NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-1996
Day Change Summary
Previous Current
06-Dec-1996 09-Dec-1996 Change Change % Previous Week
Open 835.80 827.21 -8.59 -1.0% 844.63
High 836.66 856.66 20.00 2.4% 855.79
Low 807.04 827.21 20.17 2.5% 807.04
Close 827.21 856.64 29.43 3.6% 827.21
Range 29.62 29.45 -0.17 -0.6% 48.75
ATR 14.70 15.75 1.05 7.2% 0.00
Volume
Daily Pivots for day following 09-Dec-1996
Classic Woodie Camarilla DeMark
R4 935.19 925.36 872.84
R3 905.74 895.91 864.74
R2 876.29 876.29 862.04
R1 866.46 866.46 859.34 871.38
PP 846.84 846.84 846.84 849.29
S1 837.01 837.01 853.94 841.93
S2 817.39 817.39 851.24
S3 787.94 807.56 848.54
S4 758.49 778.11 840.44
Weekly Pivots for week ending 06-Dec-1996
Classic Woodie Camarilla DeMark
R4 976.26 950.49 854.02
R3 927.51 901.74 840.62
R2 878.76 878.76 836.15
R1 852.99 852.99 831.68 841.50
PP 830.01 830.01 830.01 824.27
S1 804.24 804.24 822.74 792.75
S2 781.26 781.26 818.27
S3 732.51 755.49 813.80
S4 683.76 706.74 800.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 856.66 807.04 49.62 5.8% 20.69 2.4% 100% True False
10 856.66 807.04 49.62 5.8% 15.87 1.9% 100% True False
20 856.66 787.71 68.95 8.0% 15.33 1.8% 100% True False
40 856.66 730.45 126.21 14.7% 14.54 1.7% 100% True False
60 856.66 706.65 150.01 17.5% 13.89 1.6% 100% True False
80 856.66 650.48 206.18 24.1% 13.05 1.5% 100% True False
100 856.66 577.81 278.85 32.6% 13.39 1.6% 100% True False
120 856.66 572.79 283.87 33.1% 13.86 1.6% 100% 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 2.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 981.82
2.618 933.76
1.618 904.31
1.000 886.11
0.618 874.86
HIGH 856.66
0.618 845.41
0.500 841.94
0.382 838.46
LOW 827.21
0.618 809.01
1.000 797.76
1.618 779.56
2.618 750.11
4.250 702.05
Fisher Pivots for day following 09-Dec-1996
Pivot 1 day 3 day
R1 851.74 848.38
PP 846.84 840.11
S1 841.94 831.85

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

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