NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 23-Oct-1996

Day Change Summary
	Previous	Current
	22-Oct-1996	23-Oct-1996	Change	Change %	Previous Week
Open	746.28	736.64	-9.64	-1.3%	765.64
High	746.66	750.59	3.93	0.5%	786.75
Low	730.55	732.63	2.08	0.3%	751.60
Close	736.64	749.70	13.06	1.8%	756.83
Range	16.11	17.96	1.85	11.5%	35.15
ATR	13.27	13.60	0.34	2.5%	0.00
Volume

Daily Pivots for day following 23-Oct-1996
	Classic	Woodie	Camarilla	DeMark
R4	798.19	791.90	759.58
R3	780.23	773.94	754.64
R2	762.27	762.27	752.99
R1	755.98	755.98	751.35	759.13
PP	744.31	744.31	744.31	745.88
S1	738.02	738.02	748.05	741.17
S2	726.35	726.35	746.41
S3	708.39	720.06	744.76
S4	690.43	702.10	739.82

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	772.96	730.55	42.41	5.7%	15.93	2.1%	45%	False	False
10	786.75	730.55	56.20	7.5%	14.15	1.9%	34%	False	False
20	786.75	727.14	59.61	8.0%	13.41	1.8%	38%	False	False
40	786.75	650.48	136.27	18.2%	12.77	1.7%	73%	False	False
60	786.75	628.30	158.45	21.1%	12.07	1.6%	77%	False	False
80	786.75	572.79	213.96	28.5%	13.64	1.8%	83%	False	False
100	786.75	572.79	213.96	28.5%	13.28	1.8%	83%	False	False
120	786.75	572.79	213.96	28.5%	12.63	1.7%	83%	False	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	2.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	826.92
2.618	797.61
1.618	779.65
1.000	768.55
0.618	761.69
HIGH	750.59
0.618	743.73
0.500	741.61
0.382	739.49
LOW	732.63
0.618	721.53
1.000	714.67
1.618	703.57
2.618	685.61
4.250	656.30

Fisher Pivots for day following 23-Oct-1996
Pivot	1 day	3 day
R1	747.00	749.00
PP	744.31	748.30
S1	741.61	747.60

Download as Excel Spreadsheet

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

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