
120 647.34 526.80 120.54 19.8% 12.87 2.1% 67% 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 2.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 657.36
2.618 640.18
1.618 629.65
1.000 623.14
0.618 619.12
HIGH 612.61
0.618 608.59
0.500 607.35
0.382 606.10
LOW 602.08
0.618 595.57
1.000 591.55
1.618 585.04
2.618 574.51
4.250 557.33
Fisher Pivots for day following 27-Mar-1996
Pivot 1 day 3 day
R1 607.82 606.89
PP 607.58 605.72
S1 607.35 604.55

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

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