NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-1996
Day Change Summary
Previous Current
25-Nov-1996 26-Nov-1996 Change Change % Previous Week
Open 818.51 821.24 2.73 0.3% 799.44
High 822.23 827.92 5.69 0.7% 819.05
Low 813.86 811.67 -2.19 -0.3% 787.71
Close 821.24 825.51 4.27 0.5% 818.51
Range 8.37 16.25 7.88 94.1% 31.34
ATR 13.87 14.04 0.17 1.2% 0.00
Volume
Daily Pivots for day following 26-Nov-1996
Classic Woodie Camarilla DeMark
R4 870.45 864.23 834.45
R3 854.20 847.98 829.98
R2 837.95 837.95 828.49
R1 831.73 831.73 827.00 834.84
PP 821.70 821.70 821.70 823.26
S1 815.48 815.48 824.02 818.59
S2 805.45 805.45 822.53
S3 789.20 799.23 821.04
S4 772.95 782.98 816.57
Weekly Pivots for week ending 22-Nov-1996
Classic Woodie Camarilla DeMark
R4 902.44 891.82 835.75
R3 871.10 860.48 827.13
R2 839.76 839.76 824.26
R1 829.14 829.14 821.38 834.45
PP 808.42 808.42 808.42 811.08
S1 797.80 797.80 815.64 803.11
S2 777.08 777.08 812.76
S3 745.74 766.46 809.89
S4 714.40 735.12 801.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.92 798.14 29.78 3.6% 14.25 1.7% 92% True False
10 827.92 787.71 40.21 4.9% 14.55 1.8% 94% True False
20 827.92 731.21 96.71 11.7% 13.86 1.7% 98% True False
40 827.92 730.45 97.47 11.8% 13.80 1.7% 98% True False
60 827.92 652.29 175.63 21.3% 13.32 1.6% 99% True False
80 827.92 650.48 177.44 21.5% 12.46 1.5% 99% True False
100 827.92 572.79 255.13 30.9% 13.82 1.7% 99% True False
120 827.92 572.79 255.13 30.9% 13.40 1.6% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 3.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 896.98
2.618 870.46
1.618 854.21
1.000 844.17
0.618 837.96
HIGH 827.92
0.618 821.71
0.500 819.80
0.382 817.88
LOW 811.67
0.618 801.63
1.000 795.42
1.618 785.38
2.618 769.13
4.250 742.61
Fisher Pivots for day following 26-Nov-1996
Pivot 1 day 3 day
R1 823.61 821.74
PP 821.70 817.97
S1 819.80 814.20

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

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