NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1996
Day Change Summary
Previous Current
28-Jun-1996 01-Jul-1996 Change Change % Previous Week
Open 671.15 677.30 6.15 0.9% 672.53
High 681.69 687.95 6.26 0.9% 681.69
Low 671.15 677.33 6.18 0.9% 651.72
Close 677.30 687.07 9.77 1.4% 677.30
Range 10.54 10.62 0.08 0.8% 29.97
ATR 11.70 11.62 -0.07 -0.6% 0.00
Volume
Daily Pivots for day following 01-Jul-1996
Classic Woodie Camarilla DeMark
R4 715.98 712.14 692.91
R3 705.36 701.52 689.99
R2 694.74 694.74 689.02
R1 690.90 690.90 688.04 692.82
PP 684.12 684.12 684.12 685.08
S1 680.28 680.28 686.10 682.20
S2 673.50 673.50 685.12
S3 662.88 669.66 684.15
S4 652.26 659.04 681.23
Weekly Pivots for week ending 28-Jun-1996
Classic Woodie Camarilla DeMark
R4 760.15 748.69 693.78
R3 730.18 718.72 685.54
R2 700.21 700.21 682.79
R1 688.75 688.75 680.05 694.48
PP 670.24 670.24 670.24 673.10
S1 658.78 658.78 674.55 664.51
S2 640.27 640.27 671.81
S3 610.30 628.81 669.06
S4 580.33 598.84 660.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.95 651.72 36.23 5.3% 13.25 1.9% 98% True False
10 687.95 648.93 39.02 5.7% 13.08 1.9% 98% True False
20 704.09 648.93 55.16 8.0% 11.86 1.7% 69% False False
40 704.09 646.02 58.07 8.5% 10.61 1.5% 71% False False
60 704.09 597.42 106.67 15.5% 10.67 1.6% 84% False False
80 704.09 585.33 118.76 17.3% 10.83 1.6% 86% False False
100 704.09 585.33 118.76 17.3% 10.90 1.6% 86% False False
120 704.09 526.80 177.29 25.8% 11.11 1.6% 90% 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 1.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 733.09
2.618 715.75
1.618 705.13
1.000 698.57
0.618 694.51
HIGH 687.95
0.618 683.89
0.500 682.64
0.382 681.39
LOW 677.33
0.618 670.77
1.000 666.71
1.618 660.15
2.618 649.53
4.250 632.20
Fisher Pivots for day following 01-Jul-1996
Pivot 1 day 3 day
R1 685.59 681.80
PP 684.12 676.54
S1 682.64 671.27

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

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