NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-1996
Day Change Summary
Previous Current
21-Aug-1996 22-Aug-1996 Change Change % Previous Week
Open 662.87 681.63 18.76 2.8% 678.31
High 667.43 681.63 14.20 2.1% 681.92
Low 658.47 667.42 8.95 1.4% 666.57
Close 667.42 681.63 14.21 2.1% 672.28
Range 8.96 14.21 5.25 58.6% 15.35
ATR 12.42 12.55 0.13 1.0% 0.00
Volume
Daily Pivots for day following 22-Aug-1996
Classic Woodie Camarilla DeMark
R4 719.52 714.79 689.45
R3 705.31 700.58 685.54
R2 691.10 691.10 684.24
R1 686.37 686.37 682.93 688.74
PP 676.89 676.89 676.89 678.08
S1 672.16 672.16 680.33 674.53
S2 662.68 662.68 679.02
S3 648.47 657.95 677.72
S4 634.26 643.74 673.81
Weekly Pivots for week ending 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 719.64 711.31 680.72
R3 704.29 695.96 676.50
R2 688.94 688.94 675.09
R1 680.61 680.61 673.69 677.10
PP 673.59 673.59 673.59 671.84
S1 665.26 665.26 670.87 661.75
S2 658.24 658.24 669.47
S3 642.89 649.91 668.06
S4 627.54 634.56 663.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681.63 658.47 23.16 3.4% 9.36 1.4% 100% True False
10 682.27 658.47 23.80 3.5% 9.79 1.4% 97% False False
20 682.48 617.68 64.80 9.5% 11.75 1.7% 99% False False
40 687.95 572.79 115.16 16.9% 14.94 2.2% 95% False False
60 704.09 572.79 131.30 19.3% 13.74 2.0% 83% False False
80 704.09 572.79 131.30 19.3% 12.78 1.9% 83% False False
100 704.09 572.79 131.30 19.3% 12.17 1.8% 83% False False
120 704.09 572.79 131.30 19.3% 12.14 1.8% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.15
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 742.02
2.618 718.83
1.618 704.62
1.000 695.84
0.618 690.41
HIGH 681.63
0.618 676.20
0.500 674.53
0.382 672.85
LOW 667.42
0.618 658.64
1.000 653.21
1.618 644.43
2.618 630.22
4.250 607.03
Fisher Pivots for day following 22-Aug-1996
Pivot 1 day 3 day
R1 679.26 677.77
PP 676.89 673.91
S1 674.53 670.05

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

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