NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-1997
Day Change Summary
Previous Current
02-Jan-1997 03-Jan-1997 Change Change % Previous Week
Open 821.36 815.60 -5.76 -0.7% 826.49
High 825.87 848.18 22.31 2.7% 848.18
Low 806.17 815.60 9.43 1.2% 806.17
Close 815.60 848.08 32.48 4.0% 848.08
Range 19.70 32.58 12.88 65.4% 42.01
ATR 16.29 17.45 1.16 7.1% 0.00
Volume
Daily Pivots for day following 03-Jan-1997
Classic Woodie Camarilla DeMark
R4 935.03 924.13 866.00
R3 902.45 891.55 857.04
R2 869.87 869.87 854.05
R1 858.97 858.97 851.07 864.42
PP 837.29 837.29 837.29 840.01
S1 826.39 826.39 845.09 831.84
S2 804.71 804.71 842.11
S3 772.13 793.81 839.12
S4 739.55 761.23 830.16
Weekly Pivots for week ending 03-Jan-1997
Classic Woodie Camarilla DeMark
R4 960.17 946.14 871.19
R3 918.16 904.13 859.63
R2 876.15 876.15 855.78
R1 862.12 862.12 851.93 869.14
PP 834.14 834.14 834.14 837.65
S1 820.11 820.11 844.23 827.13
S2 792.13 792.13 840.38
S3 750.12 778.10 836.53
S4 708.11 736.09 824.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.18 806.17 42.01 5.0% 17.56 2.1% 100% True False
10 853.19 806.17 47.02 5.5% 15.41 1.8% 89% False False
20 873.00 798.13 74.87 8.8% 19.15 2.3% 67% False False
40 873.00 767.08 105.92 12.5% 16.72 2.0% 76% False False
60 873.00 730.45 142.55 16.8% 15.59 1.8% 83% False False
80 873.00 666.03 206.97 24.4% 14.93 1.8% 88% False False
100 873.00 650.48 222.52 26.2% 13.88 1.6% 89% False False
120 873.00 572.79 300.21 35.4% 14.44 1.7% 92% 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 2.14
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 986.65
2.618 933.47
1.618 900.89
1.000 880.76
0.618 868.31
HIGH 848.18
0.618 835.73
0.500 831.89
0.382 828.05
LOW 815.60
0.618 795.47
1.000 783.02
1.618 762.89
2.618 730.31
4.250 677.14
Fisher Pivots for day following 03-Jan-1997
Pivot 1 day 3 day
R1 842.68 841.11
PP 837.29 834.14
S1 831.89 827.18

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

View Archives - Comment on this page... - Back to Index of Symbols