NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-1997
Day Change Summary
Previous Current
30-May-1997 02-Jun-1997 Change Change % Previous Week
Open 970.54 958.85 -11.69 -1.2% 959.08
High 970.54 967.90 -2.64 -0.3% 988.40
Low 948.46 950.95 2.49 0.3% 948.46
Close 958.85 958.69 -0.16 0.0% 958.85
Range 22.08 16.95 -5.13 -23.2% 39.94
ATR 19.72 19.53 -0.20 -1.0% 0.00
Volume
Daily Pivots for day following 02-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,010.03 1,001.31 968.01
R3 993.08 984.36 963.35
R2 976.13 976.13 961.80
R1 967.41 967.41 960.24 963.30
PP 959.18 959.18 959.18 957.12
S1 950.46 950.46 957.14 946.35
S2 942.23 942.23 955.58
S3 925.28 933.51 954.03
S4 908.33 916.56 949.37
Weekly Pivots for week ending 30-May-1997
Classic Woodie Camarilla DeMark
R4 1,085.06 1,061.89 980.82
R3 1,045.12 1,021.95 969.83
R2 1,005.18 1,005.18 966.17
R1 982.01 982.01 962.51 973.63
PP 965.24 965.24 965.24 961.04
S1 942.07 942.07 955.19 933.69
S2 925.30 925.30 951.53
S3 885.36 902.13 947.87
S4 845.42 862.19 936.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 988.40 948.46 39.94 4.2% 19.51 2.0% 26% False False
10 988.40 908.72 79.68 8.3% 19.17 2.0% 63% False False
20 988.40 900.24 88.16 9.2% 19.25 2.0% 66% False False
40 988.40 785.08 203.32 21.2% 19.98 2.1% 85% False False
60 988.40 779.17 209.23 21.8% 20.64 2.2% 86% False False
80 988.40 779.17 209.23 21.8% 20.17 2.1% 86% False False
100 988.40 779.17 209.23 21.8% 20.28 2.1% 86% False False
120 988.40 779.17 209.23 21.8% 19.91 2.1% 86% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,039.94
2.618 1,012.28
1.618 995.33
1.000 984.85
0.618 978.38
HIGH 967.90
0.618 961.43
0.500 959.43
0.382 957.42
LOW 950.95
0.618 940.47
1.000 934.00
1.618 923.52
2.618 906.57
4.250 878.91
Fisher Pivots for day following 02-Jun-1997
Pivot 1 day 3 day
R1 959.43 967.75
PP 959.18 964.73
S1 958.94 961.71

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

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