NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1996
Day Change Summary
Previous Current
10-Jun-1996 11-Jun-1996 Change Change % Previous Week
Open 691.46 688.84 -2.62 -0.4% 692.39
High 693.35 696.57 3.22 0.5% 704.09
Low 687.77 688.84 1.07 0.2% 673.32
Close 688.84 690.94 2.10 0.3% 691.46
Range 5.58 7.73 2.15 38.5% 30.77
ATR 10.30 10.11 -0.18 -1.8% 0.00
Volume
Daily Pivots for day following 11-Jun-1996
Classic Woodie Camarilla DeMark
R4 715.31 710.85 695.19
R3 707.58 703.12 693.07
R2 699.85 699.85 692.36
R1 695.39 695.39 691.65 697.62
PP 692.12 692.12 692.12 693.23
S1 687.66 687.66 690.23 689.89
S2 684.39 684.39 689.52
S3 676.66 679.93 688.81
S4 668.93 672.20 686.69
Weekly Pivots for week ending 07-Jun-1996
Classic Woodie Camarilla DeMark
R4 781.93 767.47 708.38
R3 751.16 736.70 699.92
R2 720.39 720.39 697.10
R1 705.93 705.93 694.28 697.78
PP 689.62 689.62 689.62 685.55
S1 675.16 675.16 688.64 667.01
S2 658.85 658.85 685.82
S3 628.08 644.39 683.00
S4 597.31 613.62 674.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 704.09 673.32 30.77 4.5% 11.85 1.7% 57% False False
10 704.09 673.32 30.77 4.5% 10.50 1.5% 57% False False
20 704.09 673.32 30.77 4.5% 9.31 1.3% 57% False False
40 704.09 611.08 93.01 13.5% 10.11 1.5% 86% False False
60 704.09 591.35 112.74 16.3% 10.10 1.5% 88% False False
80 704.09 585.33 118.76 17.2% 10.71 1.5% 89% False False
100 704.09 554.28 149.81 21.7% 10.58 1.5% 91% False False
120 704.09 526.80 177.29 25.7% 11.22 1.6% 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 1.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 729.42
2.618 716.81
1.618 709.08
1.000 704.30
0.618 701.35
HIGH 696.57
0.618 693.62
0.500 692.71
0.382 691.79
LOW 688.84
0.618 684.06
1.000 681.11
1.618 676.33
2.618 668.60
4.250 655.99
Fisher Pivots for day following 11-Jun-1996
Pivot 1 day 3 day
R1 692.71 688.94
PP 692.12 686.94
S1 691.53 684.95

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

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