NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 21-May-1996
Day Change Summary
Previous Current
20-May-1996 21-May-1996 Change Change % Previous Week
Open 690.81 693.27 2.46 0.4% 672.54
High 696.83 696.51 -0.32 0.0% 700.65
Low 690.81 687.86 -2.95 -0.4% 672.54
Close 693.27 687.86 -5.41 -0.8% 690.81
Range 6.02 8.65 2.63 43.7% 28.11
ATR 10.09 9.98 -0.10 -1.0% 0.00
Volume
Daily Pivots for day following 21-May-1996
Classic Woodie Camarilla DeMark
R4 716.69 710.93 692.62
R3 708.04 702.28 690.24
R2 699.39 699.39 689.45
R1 693.63 693.63 688.65 692.19
PP 690.74 690.74 690.74 690.02
S1 684.98 684.98 687.07 683.54
S2 682.09 682.09 686.27
S3 673.44 676.33 685.48
S4 664.79 667.68 683.10
Weekly Pivots for week ending 17-May-1996
Classic Woodie Camarilla DeMark
R4 772.33 759.68 706.27
R3 744.22 731.57 698.54
R2 716.11 716.11 695.96
R1 703.46 703.46 693.39 709.79
PP 688.00 688.00 688.00 691.16
S1 675.35 675.35 688.23 681.68
S2 659.89 659.89 685.66
S3 631.78 647.24 683.08
S4 603.67 619.13 675.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.65 683.95 16.70 2.4% 8.77 1.3% 23% False False
10 700.65 646.02 54.63 7.9% 10.27 1.5% 77% False False
20 700.65 646.02 54.63 7.9% 9.50 1.4% 77% False False
40 700.65 591.35 109.30 15.9% 9.93 1.4% 88% False False
60 700.65 585.33 115.32 16.8% 10.92 1.6% 89% False False
80 700.65 574.45 126.20 18.3% 10.77 1.6% 90% False False
100 700.65 526.80 173.85 25.3% 11.55 1.7% 93% False False
120 700.65 526.80 173.85 25.3% 11.73 1.7% 93% 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 1.66
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 733.27
2.618 719.16
1.618 710.51
1.000 705.16
0.618 701.86
HIGH 696.51
0.618 693.21
0.500 692.19
0.382 691.16
LOW 687.86
0.618 682.51
1.000 679.21
1.618 673.86
2.618 665.21
4.250 651.10
Fisher Pivots for day following 21-May-1996
Pivot 1 day 3 day
R1 692.19 693.00
PP 690.74 691.29
S1 689.30 689.57

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

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