NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 01-Nov-1996
Day Change Summary
Previous Current
31-Oct-1996 01-Nov-1996 Change Change % Previous Week
Open 736.36 751.99 15.63 2.1% 743.55
High 752.63 760.13 7.50 1.0% 760.13
Low 736.36 748.97 12.61 1.7% 730.45
Close 751.99 755.51 3.52 0.5% 755.51
Range 16.27 11.16 -5.11 -31.4% 29.68
ATR 13.40 13.24 -0.16 -1.2% 0.00
Volume
Daily Pivots for day following 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 788.35 783.09 761.65
R3 777.19 771.93 758.58
R2 766.03 766.03 757.56
R1 760.77 760.77 756.53 763.40
PP 754.87 754.87 754.87 756.19
S1 749.61 749.61 754.49 752.24
S2 743.71 743.71 753.46
S3 732.55 738.45 752.44
S4 721.39 727.29 749.37
Weekly Pivots for week ending 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 837.74 826.30 771.83
R3 808.06 796.62 763.67
R2 778.38 778.38 760.95
R1 766.94 766.94 758.23 772.66
PP 748.70 748.70 748.70 751.56
S1 737.26 737.26 752.79 742.98
S2 719.02 719.02 750.07
S3 689.34 707.58 747.35
S4 659.66 677.90 739.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 760.13 730.45 29.68 3.9% 13.06 1.7% 84% True False
10 764.64 730.45 34.19 4.5% 14.44 1.9% 73% False False
20 786.75 730.45 56.30 7.5% 13.48 1.8% 45% False False
40 786.75 663.53 123.22 16.3% 12.99 1.7% 75% False False
60 786.75 650.48 136.27 18.0% 11.98 1.6% 77% False False
80 786.75 572.79 213.96 28.3% 13.60 1.8% 85% False False
100 786.75 572.79 213.96 28.3% 13.41 1.8% 85% False False
120 786.75 572.79 213.96 28.3% 12.74 1.7% 85% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 807.56
2.618 789.35
1.618 778.19
1.000 771.29
0.618 767.03
HIGH 760.13
0.618 755.87
0.500 754.55
0.382 753.23
LOW 748.97
0.618 742.07
1.000 737.81
1.618 730.91
2.618 719.75
4.250 701.54
Fisher Pivots for day following 01-Nov-1996
Pivot 1 day 3 day
R1 755.19 752.23
PP 754.87 748.95
S1 754.55 745.67

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

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