NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1996
Day Change Summary
Previous Current
13-Sep-1996 16-Sep-1996 Change Change % Previous Week
Open 685.65 707.86 22.21 3.2% 664.22
High 707.91 715.85 7.94 1.1% 707.91
Low 685.65 706.65 21.00 3.1% 663.53
Close 707.86 709.22 1.36 0.2% 707.86
Range 22.26 9.20 -13.06 -58.7% 44.38
ATR 12.03 11.82 -0.20 -1.7% 0.00
Volume
Daily Pivots for day following 16-Sep-1996
Classic Woodie Camarilla DeMark
R4 738.17 732.90 714.28
R3 728.97 723.70 711.75
R2 719.77 719.77 710.91
R1 714.50 714.50 710.06 717.14
PP 710.57 710.57 710.57 711.89
S1 705.30 705.30 708.38 707.94
S2 701.37 701.37 707.53
S3 692.17 696.10 706.69
S4 682.97 686.90 704.16
Weekly Pivots for week ending 13-Sep-1996
Classic Woodie Camarilla DeMark
R4 826.24 811.43 732.27
R3 781.86 767.05 720.06
R2 737.48 737.48 716.00
R1 722.67 722.67 711.93 730.08
PP 693.10 693.10 693.10 696.80
S1 678.29 678.29 703.79 685.70
S2 648.72 648.72 699.72
S3 604.34 633.91 695.66
S4 559.96 589.53 683.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 715.85 666.03 49.82 7.0% 12.60 1.8% 87% True False
10 715.85 650.48 65.37 9.2% 12.81 1.8% 90% True False
20 715.85 650.48 65.37 9.2% 10.53 1.5% 90% True False
40 715.85 577.81 138.04 19.5% 12.47 1.8% 95% True False
60 715.85 572.79 143.06 20.2% 13.61 1.9% 95% True False
80 715.85 572.79 143.06 20.2% 12.88 1.8% 95% True False
100 715.85 572.79 143.06 20.2% 12.18 1.7% 95% True False
120 715.85 572.79 143.06 20.2% 11.84 1.7% 95% True False
Crabel Price Patterns
NR True
NR4 True
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 1.82
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 754.95
2.618 739.94
1.618 730.74
1.000 725.05
0.618 721.54
HIGH 715.85
0.618 712.34
0.500 711.25
0.382 710.16
LOW 706.65
0.618 700.96
1.000 697.45
1.618 691.76
2.618 682.56
4.250 667.55
Fisher Pivots for day following 16-Sep-1996
Pivot 1 day 3 day
R1 711.25 704.58
PP 710.57 699.93
S1 709.90 695.29

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

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