NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-1996
Day Change Summary
Previous Current
20-Sep-1996 23-Sep-1996 Change Change % Previous Week
Open 736.76 743.42 6.66 0.9% 707.86
High 745.60 743.42 -2.18 -0.3% 745.60
Low 733.16 731.30 -1.86 -0.3% 706.65
Close 743.42 733.41 -10.01 -1.3% 743.42
Range 12.44 12.12 -0.32 -2.6% 38.95
ATR 12.58 12.55 -0.03 -0.3% 0.00
Volume
Daily Pivots for day following 23-Sep-1996
Classic Woodie Camarilla DeMark
R4 772.40 765.03 740.08
R3 760.28 752.91 736.74
R2 748.16 748.16 735.63
R1 740.79 740.79 734.52 738.42
PP 736.04 736.04 736.04 734.86
S1 728.67 728.67 732.30 726.30
S2 723.92 723.92 731.19
S3 711.80 716.55 730.08
S4 699.68 704.43 726.74
Weekly Pivots for week ending 20-Sep-1996
Classic Woodie Camarilla DeMark
R4 848.74 835.03 764.84
R3 809.79 796.08 754.13
R2 770.84 770.84 750.56
R1 757.13 757.13 746.99 763.99
PP 731.89 731.89 731.89 735.32
S1 718.18 718.18 739.85 725.04
S2 692.94 692.94 736.28
S3 653.99 679.23 732.71
S4 615.04 640.28 722.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 745.60 709.22 36.38 5.0% 14.34 2.0% 66% False False
10 745.60 666.03 79.57 10.8% 13.47 1.8% 85% False False
20 745.60 650.48 95.12 13.0% 11.82 1.6% 87% False False
40 745.60 617.68 127.92 17.4% 11.65 1.6% 90% False False
60 745.60 572.79 172.81 23.6% 13.75 1.9% 93% False False
80 745.60 572.79 172.81 23.6% 13.23 1.8% 93% False False
100 745.60 572.79 172.81 23.6% 12.59 1.7% 93% False False
120 745.60 572.79 172.81 23.6% 12.15 1.7% 93% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 794.93
2.618 775.15
1.618 763.03
1.000 755.54
0.618 750.91
HIGH 743.42
0.618 738.79
0.500 737.36
0.382 735.93
LOW 731.30
0.618 723.81
1.000 719.18
1.618 711.69
2.618 699.57
4.250 679.79
Fisher Pivots for day following 23-Sep-1996
Pivot 1 day 3 day
R1 737.36 735.41
PP 736.04 734.74
S1 734.73 734.08

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

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