Quantifiers based on Information Theory, the normalized Shannon entropy, the Fisher information measure and the Shannon-Jensen statistical complexity are used to characterize changes in the dynamical behavior of EL Nino Southern-Oscillation (ENSO) during the Holocene. For this purpose we analyze the ENSO proxy record corresponding to Pallcacocha Lake sedimentary data for the Holoceno period (11,000 yr BP to present). By recourse of these quantifiers we found evidence of a shift in dynamics and cyclic behavior of the ENSO proxy, which is consistent with the results of Moy et al. [Nature 420 (2002) 162-165]. In addition, we have been also able to localize these cycles in time and to analyze connections to epochs of rapid climate change (RCC) during the Holocene.