NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1997
Day Change Summary
Previous Current
26-Jun-1997 27-Jun-1997 Change Change % Previous Week
Open 979.22 967.34 -11.88 -1.2% 981.41
High 981.39 976.58 -4.81 -0.5% 993.16
Low 965.95 961.67 -4.28 -0.4% 961.67
Close 967.34 963.01 -4.33 -0.4% 963.01
Range 15.44 14.91 -0.53 -3.4% 31.49
ATR 18.57 18.31 -0.26 -1.4% 0.00
Volume
Daily Pivots for day following 27-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,011.82 1,002.32 971.21
R3 996.91 987.41 967.11
R2 982.00 982.00 965.74
R1 972.50 972.50 964.38 969.80
PP 967.09 967.09 967.09 965.73
S1 957.59 957.59 961.64 954.89
S2 952.18 952.18 960.28
S3 937.27 942.68 958.91
S4 922.36 927.77 954.81
Weekly Pivots for week ending 27-Jun-1997
Classic Woodie Camarilla DeMark
R4 1,067.08 1,046.54 980.33
R3 1,035.59 1,015.05 971.67
R2 1,004.10 1,004.10 968.78
R1 983.56 983.56 965.90 978.09
PP 972.61 972.61 972.61 969.88
S1 952.07 952.07 960.12 946.60
S2 941.12 941.12 957.24
S3 909.63 920.58 954.35
S4 878.14 889.09 945.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.16 961.67 31.49 3.3% 17.89 1.9% 4% False True
10 993.16 961.67 31.49 3.3% 17.03 1.8% 4% False True
20 993.16 917.34 75.82 7.9% 18.43 1.9% 60% False False
40 993.16 882.12 111.04 11.5% 19.10 2.0% 73% False False
60 993.16 785.08 208.08 21.6% 19.63 2.0% 86% False False
80 993.16 779.17 213.99 22.2% 20.17 2.1% 86% False False
100 993.16 779.17 213.99 22.2% 20.06 2.1% 86% False False
120 993.16 779.17 213.99 22.2% 19.95 2.1% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 3.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,039.95
2.618 1,015.61
1.618 1,000.70
1.000 991.49
0.618 985.79
HIGH 976.58
0.618 970.88
0.500 969.13
0.382 967.37
LOW 961.67
0.618 952.46
1.000 946.76
1.618 937.55
2.618 922.64
4.250 898.30
Fisher Pivots for day following 27-Jun-1997
Pivot 1 day 3 day
R1 969.13 977.42
PP 967.09 972.61
S1 965.05 967.81

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

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