NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-1997
Day Change Summary
Previous Current
17-Jan-1997 20-Jan-1997 Change Change % Previous Week
Open 873.63 883.44 9.81 1.1% 865.58
High 885.73 903.85 18.12 2.0% 886.38
Low 872.76 882.18 9.42 1.1% 861.55
Close 883.44 899.75 16.31 1.8% 883.44
Range 12.97 21.67 8.70 67.1% 24.83
ATR 16.38 16.76 0.38 2.3% 0.00
Volume
Daily Pivots for day following 20-Jan-1997
Classic Woodie Camarilla DeMark
R4 960.27 951.68 911.67
R3 938.60 930.01 905.71
R2 916.93 916.93 903.72
R1 908.34 908.34 901.74 912.64
PP 895.26 895.26 895.26 897.41
S1 886.67 886.67 897.76 890.97
S2 873.59 873.59 895.78
S3 851.92 865.00 893.79
S4 830.25 843.33 887.83
Weekly Pivots for week ending 17-Jan-1997
Classic Woodie Camarilla DeMark
R4 951.61 942.36 897.10
R3 926.78 917.53 890.27
R2 901.95 901.95 887.99
R1 892.70 892.70 885.72 897.33
PP 877.12 877.12 877.12 879.44
S1 867.87 867.87 881.16 872.50
S2 852.29 852.29 878.89
S3 827.46 843.04 876.61
S4 802.63 818.21 869.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 903.85 864.02 39.83 4.4% 18.44 2.0% 90% True False
10 903.85 846.49 57.36 6.4% 16.01 1.8% 93% True False
20 903.85 806.17 97.68 10.9% 15.90 1.8% 96% True False
40 903.85 798.13 105.72 11.7% 17.01 1.9% 96% True False
60 903.85 730.45 173.40 19.3% 15.90 1.8% 98% True False
80 903.85 727.14 176.71 19.6% 15.28 1.7% 98% True False
100 903.85 650.48 253.37 28.2% 14.65 1.6% 98% True False
120 903.85 628.30 275.55 30.6% 13.99 1.6% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 995.95
2.618 960.58
1.618 938.91
1.000 925.52
0.618 917.24
HIGH 903.85
0.618 895.57
0.500 893.02
0.382 890.46
LOW 882.18
0.618 868.79
1.000 860.51
1.618 847.12
2.618 825.45
4.250 790.08
Fisher Pivots for day following 20-Jan-1997
Pivot 1 day 3 day
R1 897.51 894.54
PP 895.26 889.32
S1 893.02 884.11

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

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