S&P500 Cash Index

Trading Metrics calculated at close of trading on 05-Oct-1998

Day Change Summary
	Previous	Current
	02-Oct-1998	05-Oct-1998	Change	Change %	Previous Week
Open	985.54	1,000.01	14.47	1.5%	1,045.50
High	1,005.42	1,002.60	-2.82	-0.3%	1,061.46
Low	971.65	964.72	-6.93	-0.7%	971.65
Close	1,002.60	988.56	-14.04	-1.4%	1,002.60
Range	33.77	37.88	4.11	12.2%	89.81
ATR	27.63	28.36	0.73	2.7%	0.00
Volume

Daily Pivots for day following 05-Oct-1998
	Classic	Woodie	Camarilla	DeMark
R4	1,098.93	1,081.63	1,009.39
R3	1,061.05	1,043.75	998.98
R2	1,023.17	1,023.17	995.50
R1	1,005.87	1,005.87	992.03	995.58
PP	985.29	985.29	985.29	980.15
S1	967.99	967.99	985.09	957.70
S2	947.41	947.41	981.62
S3	909.53	930.11	978.14
S4	871.65	892.23	967.73

Weekly Pivots for week ending 02-Oct-1998
	Classic	Woodie	Camarilla	DeMark
R4	1,281.33	1,231.78	1,052.00
R3	1,191.52	1,141.97	1,027.30
R2	1,101.71	1,101.71	1,019.07
R1	1,052.16	1,052.16	1,010.83	1,032.03
PP	1,011.90	1,011.90	1,011.90	1,001.84
S1	962.35	962.35	994.37	942.22
S2	922.09	922.09	986.13
S3	832.28	872.54	977.90
S4	742.47	782.73	953.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,056.31	964.72	91.59	9.3%	31.43	3.2%	26%	False	True
10	1,066.11	964.72	101.39	10.3%	28.12	2.8%	24%	False	True
20	1,066.11	964.72	101.39	10.3%	28.26	2.9%	24%	False	True
40	1,106.64	939.98	166.66	16.9%	27.85	2.8%	29%	False	False
60	1,190.58	939.98	250.60	25.4%	24.78	2.5%	19%	False	False
80	1,190.58	939.98	250.60	25.4%	21.89	2.2%	19%	False	False
100	1,190.58	939.98	250.60	25.4%	20.33	2.1%	19%	False	False
120	1,190.58	939.98	250.60	25.4%	19.23	1.9%	19%	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	5.13
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,163.59
2.618	1,101.77
1.618	1,063.89
1.000	1,040.48
0.618	1,026.01
HIGH	1,002.60
0.618	988.13
0.500	983.66
0.382	979.19
LOW	964.72
0.618	941.31
1.000	926.84
1.618	903.43
2.618	865.55
4.250	803.73

Fisher Pivots for day following 05-Oct-1998
Pivot	1 day	3 day
R1	986.93	990.87
PP	985.29	990.10
S1	983.66	989.33

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

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