NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-1997
Day Change Summary
Previous Current
02-Jun-1997 03-Jun-1997 Change Change % Previous Week
Open 958.85 958.69 -0.16 0.0% 959.08
High 967.90 958.69 -9.21 -1.0% 988.40
Low 950.95 929.48 -21.47 -2.3% 948.46
Close 958.69 929.81 -28.88 -3.0% 958.85
Range 16.95 29.21 12.26 72.3% 39.94
ATR 19.53 20.22 0.69 3.5% 0.00
Volume
Daily Pivots for day following 03-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,026.96 1,007.59 945.88
R3 997.75 978.38 937.84
R2 968.54 968.54 935.17
R1 949.17 949.17 932.49 944.25
PP 939.33 939.33 939.33 936.87
S1 919.96 919.96 927.13 915.04
S2 910.12 910.12 924.45
S3 880.91 890.75 921.78
S4 851.70 861.54 913.74
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
5 988.40 929.48 58.92 6.3% 19.58 2.1% 1% False True
10 988.40 912.82 75.58 8.1% 20.14 2.2% 22% False False
20 988.40 900.24 88.16 9.5% 19.38 2.1% 34% False False
40 988.40 785.08 203.32 21.9% 20.28 2.2% 71% False False
60 988.40 779.17 209.23 22.5% 20.79 2.2% 72% False False
80 988.40 779.17 209.23 22.5% 20.38 2.2% 72% False False
100 988.40 779.17 209.23 22.5% 20.49 2.2% 72% False False
120 988.40 779.17 209.23 22.5% 19.98 2.1% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.39
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,082.83
2.618 1,035.16
1.618 1,005.95
1.000 987.90
0.618 976.74
HIGH 958.69
0.618 947.53
0.500 944.09
0.382 940.64
LOW 929.48
0.618 911.43
1.000 900.27
1.618 882.22
2.618 853.01
4.250 805.34
Fisher Pivots for day following 03-Jun-1997
Pivot 1 day 3 day
R1 944.09 950.01
PP 939.33 943.28
S1 934.57 936.54

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

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