NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1996
Day Change Summary
Previous Current
27-Sep-1996 30-Sep-1996 Change Change % Previous Week
Open 744.61 744.73 0.12 0.0% 743.42
High 747.43 748.87 1.44 0.2% 757.83
Low 740.94 737.14 -3.80 -0.5% 731.30
Close 744.73 737.58 -7.15 -1.0% 744.73
Range 6.49 11.73 5.24 80.7% 26.53
ATR 12.01 11.99 -0.02 -0.2% 0.00
Volume
Daily Pivots for day following 30-Sep-1996
Classic Woodie Camarilla DeMark
R4 776.39 768.71 744.03
R3 764.66 756.98 740.81
R2 752.93 752.93 739.73
R1 745.25 745.25 738.66 743.23
PP 741.20 741.20 741.20 740.18
S1 733.52 733.52 736.50 731.50
S2 729.47 729.47 735.43
S3 717.74 721.79 734.35
S4 706.01 710.06 731.13
Weekly Pivots for week ending 27-Sep-1996
Classic Woodie Camarilla DeMark
R4 824.21 811.00 759.32
R3 797.68 784.47 752.03
R2 771.15 771.15 749.59
R1 757.94 757.94 747.16 764.55
PP 744.62 744.62 744.62 747.92
S1 731.41 731.41 742.30 738.02
S2 718.09 718.09 739.87
S3 691.56 704.88 737.43
S4 665.03 678.35 730.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757.83 731.59 26.24 3.6% 10.75 1.5% 23% False False
10 757.83 709.22 48.61 6.6% 12.55 1.7% 58% False False
20 757.83 650.48 107.35 14.6% 12.68 1.7% 81% False False
40 757.83 650.48 107.35 14.6% 11.06 1.5% 81% False False
60 757.83 572.79 185.04 25.1% 13.78 1.9% 89% False False
80 757.83 572.79 185.04 25.1% 13.26 1.8% 89% False False
100 757.83 572.79 185.04 25.1% 12.48 1.7% 89% False False
120 757.83 572.79 185.04 25.1% 12.17 1.6% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 798.72
2.618 779.58
1.618 767.85
1.000 760.60
0.618 756.12
HIGH 748.87
0.618 744.39
0.500 743.01
0.382 741.62
LOW 737.14
0.618 729.89
1.000 725.41
1.618 718.16
2.618 706.43
4.250 687.29
Fisher Pivots for day following 30-Sep-1996
Pivot 1 day 3 day
R1 743.01 747.49
PP 741.20 744.18
S1 739.39 740.88

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

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