NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1997
Day Change Summary
Previous Current
31-Dec-1996 02-Jan-1997 Change Change % Previous Week
Open 826.49 821.36 -5.13 -0.6% 834.05
High 831.05 825.87 -5.18 -0.6% 845.05
Low 820.39 806.17 -14.22 -1.7% 822.00
Close 821.36 815.60 -5.76 -0.7% 835.19
Range 10.66 19.70 9.04 84.8% 23.05
ATR 16.03 16.29 0.26 1.6% 0.00
Volume
Daily Pivots for day following 02-Jan-1997
Classic Woodie Camarilla DeMark
R4 874.98 864.99 826.44
R3 855.28 845.29 821.02
R2 835.58 835.58 819.21
R1 825.59 825.59 817.41 820.74
PP 815.88 815.88 815.88 813.45
S1 805.89 805.89 813.79 801.04
S2 796.18 796.18 811.99
S3 776.48 786.19 810.18
S4 756.78 766.49 804.77
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
5 845.05 806.17 38.88 4.8% 12.68 1.6% 24% False True
10 853.19 806.17 47.02 5.8% 14.07 1.7% 20% False True
20 873.00 798.13 74.87 9.2% 18.34 2.2% 23% False False
40 873.00 756.23 116.77 14.3% 16.30 2.0% 51% False False
60 873.00 730.45 142.55 17.5% 15.35 1.9% 60% False False
80 873.00 666.03 206.97 25.4% 14.62 1.8% 72% False False
100 873.00 650.48 222.52 27.3% 13.67 1.7% 74% False False
120 873.00 572.79 300.21 36.8% 14.41 1.8% 81% 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 2.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 909.60
2.618 877.44
1.618 857.74
1.000 845.57
0.618 838.04
HIGH 825.87
0.618 818.34
0.500 816.02
0.382 813.70
LOW 806.17
0.618 794.00
1.000 786.47
1.618 774.30
2.618 754.60
4.250 722.45
Fisher Pivots for day following 02-Jan-1997
Pivot 1 day 3 day
R1 816.02 823.75
PP 815.88 821.03
S1 815.74 818.32

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

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