NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1996
Day Change Summary
Previous Current
19-Nov-1996 20-Nov-1996 Change Change % Previous Week
Open 793.29 805.78 12.49 1.6% 798.66
High 806.22 819.05 12.83 1.6% 814.31
Low 791.25 805.08 13.83 1.7% 790.11
Close 805.78 808.39 2.61 0.3% 799.44
Range 14.97 13.97 -1.00 -6.7% 24.20
ATR 13.95 13.95 0.00 0.0% 0.00
Volume
Daily Pivots for day following 20-Nov-1996
Classic Woodie Camarilla DeMark
R4 852.75 844.54 816.07
R3 838.78 830.57 812.23
R2 824.81 824.81 810.95
R1 816.60 816.60 809.67 820.71
PP 810.84 810.84 810.84 812.89
S1 802.63 802.63 807.11 806.74
S2 796.87 796.87 805.83
S3 782.90 788.66 804.55
S4 768.93 774.69 800.71
Weekly Pivots for week ending 15-Nov-1996
Classic Woodie Camarilla DeMark
R4 873.89 860.86 812.75
R3 849.69 836.66 806.10
R2 825.49 825.49 803.88
R1 812.46 812.46 801.66 818.98
PP 801.29 801.29 801.29 804.54
S1 788.26 788.26 797.22 794.78
S2 777.09 777.09 795.00
S3 752.89 764.06 792.79
S4 728.69 739.86 786.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 819.05 787.71 31.34 3.9% 15.42 1.9% 66% True False
10 819.05 785.08 33.97 4.2% 14.21 1.8% 69% True False
20 819.05 730.45 88.60 11.0% 13.69 1.7% 88% True False
40 819.05 727.14 91.91 11.4% 13.55 1.7% 88% True False
60 819.05 650.48 168.57 20.9% 13.08 1.6% 94% True False
80 819.05 628.30 190.75 23.6% 12.47 1.5% 94% True False
100 819.05 572.79 246.26 30.5% 13.65 1.7% 96% True False
120 819.05 572.79 246.26 30.5% 13.35 1.7% 96% True 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 3.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 878.42
2.618 855.62
1.618 841.65
1.000 833.02
0.618 827.68
HIGH 819.05
0.618 813.71
0.500 812.07
0.382 810.42
LOW 805.08
0.618 796.45
1.000 791.11
1.618 782.48
2.618 768.51
4.250 745.71
Fisher Pivots for day following 20-Nov-1996
Pivot 1 day 3 day
R1 812.07 806.72
PP 810.84 805.05
S1 809.62 803.38

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

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