NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 01-Aug-1996
Day Change Summary
Previous Current
31-Jul-1996 01-Aug-1996 Change Change % Previous Week
Open 630.32 636.01 5.69 0.9% 633.05
High 640.20 651.90 11.70 1.8% 633.68
Low 628.30 635.36 7.06 1.1% 577.81
Close 636.01 651.07 15.06 2.4% 633.39
Range 11.90 16.54 4.64 39.0% 55.87
ATR 16.87 16.84 -0.02 -0.1% 0.00
Volume
Daily Pivots for day following 01-Aug-1996
Classic Woodie Camarilla DeMark
R4 695.73 689.94 660.17
R3 679.19 673.40 655.62
R2 662.65 662.65 654.10
R1 656.86 656.86 652.59 659.76
PP 646.11 646.11 646.11 647.56
S1 640.32 640.32 649.55 643.22
S2 629.57 629.57 648.04
S3 613.03 623.78 646.52
S4 596.49 607.24 641.97
Weekly Pivots for week ending 26-Jul-1996
Classic Woodie Camarilla DeMark
R4 782.57 763.85 664.12
R3 726.70 707.98 648.75
R2 670.83 670.83 643.63
R1 652.11 652.11 638.51 661.47
PP 614.96 614.96 614.96 619.64
S1 596.24 596.24 628.27 605.60
S2 559.09 559.09 623.15
S3 503.22 540.37 618.03
S4 447.35 484.50 602.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 651.90 617.68 34.22 5.3% 14.22 2.2% 98% True False
10 651.90 577.81 74.09 11.4% 17.80 2.7% 99% True False
20 673.84 572.79 101.05 15.5% 19.06 2.9% 77% False False
40 704.09 572.79 131.30 20.2% 15.40 2.4% 60% False False
60 704.09 572.79 131.30 20.2% 13.40 2.1% 60% False False
80 704.09 572.79 131.30 20.2% 12.63 1.9% 60% False False
100 704.09 572.79 131.30 20.2% 12.24 1.9% 60% False False
120 704.09 572.79 131.30 20.2% 12.18 1.9% 60% 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 2.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 722.20
2.618 695.20
1.618 678.66
1.000 668.44
0.618 662.12
HIGH 651.90
0.618 645.58
0.500 643.63
0.382 641.68
LOW 635.36
0.618 625.14
1.000 618.82
1.618 608.60
2.618 592.06
4.250 565.07
Fisher Pivots for day following 01-Aug-1996
Pivot 1 day 3 day
R1 648.59 645.64
PP 646.11 640.22
S1 643.63 634.79

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

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