NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 25-Mar-1996

Day Change Summary
	Previous	Current
	22-Mar-1996	25-Mar-1996	Change	Change %	Previous Week
Open	611.51	612.88	1.37	0.2%	621.71
High	615.37	617.75	2.38	0.4%	637.92
Low	605.87	597.82	-8.05	-1.3%	605.87
Close	612.88	597.82	-15.06	-2.5%	612.88
Range	9.50	19.93	10.43	109.8%	32.05
ATR	11.98	12.55	0.57	4.7%	0.00
Volume

Daily Pivots for day following 25-Mar-1996
	Classic	Woodie	Camarilla	DeMark
R4	664.25	650.97	608.78
R3	644.32	631.04	603.30
R2	624.39	624.39	601.47
R1	611.11	611.11	599.65	607.79
PP	604.46	604.46	604.46	602.80
S1	591.18	591.18	595.99	587.86
S2	584.53	584.53	594.17
S3	564.60	571.25	592.34
S4	544.67	551.32	586.86

Weekly Pivots for week ending 22-Mar-1996
	Classic	Woodie	Camarilla	DeMark
R4	715.04	696.01	630.51
R3	682.99	663.96	621.69
R2	650.94	650.94	618.76
R1	631.91	631.91	615.82	625.40
PP	618.89	618.89	618.89	615.64
S1	599.86	599.86	609.94	593.35
S2	586.84	586.84	607.00
S3	554.79	567.81	604.07
S4	522.74	535.76	595.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	637.92	597.82	40.10	6.7%	12.71	2.1%	0%	False	True
10	637.92	592.60	45.32	7.6%	12.56	2.1%	12%	False	False
20	640.57	585.33	55.24	9.2%	12.91	2.2%	23%	False	False
40	647.34	574.45	72.89	12.2%	11.61	1.9%	32%	False	False
60	647.34	526.80	120.54	20.2%	12.63	2.1%	59%	False	False
80	647.34	526.80	120.54	20.2%	12.64	2.1%	59%	False	False
100	647.34	526.80	120.54	20.2%	12.76	2.1%	59%	False	False
120	647.34	526.80	120.54	20.2%	12.93	2.2%	59%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.99
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	702.45
2.618	669.93
1.618	650.00
1.000	637.68
0.618	630.07
HIGH	617.75
0.618	610.14
0.500	607.79
0.382	605.43
LOW	597.82
0.618	585.50
1.000	577.89
1.618	565.57
2.618	545.64
4.250	513.12

Fisher Pivots for day following 25-Mar-1996
Pivot	1 day	3 day
R1	607.79	607.79
PP	604.46	604.46
S1	601.14	601.14

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

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