NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1996
Day Change Summary
Previous Current
16-Sep-1996 17-Sep-1996 Change Change % Previous Week
Open 707.86 709.22 1.36 0.2% 664.22
High 715.85 724.20 8.35 1.2% 707.91
Low 706.65 709.22 2.57 0.4% 663.53
Close 709.22 722.50 13.28 1.9% 707.86
Range 9.20 14.98 5.78 62.8% 44.38
ATR 11.82 12.05 0.23 1.9% 0.00
Volume
Daily Pivots for day following 17-Sep-1996
Classic Woodie Camarilla DeMark
R4 763.58 758.02 730.74
R3 748.60 743.04 726.62
R2 733.62 733.62 725.25
R1 728.06 728.06 723.87 730.84
PP 718.64 718.64 718.64 720.03
S1 713.08 713.08 721.13 715.86
S2 703.66 703.66 719.75
S3 688.68 698.10 718.38
S4 673.70 683.12 714.26
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
5 724.20 666.03 58.17 8.1% 13.92 1.9% 97% True False
10 724.20 652.29 71.91 10.0% 12.41 1.7% 98% True False
20 724.20 650.48 73.72 10.2% 10.98 1.5% 98% True False
40 724.20 577.81 146.39 20.3% 12.49 1.7% 99% True False
60 724.20 572.79 151.41 21.0% 13.71 1.9% 99% True False
80 724.20 572.79 151.41 21.0% 12.97 1.8% 99% True False
100 724.20 572.79 151.41 21.0% 12.24 1.7% 99% True False
120 724.20 572.79 151.41 21.0% 11.88 1.6% 99% True 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 1.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 787.87
2.618 763.42
1.618 748.44
1.000 739.18
0.618 733.46
HIGH 724.20
0.618 718.48
0.500 716.71
0.382 714.94
LOW 709.22
0.618 699.96
1.000 694.24
1.618 684.98
2.618 670.00
4.250 645.56
Fisher Pivots for day following 17-Sep-1996
Pivot 1 day 3 day
R1 720.57 716.64
PP 718.64 710.78
S1 716.71 704.93

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

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