NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1996
Day Change Summary
Previous Current
13-Dec-1996 16-Dec-1996 Change Change % Previous Week
Open 843.37 828.45 -14.92 -1.8% 827.21
High 843.37 836.44 -6.93 -0.8% 873.00
Low 825.49 802.91 -22.58 -2.7% 825.49
Close 828.45 804.62 -23.83 -2.9% 828.45
Range 17.88 33.53 15.65 87.5% 47.51
ATR 17.50 18.65 1.14 6.5% 0.00
Volume
Daily Pivots for day following 16-Dec-1996
Classic Woodie Camarilla DeMark
R4 915.25 893.46 823.06
R3 881.72 859.93 813.84
R2 848.19 848.19 810.77
R1 826.40 826.40 807.69 820.53
PP 814.66 814.66 814.66 811.72
S1 792.87 792.87 801.55 787.00
S2 781.13 781.13 798.47
S3 747.60 759.34 795.40
S4 714.07 725.81 786.18
Weekly Pivots for week ending 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 984.84 954.16 854.58
R3 937.33 906.65 841.52
R2 889.82 889.82 837.16
R1 859.14 859.14 832.81 874.48
PP 842.31 842.31 842.31 849.99
S1 811.63 811.63 824.09 826.97
S2 794.80 794.80 819.74
S3 747.29 764.12 815.38
S4 699.78 716.61 802.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 873.00 802.91 70.09 8.7% 24.78 3.1% 2% False True
10 873.00 802.91 70.09 8.7% 22.74 2.8% 2% False True
20 873.00 787.71 85.29 10.6% 17.87 2.2% 20% False False
40 873.00 730.45 142.55 17.7% 16.11 2.0% 52% False False
60 873.00 727.14 145.86 18.1% 14.81 1.8% 53% False False
80 873.00 650.48 222.52 27.7% 14.01 1.7% 69% False False
100 873.00 617.68 255.32 31.7% 13.56 1.7% 73% False False
120 873.00 572.79 300.21 37.3% 14.32 1.8% 77% False 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 4.65
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 978.94
2.618 924.22
1.618 890.69
1.000 869.97
0.618 857.16
HIGH 836.44
0.618 823.63
0.500 819.68
0.382 815.72
LOW 802.91
0.618 782.19
1.000 769.38
1.618 748.66
2.618 715.13
4.250 660.41
Fisher Pivots for day following 16-Dec-1996
Pivot 1 day 3 day
R1 819.68 837.96
PP 814.66 826.84
S1 809.64 815.73

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

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