NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1996
Day Change Summary
Previous Current
04-Sep-1996 05-Sep-1996 Change Change % Previous Week
Open 669.29 669.20 -0.09 0.0% 677.57
High 672.34 669.20 -3.14 -0.5% 681.41
Low 666.25 652.29 -13.96 -2.1% 663.17
Close 669.20 652.32 -16.88 -2.5% 663.57
Range 6.09 16.91 10.82 177.7% 18.24
ATR 10.96 11.38 0.43 3.9% 0.00
Volume
Daily Pivots for day following 05-Sep-1996
Classic Woodie Camarilla DeMark
R4 708.67 697.40 661.62
R3 691.76 680.49 656.97
R2 674.85 674.85 655.42
R1 663.58 663.58 653.87 660.76
PP 657.94 657.94 657.94 656.53
S1 646.67 646.67 650.77 643.85
S2 641.03 641.03 649.22
S3 624.12 629.76 647.67
S4 607.21 612.85 643.02
Weekly Pivots for week ending 30-Aug-1996
Classic Woodie Camarilla DeMark
R4 724.10 712.08 673.60
R3 705.86 693.84 668.59
R2 687.62 687.62 666.91
R1 675.60 675.60 665.24 672.49
PP 669.38 669.38 669.38 667.83
S1 657.36 657.36 661.90 654.25
S2 651.14 651.14 660.23
S3 632.90 639.12 658.55
S4 614.66 620.88 653.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679.67 650.48 29.19 4.5% 12.19 1.9% 6% False False
10 685.15 650.48 34.67 5.3% 10.07 1.5% 5% False False
20 685.15 650.48 34.67 5.3% 9.52 1.5% 5% False False
40 685.15 572.79 112.36 17.2% 14.66 2.2% 71% False False
60 702.14 572.79 129.35 19.8% 13.63 2.1% 61% False False
80 704.09 572.79 131.30 20.1% 12.55 1.9% 61% False False
100 704.09 572.79 131.30 20.1% 12.22 1.9% 61% False False
120 704.09 572.79 131.30 20.1% 11.87 1.8% 61% 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 1.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 741.07
2.618 713.47
1.618 696.56
1.000 686.11
0.618 679.65
HIGH 669.20
0.618 662.74
0.500 660.75
0.382 658.75
LOW 652.29
0.618 641.84
1.000 635.38
1.618 624.93
2.618 608.02
4.250 580.42
Fisher Pivots for day following 05-Sep-1996
Pivot 1 day 3 day
R1 660.75 661.41
PP 657.94 658.38
S1 655.13 655.35

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

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