NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-1996
Day Change Summary
Previous Current
04-Jun-1996 05-Jun-1996 Change Change % Previous Week
Open 689.25 692.59 3.34 0.5% 688.91
High 693.74 700.30 6.56 0.9% 694.27
Low 687.72 689.67 1.95 0.3% 674.65
Close 692.59 699.35 6.76 1.0% 692.39
Range 6.02 10.63 4.61 76.6% 19.62
ATR 9.45 9.54 0.08 0.9% 0.00
Volume
Daily Pivots for day following 05-Jun-1996
Classic Woodie Camarilla DeMark
R4 728.33 724.47 705.20
R3 717.70 713.84 702.27
R2 707.07 707.07 701.30
R1 703.21 703.21 700.32 705.14
PP 696.44 696.44 696.44 697.41
S1 692.58 692.58 698.38 694.51
S2 685.81 685.81 697.40
S3 675.18 681.95 696.43
S4 664.55 671.32 693.50
Weekly Pivots for week ending 31-May-1996
Classic Woodie Camarilla DeMark
R4 745.96 738.80 703.18
R3 726.34 719.18 697.79
R2 706.72 706.72 695.99
R1 699.56 699.56 694.19 703.14
PP 687.10 687.10 687.10 688.90
S1 679.94 679.94 690.59 683.52
S2 667.48 667.48 688.79
S3 647.86 660.32 686.99
S4 628.24 640.70 681.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.30 675.03 25.27 3.6% 8.86 1.3% 96% True False
10 700.30 674.65 25.65 3.7% 8.49 1.2% 96% True False
20 700.65 646.02 54.63 7.8% 9.38 1.3% 98% False False
40 700.65 597.42 103.23 14.8% 9.85 1.4% 99% False False
60 700.65 591.35 109.30 15.6% 10.13 1.4% 99% False False
80 700.65 585.33 115.32 16.5% 10.56 1.5% 99% False False
100 700.65 526.80 173.85 24.9% 10.80 1.5% 99% False False
120 700.65 526.80 173.85 24.9% 11.51 1.6% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.64
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 745.48
2.618 728.13
1.618 717.50
1.000 710.93
0.618 706.87
HIGH 700.30
0.618 696.24
0.500 694.99
0.382 693.73
LOW 689.67
0.618 683.10
1.000 679.04
1.618 672.47
2.618 661.84
4.250 644.49
Fisher Pivots for day following 05-Jun-1996
Pivot 1 day 3 day
R1 697.90 697.46
PP 696.44 695.56
S1 694.99 693.67

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

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