NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Dec-1996

Day Change Summary
	Previous	Current
	10-Dec-1996	11-Dec-1996	Change	Change %	Previous Week
Open	848.96	848.96	0.00	0.0%	844.63
High	869.71	858.20	-11.51	-1.3%	855.79
Low	848.96	836.10	-12.86	-1.5%	807.04
Close	848.96	856.38	7.42	0.9%	827.21
Range	20.75	22.10	1.35	6.5%	48.75
ATR	16.11	16.54	0.43	2.7%	0.00
Volume

Daily Pivots for day following 11-Dec-1996
	Classic	Woodie	Camarilla	DeMark
R4	916.53	908.55	868.54
R3	894.43	886.45	862.46
R2	872.33	872.33	860.43
R1	864.35	864.35	858.41	868.34
PP	850.23	850.23	850.23	852.22
S1	842.25	842.25	854.35	846.24
S2	828.13	828.13	852.33
S3	806.03	820.15	850.30
S4	783.93	798.05	844.23

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	869.71	807.04	62.67	7.3%	22.12	2.6%	79%	False	False
10	869.71	807.04	62.67	7.3%	17.69	2.1%	79%	False	False
20	869.71	787.71	82.00	9.6%	16.12	1.9%	84%	False	False
40	869.71	730.45	139.26	16.3%	15.01	1.8%	90%	False	False
60	869.71	716.72	152.99	17.9%	14.20	1.7%	91%	False	False
80	869.71	650.48	219.23	25.6%	13.40	1.6%	94%	False	False
100	869.71	577.81	291.90	34.1%	13.52	1.6%	95%	False	False
120	869.71	572.79	296.92	34.7%	13.96	1.6%	96%	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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	952.13
2.618	916.06
1.618	893.96
1.000	880.30
0.618	871.86
HIGH	858.20
0.618	849.76
0.500	847.15
0.382	844.54
LOW	836.10
0.618	822.44
1.000	814.00
1.618	800.34
2.618	778.24
4.250	742.18

Fisher Pivots for day following 11-Dec-1996
Pivot	1 day	3 day
R1	853.30	853.74
PP	850.23	851.10
S1	847.15	848.46

Download as Excel Spreadsheet

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

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