NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1996
Day Change Summary
Previous Current
02-Jul-1996 03-Jul-1996 Change Change % Previous Week
Open 687.07 680.17 -6.90 -1.0% 672.53
High 687.07 680.71 -6.36 -0.9% 681.69
Low 680.14 673.30 -6.84 -1.0% 651.72
Close 680.17 673.84 -6.33 -0.9% 677.30
Range 6.93 7.41 0.48 6.9% 29.97
ATR 11.29 11.01 -0.28 -2.5% 0.00
Volume
Daily Pivots for day following 03-Jul-1996
Classic Woodie Camarilla DeMark
R4 698.18 693.42 677.92
R3 690.77 686.01 675.88
R2 683.36 683.36 675.20
R1 678.60 678.60 674.52 677.28
PP 675.95 675.95 675.95 675.29
S1 671.19 671.19 673.16 669.87
S2 668.54 668.54 672.48
S3 661.13 663.78 671.80
S4 653.72 656.37 669.76
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
5 687.95 654.59 33.36 5.0% 10.48 1.6% 58% False False
10 687.95 648.93 39.02 5.8% 12.18 1.8% 64% False False
20 704.09 648.93 55.16 8.2% 11.75 1.7% 45% False False
40 704.09 646.02 58.07 8.6% 10.56 1.6% 48% False False
60 704.09 597.42 106.67 15.8% 10.48 1.6% 72% False False
80 704.09 591.35 112.74 16.7% 10.53 1.6% 73% False False
100 704.09 585.33 118.76 17.6% 10.80 1.6% 75% False False
120 704.09 526.80 177.29 26.3% 10.96 1.6% 83% 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 1.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 712.20
2.618 700.11
1.618 692.70
1.000 688.12
0.618 685.29
HIGH 680.71
0.618 677.88
0.500 677.01
0.382 676.13
LOW 673.30
0.618 668.72
1.000 665.89
1.618 661.31
2.618 653.90
4.250 641.81
Fisher Pivots for day following 03-Jul-1996
Pivot 1 day 3 day
R1 677.01 680.63
PP 675.95 678.36
S1 674.90 676.10

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

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