NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 14-Dec-1995

Day Change Summary
	Previous	Current
	13-Dec-1995	14-Dec-1995	Change	Change %	Previous Week
Open	585.04	587.54	2.50	0.4%	586.93
High	590.69	590.14	-0.55	-0.1%	604.13
Low	583.91	566.27	-17.64	-3.0%	579.76
Close	587.54	566.29	-21.25	-3.6%	599.38
Range	6.78	23.87	17.09	252.1%	24.37
ATR	12.16	13.00	0.84	6.9%	0.00
Volume

Daily Pivots for day following 14-Dec-1995
	Classic	Woodie	Camarilla	DeMark
R4	645.84	629.94	579.42
R3	621.97	606.07	572.85
R2	598.10	598.10	570.67
R1	582.20	582.20	568.48	578.22
PP	574.23	574.23	574.23	572.24
S1	558.33	558.33	564.10	554.35
S2	550.36	550.36	561.91
S3	526.49	534.46	559.73
S4	502.62	510.59	553.16

Weekly Pivots for week ending 08-Dec-1995
	Classic	Woodie	Camarilla	DeMark
R4	667.53	657.83	612.78
R3	643.16	633.46	606.08
R2	618.79	618.79	603.85
R1	609.09	609.09	601.61	613.94
PP	594.42	594.42	594.42	596.85
S1	584.72	584.72	597.15	589.57
S2	570.05	570.05	594.91
S3	545.68	560.35	592.68
S4	521.31	535.98	585.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	602.39	566.27	36.12	6.4%	12.52	2.2%	0%	False	True
10	604.13	566.27	37.86	6.7%	12.69	2.2%	0%	False	True
20	604.79	562.50	42.29	7.5%	12.86	2.3%	9%	False	False
40	623.53	562.50	61.03	10.8%	12.67	2.2%	6%	False	False
60	623.53	527.89	95.64	16.9%	13.37	2.4%	40%	False	False
80	623.53	527.89	95.64	16.9%	12.57	2.2%	40%	False	False
100	623.53	527.89	95.64	16.9%	12.11	2.1%	40%	False	False
120	623.53	522.09	101.44	17.9%	12.06	2.1%	44%	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	1.98
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	691.59
2.618	652.63
1.618	628.76
1.000	614.01
0.618	604.89
HIGH	590.14
0.618	581.02
0.500	578.21
0.382	575.39
LOW	566.27
0.618	551.52
1.000	542.40
1.618	527.65
2.618	503.78
4.250	464.82

Fisher Pivots for day following 14-Dec-1995
Pivot	1 day	3 day
R1	578.21	581.81
PP	574.23	576.64
S1	570.26	571.46

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

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