NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1996
Day Change Summary
Previous Current
11-Dec-1996 12-Dec-1996 Change Change % Previous Week
Open 848.96 856.38 7.42 0.9% 844.63
High 858.20 873.00 14.80 1.7% 855.79
Low 836.10 843.35 7.25 0.9% 807.04
Close 856.38 843.37 -13.01 -1.5% 827.21
Range 22.10 29.65 7.55 34.2% 48.75
ATR 16.54 17.48 0.94 5.7% 0.00
Volume
Daily Pivots for day following 12-Dec-1996
Classic Woodie Camarilla DeMark
R4 942.19 922.43 859.68
R3 912.54 892.78 851.52
R2 882.89 882.89 848.81
R1 863.13 863.13 846.09 858.19
PP 853.24 853.24 853.24 850.77
S1 833.48 833.48 840.65 828.54
S2 823.59 823.59 837.93
S3 793.94 803.83 835.22
S4 764.29 774.18 827.06
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
5 873.00 807.04 65.96 7.8% 26.31 3.1% 55% True False
10 873.00 807.04 65.96 7.8% 19.71 2.3% 55% True False
20 873.00 787.71 85.29 10.1% 17.05 2.0% 65% True False
40 873.00 730.45 142.55 16.9% 15.43 1.8% 79% True False
60 873.00 725.22 147.78 17.5% 14.38 1.7% 80% True False
80 873.00 650.48 222.52 26.4% 13.66 1.6% 87% True False
100 873.00 577.81 295.19 35.0% 13.52 1.6% 90% True False
120 873.00 572.79 300.21 35.6% 14.13 1.7% 90% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 999.01
2.618 950.62
1.618 920.97
1.000 902.65
0.618 891.32
HIGH 873.00
0.618 861.67
0.500 858.18
0.382 854.68
LOW 843.35
0.618 825.03
1.000 813.70
1.618 795.38
2.618 765.73
4.250 717.34
Fisher Pivots for day following 12-Dec-1996
Pivot 1 day 3 day
R1 858.18 854.55
PP 853.24 850.82
S1 848.31 847.10

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

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