S&P500 Cash Index

Trading Metrics calculated at close of trading on 25-Mar-1997

Day Change Summary
	Previous	Current
	24-Mar-1997	25-Mar-1997	Change	Change %	Previous Week
Open	783.85	791.29	7.44	0.9%	792.78
High	791.01	798.11	7.10	0.9%	798.18
Low	780.79	788.39	7.60	1.0%	778.04
Close	790.89	789.07	-1.82	-0.2%	784.10
Range	10.22	9.72	-0.50	-4.9%	20.14
ATR	9.45	9.47	0.02	0.2%	0.00
Volume

Daily Pivots for day following 25-Mar-1997
	Classic	Woodie	Camarilla	DeMark
R4	821.02	814.76	794.42
R3	811.30	805.04	791.74
R2	801.58	801.58	790.85
R1	795.32	795.32	789.96	793.59
PP	791.86	791.86	791.86	790.99
S1	785.60	785.60	788.18	783.87
S2	782.14	782.14	787.29
S3	772.42	775.88	786.40
S4	762.70	766.16	783.72

Weekly Pivots for week ending 21-Mar-1997
	Classic	Woodie	Camarilla	DeMark
R4	847.19	835.79	795.18
R3	827.05	815.65	789.64
R2	806.91	806.91	787.79
R1	795.51	795.51	785.95	791.14
PP	786.77	786.77	786.77	784.59
S1	775.37	775.37	782.25	771.00
S2	766.63	766.63	780.41
S3	746.49	755.23	778.56
S4	726.35	735.09	773.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	798.11	778.04	20.07	2.5%	8.71	1.1%	55%	True	False
10	811.34	778.04	33.30	4.2%	10.20	1.3%	33%	False	False
20	814.90	778.04	36.86	4.7%	9.72	1.2%	30%	False	False
40	817.68	761.75	55.93	7.1%	9.47	1.2%	49%	False	False
60	817.68	729.55	88.13	11.2%	9.54	1.2%	68%	False	False
80	817.68	716.69	100.99	12.8%	9.60	1.2%	72%	False	False
100	817.68	700.35	117.33	14.9%	8.93	1.1%	76%	False	False
120	817.68	691.78	125.90	16.0%	8.38	1.1%	77%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	1.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	839.42
2.618	823.56
1.618	813.84
1.000	807.83
0.618	804.12
HIGH	798.11
0.618	794.40
0.500	793.25
0.382	792.10
LOW	788.39
0.618	782.38
1.000	778.67
1.618	772.66
2.618	762.94
4.250	747.08

Fisher Pivots for day following 25-Mar-1997
Pivot	1 day	3 day
R1	793.25	789.45
PP	791.86	789.32
S1	790.46	789.20

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

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