NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1996
Day Change Summary
Previous Current
26-Jun-1996 27-Jun-1996 Change Change % Previous Week
Open 668.04 659.69 -8.35 -1.2% 681.13
High 669.06 671.48 2.42 0.4% 684.26
Low 651.72 654.59 2.87 0.4% 648.93
Close 659.69 671.15 11.46 1.7% 672.53
Range 17.34 16.89 -0.45 -2.6% 35.33
ATR 11.39 11.79 0.39 3.4% 0.00
Volume
Daily Pivots for day following 27-Jun-1996
Classic Woodie Camarilla DeMark
R4 716.41 710.67 680.44
R3 699.52 693.78 675.79
R2 682.63 682.63 674.25
R1 676.89 676.89 672.70 679.76
PP 665.74 665.74 665.74 667.18
S1 660.00 660.00 669.60 662.87
S2 648.85 648.85 668.05
S3 631.96 643.11 666.51
S4 615.07 626.22 661.86
Weekly Pivots for week ending 21-Jun-1996
Classic Woodie Camarilla DeMark
R4 774.56 758.88 691.96
R3 739.23 723.55 682.25
R2 703.90 703.90 679.01
R1 688.22 688.22 675.77 678.40
PP 668.57 668.57 668.57 663.66
S1 652.89 652.89 669.29 643.07
S2 633.24 633.24 666.05
S3 597.91 617.56 662.81
S4 562.58 582.23 653.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.62 651.72 28.90 4.3% 12.69 1.9% 67% False False
10 691.84 648.93 42.91 6.4% 12.78 1.9% 52% False False
20 704.09 648.93 55.16 8.2% 11.66 1.7% 40% False False
40 704.09 646.02 58.07 8.7% 10.84 1.6% 43% False False
60 704.09 597.42 106.67 15.9% 10.55 1.6% 69% False False
80 704.09 585.33 118.76 17.7% 10.76 1.6% 72% False False
100 704.09 585.33 118.76 17.7% 10.85 1.6% 72% False False
120 704.09 526.80 177.29 26.4% 11.32 1.7% 81% 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 1.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 743.26
2.618 715.70
1.618 698.81
1.000 688.37
0.618 681.92
HIGH 671.48
0.618 665.03
0.500 663.04
0.382 661.04
LOW 654.59
0.618 644.15
1.000 637.70
1.618 627.26
2.618 610.37
4.250 582.81
Fisher Pivots for day following 27-Jun-1996
Pivot 1 day 3 day
R1 668.45 669.15
PP 665.74 667.14
S1 663.04 665.14

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

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