NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-1996
Day Change Summary
Previous Current
25-Sep-1996 26-Sep-1996 Change Change % Previous Week
Open 736.59 745.73 9.14 1.2% 707.86
High 746.09 757.83 11.74 1.6% 745.60
Low 736.59 741.57 4.98 0.7% 706.65
Close 745.73 744.61 -1.12 -0.2% 743.42
Range 9.50 16.26 6.76 71.2% 38.95
ATR 12.15 12.44 0.29 2.4% 0.00
Volume
Daily Pivots for day following 26-Sep-1996
Classic Woodie Camarilla DeMark
R4 796.78 786.96 753.55
R3 780.52 770.70 749.08
R2 764.26 764.26 747.59
R1 754.44 754.44 746.10 751.22
PP 748.00 748.00 748.00 746.40
S1 738.18 738.18 743.12 734.96
S2 731.74 731.74 741.63
S3 715.48 721.92 740.14
S4 699.22 705.66 735.67
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
5 757.83 731.30 26.53 3.6% 12.02 1.6% 50% True False
10 757.83 685.65 72.18 9.7% 13.87 1.9% 82% True False
20 757.83 650.48 107.35 14.4% 12.72 1.7% 88% True False
40 757.83 635.36 122.47 16.4% 11.51 1.5% 89% True False
60 757.83 572.79 185.04 24.9% 13.87 1.9% 93% True False
80 757.83 572.79 185.04 24.9% 13.38 1.8% 93% True False
100 757.83 572.79 185.04 24.9% 12.55 1.7% 93% True False
120 757.83 572.79 185.04 24.9% 12.19 1.6% 93% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.90
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 826.94
2.618 800.40
1.618 784.14
1.000 774.09
0.618 767.88
HIGH 757.83
0.618 751.62
0.500 749.70
0.382 747.78
LOW 741.57
0.618 731.52
1.000 725.31
1.618 715.26
2.618 699.00
4.250 672.47
Fisher Pivots for day following 26-Sep-1996
Pivot 1 day 3 day
R1 749.70 744.71
PP 748.00 744.68
S1 746.31 744.64

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

View Archives - Comment on this page... - Back to Index of Symbols