NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 14-Mar-1996

Day Change Summary
	Previous	Current
	13-Mar-1996	14-Mar-1996	Change	Change %	Previous Week
Open	599.02	614.75	15.73	2.6%	604.76
High	615.89	619.03	3.14	0.5%	617.22
Low	599.02	610.55	11.53	1.9%	585.33
Close	614.75	610.56	-4.19	-0.7%	591.71
Range	16.87	8.48	-8.39	-49.7%	31.89
ATR	12.79	12.48	-0.31	-2.4%	0.00
Volume

Daily Pivots for day following 14-Mar-1996
	Classic	Woodie	Camarilla	DeMark
R4	638.82	633.17	615.22
R3	630.34	624.69	612.89
R2	621.86	621.86	612.11
R1	616.21	616.21	611.34	614.80
PP	613.38	613.38	613.38	612.67
S1	607.73	607.73	609.78	606.32
S2	604.90	604.90	609.01
S3	596.42	599.25	608.23
S4	587.94	590.77	605.90

Weekly Pivots for week ending 08-Mar-1996
	Classic	Woodie	Camarilla	DeMark
R4	693.76	674.62	609.25
R3	661.87	642.73	600.48
R2	629.98	629.98	597.56
R1	610.84	610.84	594.63	604.47
PP	598.09	598.09	598.09	594.90
S1	578.95	578.95	588.79	572.58
S2	566.20	566.20	585.86
S3	534.31	547.06	582.94
S4	502.42	515.17	574.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	619.03	585.33	33.70	5.5%	15.27	2.5%	75%	True	False
10	622.83	585.33	37.50	6.1%	13.92	2.3%	67%	False	False
20	647.34	585.33	62.01	10.2%	12.23	2.0%	41%	False	False
40	647.34	545.51	101.83	16.7%	11.24	1.8%	64%	False	False
60	647.34	526.80	120.54	19.7%	12.58	2.1%	69%	False	False
80	647.34	526.80	120.54	19.7%	12.84	2.1%	69%	False	False
100	647.34	526.80	120.54	19.7%	12.71	2.1%	69%	False	False
120	647.34	526.80	120.54	19.7%	13.10	2.1%	69%	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	1.28
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	655.07
2.618	641.23
1.618	632.75
1.000	627.51
0.618	624.27
HIGH	619.03
0.618	615.79
0.500	614.79
0.382	613.79
LOW	610.55
0.618	605.31
1.000	602.07
1.618	596.83
2.618	588.35
4.250	574.51

Fisher Pivots for day following 14-Mar-1996
Pivot	1 day	3 day
R1	614.79	608.98
PP	613.38	607.40
S1	611.97	605.82

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

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