NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 24-Jun-1996

Day Change Summary
	Previous	Current
	21-Jun-1996	24-Jun-1996	Change	Change %	Previous Week
Open	664.45	672.53	8.08	1.2%	681.13
High	673.39	680.62	7.23	1.1%	684.26
Low	664.50	671.18	6.68	1.0%	648.93
Close	672.53	677.17	4.64	0.7%	672.53
Range	8.89	9.44	0.55	6.2%	35.33
ATR	11.06	10.94	-0.12	-1.0%	0.00
Volume

Daily Pivots for day following 24-Jun-1996
	Classic	Woodie	Camarilla	DeMark
R4	704.64	700.35	682.36
R3	695.20	690.91	679.77
R2	685.76	685.76	678.90
R1	681.47	681.47	678.04	683.62
PP	676.32	676.32	676.32	677.40
S1	672.03	672.03	676.30	674.18
S2	666.88	666.88	675.44
S3	657.44	662.59	674.57
S4	648.00	653.15	671.98

Weekly Pivots for week ending 21-Jun-1996
	Classic	Woodie	Camarilla	DeMark
R4	774.56	758.88	691.96
R3	739.23	723.55	682.25
R2	703.90	703.90	679.01
R1	688.22	688.22	675.77	678.40
PP	668.57	668.57	668.57	663.66
S1	652.89	652.89	669.29	643.07
S2	633.24	633.24	666.05
S3	597.91	617.56	662.81
S4	562.58	582.23	653.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	680.62	648.93	31.69	4.7%	12.90	1.9%	89%	True	False
10	702.14	648.93	53.21	7.9%	11.35	1.7%	53%	False	False
20	704.09	648.93	55.16	8.1%	10.96	1.6%	51%	False	False
40	704.09	646.02	58.07	8.6%	10.14	1.5%	54%	False	False
60	704.09	597.42	106.67	15.8%	10.06	1.5%	75%	False	False
80	704.09	585.33	118.76	17.5%	10.79	1.6%	77%	False	False
100	704.09	585.33	118.76	17.5%	10.74	1.6%	77%	False	False
120	704.09	526.80	177.29	26.2%	11.33	1.7%	85%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	720.74
2.618	705.33
1.618	695.89
1.000	690.06
0.618	686.45
HIGH	680.62
0.618	677.01
0.500	675.90
0.382	674.79
LOW	671.18
0.618	665.35
1.000	661.74
1.618	655.91
2.618	646.47
4.250	631.06

Fisher Pivots for day following 24-Jun-1996
Pivot	1 day	3 day
R1	676.75	673.04
PP	676.32	668.91
S1	675.90	664.78

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

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