NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 05-Dec-1996

Day Change Summary
	Previous	Current
	04-Dec-1996	05-Dec-1996	Change	Change %	Previous Week
Open	837.91	834.65	-3.26	-0.4%	818.51
High	842.58	840.90	-1.68	-0.2%	836.15
Low	826.26	832.24	5.98	0.7%	811.67
Close	834.65	835.80	1.15	0.1%	834.01
Range	16.32	8.66	-7.66	-46.9%	24.48
ATR	13.93	13.55	-0.38	-2.7%	0.00
Volume

Daily Pivots for day following 05-Dec-1996
	Classic	Woodie	Camarilla	DeMark
R4	862.29	857.71	840.56
R3	853.63	849.05	838.18
R2	844.97	844.97	837.39
R1	840.39	840.39	836.59	842.68
PP	836.31	836.31	836.31	837.46
S1	831.73	831.73	835.01	834.02
S2	827.65	827.65	834.21
S3	818.99	823.07	833.42
S4	810.33	814.41	831.04

Weekly Pivots for week ending 29-Nov-1996
	Classic	Woodie	Camarilla	DeMark
R4	900.72	891.84	847.47
R3	876.24	867.36	840.74
R2	851.76	851.76	838.50
R1	842.88	842.88	836.25	847.32
PP	827.28	827.28	827.28	829.50
S1	818.40	818.40	831.77	822.84
S2	802.80	802.80	829.52
S3	778.32	793.92	827.28
S4	753.84	769.44	820.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	855.79	826.26	29.53	3.5%	13.10	1.6%	32%	False	False
10	855.79	798.14	57.65	6.9%	13.22	1.6%	65%	False	False
20	855.79	785.08	70.71	8.5%	13.72	1.6%	72%	False	False
40	855.79	730.45	125.34	15.0%	13.69	1.6%	84%	False	False
60	855.79	674.73	181.06	21.7%	13.49	1.6%	89%	False	False
80	855.79	650.48	205.31	24.6%	12.51	1.5%	90%	False	False
100	855.79	577.81	277.98	33.3%	13.16	1.6%	93%	False	False
120	855.79	572.79	283.00	33.9%	13.57	1.6%	93%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.18
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	877.71
2.618	863.57
1.618	854.91
1.000	849.56
0.618	846.25
HIGH	840.90
0.618	837.59
0.500	836.57
0.382	835.55
LOW	832.24
0.618	826.89
1.000	823.58
1.618	818.23
2.618	809.57
4.250	795.44

Fisher Pivots for day following 05-Dec-1996
Pivot	1 day	3 day
R1	836.57	841.03
PP	836.31	839.28
S1	836.06	837.54

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols