NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1997
Day Change Summary
Previous Current
21-Mar-1997 24-Mar-1997 Change Change % Previous Week
Open 821.73 812.73 -9.00 -1.1% 838.98
High 829.42 812.73 -16.69 -2.0% 838.97
Low 811.27 784.54 -26.73 -3.3% 798.25
Close 812.73 802.37 -10.36 -1.3% 812.73
Range 18.15 28.19 10.04 55.3% 40.72
ATR 18.88 19.54 0.67 3.5% 0.00
Volume
Daily Pivots for day following 24-Mar-1997
Classic Woodie Camarilla DeMark
R4 884.45 871.60 817.87
R3 856.26 843.41 810.12
R2 828.07 828.07 807.54
R1 815.22 815.22 804.95 807.55
PP 799.88 799.88 799.88 796.05
S1 787.03 787.03 799.79 779.36
S2 771.69 771.69 797.20
S3 743.50 758.84 794.62
S4 715.31 730.65 786.87
Weekly Pivots for week ending 21-Mar-1997
Classic Woodie Camarilla DeMark
R4 938.81 916.49 835.13
R3 898.09 875.77 823.93
R2 857.37 857.37 820.20
R1 835.05 835.05 816.46 825.85
PP 816.65 816.65 816.65 812.05
S1 794.33 794.33 809.00 785.13
S2 775.93 775.93 805.26
S3 735.21 753.61 801.53
S4 694.49 712.89 790.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.08 784.54 52.54 6.5% 22.83 2.8% 34% False True
10 858.50 784.54 73.96 9.2% 18.47 2.3% 24% False True
20 892.25 784.54 107.71 13.4% 18.90 2.4% 17% False True
40 928.31 784.54 143.77 17.9% 19.50 2.4% 12% False True
60 938.11 784.54 153.57 19.1% 19.22 2.4% 12% False True
80 938.11 784.54 153.57 19.1% 18.94 2.4% 12% False True
100 938.11 731.21 206.90 25.8% 17.92 2.2% 34% False False
120 938.11 730.45 207.66 25.9% 17.22 2.1% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.74
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 932.54
2.618 886.53
1.618 858.34
1.000 840.92
0.618 830.15
HIGH 812.73
0.618 801.96
0.500 798.64
0.382 795.31
LOW 784.54
0.618 767.12
1.000 756.35
1.618 738.93
2.618 710.74
4.250 664.73
Fisher Pivots for day following 24-Mar-1997
Pivot 1 day 3 day
R1 801.13 806.98
PP 799.88 805.44
S1 798.64 803.91

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

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