NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-1996
Day Change Summary
Previous Current
05-Jul-1996 08-Jul-1996 Change Change % Previous Week
Open 657.68 657.68 0.00 0.0% 677.30
High 673.84 665.12 -8.72 -1.3% 687.95
Low 657.68 655.52 -2.16 -0.3% 657.68
Close 657.68 656.00 -1.68 -0.3% 657.68
Range 16.16 9.60 -6.56 -40.6% 30.27
ATR 11.38 11.25 -0.13 -1.1% 0.00
Volume
Daily Pivots for day following 08-Jul-1996
Classic Woodie Camarilla DeMark
R4 687.68 681.44 661.28
R3 678.08 671.84 658.64
R2 668.48 668.48 657.76
R1 662.24 662.24 656.88 660.56
PP 658.88 658.88 658.88 658.04
S1 652.64 652.64 655.12 650.96
S2 649.28 649.28 654.24
S3 639.68 643.04 653.36
S4 630.08 633.44 650.72
Weekly Pivots for week ending 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 758.58 738.40 674.33
R3 728.31 708.13 666.00
R2 698.04 698.04 663.23
R1 677.86 677.86 660.45 672.82
PP 667.77 667.77 667.77 665.25
S1 647.59 647.59 654.91 642.55
S2 637.50 637.50 652.13
S3 607.23 617.32 649.36
S4 576.96 587.05 641.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.95 655.52 32.43 4.9% 10.14 1.5% 1% False True
10 687.95 651.72 36.23 5.5% 11.58 1.8% 12% False False
20 702.14 648.93 53.21 8.1% 11.27 1.7% 13% False False
40 704.09 648.93 55.16 8.4% 10.62 1.6% 13% False False
60 704.09 602.03 102.06 15.6% 10.47 1.6% 53% False False
80 704.09 591.35 112.74 17.2% 10.48 1.6% 57% False False
100 704.09 585.33 118.76 18.1% 10.85 1.7% 60% False False
120 704.09 534.87 169.22 25.8% 10.84 1.7% 72% 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 1.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705.92
2.618 690.25
1.618 680.65
1.000 674.72
0.618 671.05
HIGH 665.12
0.618 661.45
0.500 660.32
0.382 659.19
LOW 655.52
0.618 649.59
1.000 645.92
1.618 639.99
2.618 630.39
4.250 614.72
Fisher Pivots for day following 08-Jul-1996
Pivot 1 day 3 day
R1 660.32 668.12
PP 658.88 664.08
S1 657.44 660.04

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

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