NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-1996
Day Change Summary
Previous Current
13-Nov-1996 14-Nov-1996 Change Change % Previous Week
Open 794.09 798.70 4.61 0.6% 755.51
High 801.22 810.25 9.03 1.1% 800.87
Low 790.11 795.62 5.51 0.7% 751.45
Close 798.70 809.75 11.05 1.4% 798.66
Range 11.11 14.63 3.52 31.7% 49.42
ATR 13.34 13.43 0.09 0.7% 0.00
Volume
Daily Pivots for day following 14-Nov-1996
Classic Woodie Camarilla DeMark
R4 849.10 844.05 817.80
R3 834.47 829.42 813.77
R2 819.84 819.84 812.43
R1 814.79 814.79 811.09 817.32
PP 805.21 805.21 805.21 806.47
S1 800.16 800.16 808.41 802.69
S2 790.58 790.58 807.07
S3 775.95 785.53 805.73
S4 761.32 770.90 801.70
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
5 810.78 787.82 22.96 2.8% 12.77 1.6% 96% False False
10 810.78 748.97 61.81 7.6% 13.36 1.6% 98% False False
20 810.78 730.45 80.33 9.9% 13.69 1.7% 99% False False
40 810.78 727.14 83.64 10.3% 13.08 1.6% 99% False False
60 810.78 650.48 160.30 19.8% 12.62 1.6% 99% False False
80 810.78 605.05 205.73 25.4% 12.42 1.5% 99% False False
100 810.78 572.79 237.99 29.4% 13.58 1.7% 100% False False
120 810.78 572.79 237.99 29.4% 13.16 1.6% 100% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 872.43
2.618 848.55
1.618 833.92
1.000 824.88
0.618 819.29
HIGH 810.25
0.618 804.66
0.500 802.94
0.382 801.21
LOW 795.62
0.618 786.58
1.000 780.99
1.618 771.95
2.618 757.32
4.250 733.44
Fisher Pivots for day following 14-Nov-1996
Pivot 1 day 3 day
R1 807.48 806.65
PP 805.21 803.55
S1 802.94 800.45

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

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