NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 12-Nov-1996

Day Change Summary
	Previous	Current
	11-Nov-1996	12-Nov-1996	Change	Change %	Previous Week
Open	798.66	804.72	6.06	0.8%	755.51
High	804.98	810.78	5.80	0.7%	800.87
Low	795.67	793.03	-2.64	-0.3%	751.45
Close	804.72	794.09	-10.63	-1.3%	798.66
Range	9.31	17.75	8.44	90.7%	49.42
ATR	13.19	13.51	0.33	2.5%	0.00
Volume

Daily Pivots for day following 12-Nov-1996
	Classic	Woodie	Camarilla	DeMark
R4	852.55	841.07	803.85
R3	834.80	823.32	798.97
R2	817.05	817.05	797.34
R1	805.57	805.57	795.72	802.44
PP	799.30	799.30	799.30	797.73
S1	787.82	787.82	792.46	784.69
S2	781.55	781.55	790.84
S3	763.80	770.07	789.21
S4	746.05	752.32	784.33

Weekly Pivots for week ending 08-Nov-1996
	Classic	Woodie	Camarilla	DeMark
R4	931.92	914.71	825.84
R3	882.50	865.29	812.25
R2	833.08	833.08	807.72
R1	815.87	815.87	803.19	824.48
PP	783.66	783.66	783.66	787.96
S1	766.45	766.45	794.13	775.06
S2	734.24	734.24	789.60
S3	684.82	717.03	785.07
S4	635.40	667.61	771.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	810.78	767.08	43.70	5.5%	14.75	1.9%	62%	True	False
10	810.78	731.21	79.57	10.0%	13.17	1.7%	79%	True	False
20	810.78	730.45	80.33	10.1%	13.90	1.7%	79%	True	False
40	810.78	716.72	94.06	11.8%	13.24	1.7%	82%	True	False
60	810.78	650.48	160.30	20.2%	12.49	1.6%	90%	True	False
80	810.78	577.81	232.97	29.3%	12.87	1.6%	93%	True	False
100	810.78	572.79	237.99	30.0%	13.52	1.7%	93%	True	False
120	810.78	572.79	237.99	30.0%	13.06	1.6%	93%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	886.22
2.618	857.25
1.618	839.50
1.000	828.53
0.618	821.75
HIGH	810.78
0.618	804.00
0.500	801.91
0.382	799.81
LOW	793.03
0.618	782.06
1.000	775.28
1.618	764.31
2.618	746.56
4.250	717.59

Fisher Pivots for day following 12-Nov-1996
Pivot	1 day	3 day
R1	801.91	799.30
PP	799.30	797.56
S1	796.70	795.83

Download as Excel Spreadsheet

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

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