NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 30-Dec-1996
Day Change Summary
Previous Current
27-Dec-1996 30-Dec-1996 Change Change % Previous Week
Open 842.98 826.49 -16.49 -2.0% 834.05
High 845.05 841.32 -3.73 -0.4% 845.05
Low 835.03 826.49 -8.54 -1.0% 822.00
Close 835.19 826.49 -8.70 -1.0% 835.19
Range 10.02 14.83 4.81 48.0% 23.05
ATR 16.56 16.44 -0.12 -0.7% 0.00
Volume
Daily Pivots for day following 30-Dec-1996
Classic Woodie Camarilla DeMark
R4 875.92 866.04 834.65
R3 861.09 851.21 830.57
R2 846.26 846.26 829.21
R1 836.38 836.38 827.85 833.91
PP 831.43 831.43 831.43 830.20
S1 821.55 821.55 825.13 819.08
S2 816.60 816.60 823.77
S3 801.77 806.72 822.41
S4 786.94 791.89 818.33
Weekly Pivots for week ending 27-Dec-1996
Classic Woodie Camarilla DeMark
R4 903.23 892.26 847.87
R3 880.18 869.21 841.53
R2 857.13 857.13 839.42
R1 846.16 846.16 837.30 851.65
PP 834.08 834.08 834.08 836.82
S1 823.11 823.11 833.08 828.60
S2 811.03 811.03 830.96
S3 787.98 800.06 828.85
S4 764.93 777.01 822.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.05 822.00 23.05 2.8% 12.16 1.5% 19% False False
10 853.19 798.13 55.06 6.7% 16.20 2.0% 52% False False
20 873.00 798.13 74.87 9.1% 18.66 2.3% 38% False False
40 873.00 748.97 124.03 15.0% 15.99 1.9% 63% False False
60 873.00 730.45 142.55 17.2% 15.24 1.8% 67% False False
80 873.00 652.32 220.68 26.7% 14.53 1.8% 79% False False
100 873.00 650.48 222.52 26.9% 13.53 1.6% 79% False False
120 873.00 572.79 300.21 36.3% 14.57 1.8% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.67
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 904.35
2.618 880.14
1.618 865.31
1.000 856.15
0.618 850.48
HIGH 841.32
0.618 835.65
0.500 833.91
0.382 832.16
LOW 826.49
0.618 817.33
1.000 811.66
1.618 802.50
2.618 787.67
4.250 763.46
Fisher Pivots for day following 30-Dec-1996
Pivot 1 day 3 day
R1 833.91 835.77
PP 831.43 832.68
S1 828.96 829.58

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

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