NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-1996
Day Change Summary
Previous Current
16-Dec-1996 17-Dec-1996 Change Change % Previous Week
Open 828.45 804.62 -23.83 -2.9% 827.21
High 836.44 816.28 -20.16 -2.4% 873.00
Low 802.91 798.13 -4.78 -0.6% 825.49
Close 804.62 815.79 11.17 1.4% 828.45
Range 33.53 18.15 -15.38 -45.9% 47.51
ATR 18.65 18.61 -0.04 -0.2% 0.00
Volume
Daily Pivots for day following 17-Dec-1996
Classic Woodie Camarilla DeMark
R4 864.52 858.30 825.77
R3 846.37 840.15 820.78
R2 828.22 828.22 819.12
R1 822.00 822.00 817.45 825.11
PP 810.07 810.07 810.07 811.62
S1 803.85 803.85 814.13 806.96
S2 791.92 791.92 812.46
S3 773.77 785.70 810.80
S4 755.62 767.55 805.81
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
5 873.00 798.13 74.87 9.2% 24.26 3.0% 24% False True
10 873.00 798.13 74.87 9.2% 22.61 2.8% 24% False True
20 873.00 791.25 81.75 10.0% 18.11 2.2% 30% False False
40 873.00 730.45 142.55 17.5% 16.03 2.0% 60% False False
60 873.00 727.14 145.86 17.9% 14.91 1.8% 61% False False
80 873.00 650.48 222.52 27.3% 14.14 1.7% 74% False False
100 873.00 617.68 255.32 31.3% 13.61 1.7% 78% False False
120 873.00 572.79 300.21 36.8% 14.33 1.8% 81% False 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 4.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 893.42
2.618 863.80
1.618 845.65
1.000 834.43
0.618 827.50
HIGH 816.28
0.618 809.35
0.500 807.21
0.382 805.06
LOW 798.13
0.618 786.91
1.000 779.98
1.618 768.76
2.618 750.61
4.250 720.99
Fisher Pivots for day following 17-Dec-1996
Pivot 1 day 3 day
R1 812.93 820.75
PP 810.07 819.10
S1 807.21 817.44

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

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