NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1996
Day Change Summary
Previous Current
26-Aug-1996 27-Aug-1996 Change Change % Previous Week
Open 677.57 672.92 -4.65 -0.7% 672.28
High 678.48 679.08 0.60 0.1% 685.15
Low 671.69 672.86 1.17 0.2% 658.47
Close 672.92 679.05 6.13 0.9% 677.57
Range 6.79 6.22 -0.57 -8.4% 26.68
ATR 11.84 11.43 -0.40 -3.4% 0.00
Volume
Daily Pivots for day following 27-Aug-1996
Classic Woodie Camarilla DeMark
R4 695.66 693.57 682.47
R3 689.44 687.35 680.76
R2 683.22 683.22 680.19
R1 681.13 681.13 679.62 682.18
PP 677.00 677.00 677.00 677.52
S1 674.91 674.91 678.48 675.96
S2 670.78 670.78 677.91
S3 664.56 668.69 677.34
S4 658.34 662.47 675.63
Weekly Pivots for week ending 23-Aug-1996
Classic Woodie Camarilla DeMark
R4 753.77 742.35 692.24
R3 727.09 715.67 684.91
R2 700.41 700.41 682.46
R1 688.99 688.99 680.02 694.70
PP 673.73 673.73 673.73 676.59
S1 662.31 662.31 675.12 668.02
S2 647.05 647.05 672.68
S3 620.37 635.63 670.23
S4 593.69 608.95 662.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 685.15 658.47 26.68 3.9% 8.83 1.3% 77% False False
10 685.15 658.47 26.68 3.9% 8.37 1.2% 77% False False
20 685.15 628.30 56.85 8.4% 10.66 1.6% 89% False False
40 687.07 572.79 114.28 16.8% 14.51 2.1% 93% False False
60 704.09 572.79 131.30 19.3% 13.63 2.0% 81% False False
80 704.09 572.79 131.30 19.3% 12.56 1.8% 81% False False
100 704.09 572.79 131.30 19.3% 12.20 1.8% 81% False False
120 704.09 572.79 131.30 19.3% 12.06 1.8% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.77
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 705.52
2.618 695.36
1.618 689.14
1.000 685.30
0.618 682.92
HIGH 679.08
0.618 676.70
0.500 675.97
0.382 675.24
LOW 672.86
0.618 669.02
1.000 666.64
1.618 662.80
2.618 656.58
4.250 646.43
Fisher Pivots for day following 27-Aug-1996
Pivot 1 day 3 day
R1 678.02 678.84
PP 677.00 678.63
S1 675.97 678.42

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

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