NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1996
Day Change Summary
Previous Current
18-Oct-1996 21-Oct-1996 Change Change % Previous Week
Open 755.77 756.83 1.06 0.1% 765.64
High 758.49 764.64 6.15 0.8% 786.75
Low 751.60 743.15 -8.45 -1.1% 751.60
Close 756.83 746.28 -10.55 -1.4% 756.83
Range 6.89 21.49 14.60 211.9% 35.15
ATR 12.40 13.05 0.65 5.2% 0.00
Volume
Daily Pivots for day following 21-Oct-1996
Classic Woodie Camarilla DeMark
R4 815.83 802.54 758.10
R3 794.34 781.05 752.19
R2 772.85 772.85 750.22
R1 759.56 759.56 748.25 755.46
PP 751.36 751.36 751.36 749.31
S1 738.07 738.07 744.31 733.97
S2 729.87 729.87 742.34
S3 708.38 716.58 740.37
S4 686.89 695.09 734.46
Weekly Pivots for week ending 18-Oct-1996
Classic Woodie Camarilla DeMark
R4 870.51 848.82 776.16
R3 835.36 813.67 766.50
R2 800.21 800.21 763.27
R1 778.52 778.52 760.05 771.79
PP 765.06 765.06 765.06 761.70
S1 743.37 743.37 753.61 736.64
S2 729.91 729.91 750.39
S3 694.76 708.22 747.16
S4 659.61 673.07 737.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.75 743.15 43.60 5.8% 14.94 2.0% 7% False True
10 786.75 743.15 43.60 5.8% 13.90 1.9% 7% False True
20 786.75 727.14 59.61 8.0% 12.67 1.7% 32% False False
40 786.75 650.48 136.27 18.3% 12.24 1.6% 70% False False
60 786.75 617.68 169.07 22.7% 11.99 1.6% 76% False False
80 786.75 572.79 213.96 28.7% 13.48 1.8% 81% False False
100 786.75 572.79 213.96 28.7% 13.12 1.8% 81% False False
120 786.75 572.79 213.96 28.7% 12.60 1.7% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 855.97
2.618 820.90
1.618 799.41
1.000 786.13
0.618 777.92
HIGH 764.64
0.618 756.43
0.500 753.90
0.382 751.36
LOW 743.15
0.618 729.87
1.000 721.66
1.618 708.38
2.618 686.89
4.250 651.82
Fisher Pivots for day following 21-Oct-1996
Pivot 1 day 3 day
R1 753.90 758.06
PP 751.36 754.13
S1 748.82 750.21

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

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