NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1997
Day Change Summary
Previous Current
25-Mar-1997 26-Mar-1997 Change Change % Previous Week
Open 802.37 807.19 4.82 0.6% 838.98
High 815.26 834.57 19.31 2.4% 838.97
Low 799.33 807.19 7.86 1.0% 798.25
Close 807.19 834.38 27.19 3.4% 812.73
Range 15.93 27.38 11.45 71.9% 40.72
ATR 19.28 19.86 0.58 3.0% 0.00
Volume
Daily Pivots for day following 26-Mar-1997
Classic Woodie Camarilla DeMark
R4 907.52 898.33 849.44
R3 880.14 870.95 841.91
R2 852.76 852.76 839.40
R1 843.57 843.57 836.89 848.17
PP 825.38 825.38 825.38 827.68
S1 816.19 816.19 831.87 820.79
S2 798.00 798.00 829.36
S3 770.62 788.81 826.85
S4 743.24 761.43 819.32
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
5 834.57 784.54 50.03 6.0% 22.48 2.7% 100% True False
10 850.17 784.54 65.63 7.9% 20.47 2.5% 76% False False
20 880.74 784.54 96.20 11.5% 19.44 2.3% 52% False False
40 928.31 784.54 143.77 17.2% 19.17 2.3% 35% False False
60 938.11 784.54 153.57 18.4% 19.53 2.3% 32% False False
80 938.11 784.54 153.57 18.4% 19.31 2.3% 32% False False
100 938.11 748.97 189.14 22.7% 18.12 2.2% 45% False False
120 938.11 730.45 207.66 24.9% 17.38 2.1% 50% 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 3.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 950.94
2.618 906.25
1.618 878.87
1.000 861.95
0.618 851.49
HIGH 834.57
0.618 824.11
0.500 820.88
0.382 817.65
LOW 807.19
0.618 790.27
1.000 779.81
1.618 762.89
2.618 735.51
4.250 690.83
Fisher Pivots for day following 26-Mar-1997
Pivot 1 day 3 day
R1 829.88 826.11
PP 825.38 817.83
S1 820.88 809.56

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

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