NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 28-Jun-1996

Day Change Summary
	Previous	Current
	27-Jun-1996	28-Jun-1996	Change	Change %	Previous Week
Open	659.69	671.15	11.46	1.7%	672.53
High	671.48	681.69	10.21	1.5%	681.69
Low	654.59	671.15	16.56	2.5%	651.72
Close	671.15	677.30	6.15	0.9%	677.30
Range	16.89	10.54	-6.35	-37.6%	29.97
ATR	11.79	11.70	-0.09	-0.8%	0.00
Volume

Daily Pivots for day following 28-Jun-1996
	Classic	Woodie	Camarilla	DeMark
R4	708.33	703.36	683.10
R3	697.79	692.82	680.20
R2	687.25	687.25	679.23
R1	682.28	682.28	678.27	684.77
PP	676.71	676.71	676.71	677.96
S1	671.74	671.74	676.33	674.23
S2	666.17	666.17	675.37
S3	655.63	661.20	674.40
S4	645.09	650.66	671.50

Weekly Pivots for week ending 28-Jun-1996
	Classic	Woodie	Camarilla	DeMark
R4	760.15	748.69	693.78
R3	730.18	718.72	685.54
R2	700.21	700.21	682.79
R1	688.75	688.75	680.05	694.48
PP	670.24	670.24	670.24	673.10
S1	658.78	658.78	674.55	664.51
S2	640.27	640.27	671.81
S3	610.30	628.81	669.06
S4	580.33	598.84	660.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	681.69	651.72	29.97	4.4%	13.02	1.9%	85%	True	False
10	684.26	648.93	35.33	5.2%	12.76	1.9%	80%	False	False
20	704.09	648.93	55.16	8.1%	11.68	1.7%	51%	False	False
40	704.09	646.02	58.07	8.6%	10.68	1.6%	54%	False	False
60	704.09	597.42	106.67	15.7%	10.58	1.6%	75%	False	False
80	704.09	585.33	118.76	17.5%	10.78	1.6%	77%	False	False
100	704.09	585.33	118.76	17.5%	10.88	1.6%	77%	False	False
120	704.09	526.80	177.29	26.2%	11.17	1.6%	85%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	1.85
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	726.49
2.618	709.28
1.618	698.74
1.000	692.23
0.618	688.20
HIGH	681.69
0.618	677.66
0.500	676.42
0.382	675.18
LOW	671.15
0.618	664.64
1.000	660.61
1.618	654.10
2.618	643.56
4.250	626.36

Fisher Pivots for day following 28-Jun-1996
Pivot	1 day	3 day
R1	677.01	673.77
PP	676.71	670.24
S1	676.42	666.71

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

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