NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1997
Day Change Summary
Previous Current
14-Jan-1997 15-Jan-1997 Change Change % Previous Week
Open 864.37 864.02 -0.35 0.0% 848.08
High 886.38 883.42 -2.96 -0.3% 867.37
Low 864.37 864.02 -0.35 0.0% 844.43
Close 881.38 864.02 -17.36 -2.0% 865.58
Range 22.01 19.40 -2.61 -11.9% 22.94
ATR 16.44 16.66 0.21 1.3% 0.00
Volume
Daily Pivots for day following 15-Jan-1997
Classic Woodie Camarilla DeMark
R4 928.69 915.75 874.69
R3 909.29 896.35 869.36
R2 889.89 889.89 867.58
R1 876.95 876.95 865.80 873.72
PP 870.49 870.49 870.49 868.87
S1 857.55 857.55 862.24 854.32
S2 851.09 851.09 860.46
S3 831.69 838.15 858.69
S4 812.29 818.75 853.35
Weekly Pivots for week ending 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 927.95 919.70 878.20
R3 905.01 896.76 871.89
R2 882.07 882.07 869.79
R1 873.82 873.82 867.68 877.95
PP 859.13 859.13 859.13 861.19
S1 850.88 850.88 863.48 855.01
S2 836.19 836.19 861.37
S3 813.25 827.94 859.27
S4 790.31 805.00 852.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 886.38 846.49 39.89 4.6% 15.51 1.8% 44% False False
10 886.38 806.17 80.21 9.3% 17.53 2.0% 72% False False
20 886.38 798.13 88.25 10.2% 15.72 1.8% 75% False False
40 886.38 787.71 98.67 11.4% 16.80 1.9% 77% False False
60 886.38 730.45 155.93 18.0% 15.98 1.8% 86% False False
80 886.38 727.14 159.24 18.4% 15.04 1.7% 86% False False
100 886.38 650.48 235.90 27.3% 14.35 1.7% 91% False False
120 886.38 617.68 268.70 31.1% 13.92 1.6% 92% 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 1.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 965.87
2.618 934.21
1.618 914.81
1.000 902.82
0.618 895.41
HIGH 883.42
0.618 876.01
0.500 873.72
0.382 871.43
LOW 864.02
0.618 852.03
1.000 844.62
1.618 832.63
2.618 813.23
4.250 781.57
Fisher Pivots for day following 15-Jan-1997
Pivot 1 day 3 day
R1 873.72 873.97
PP 870.49 870.65
S1 867.25 867.34

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

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