NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 17-Jul-1996

Day Change Summary
	Previous	Current
	16-Jul-1996	17-Jul-1996	Change	Change %	Previous Week
Open	606.89	614.25	7.36	1.2%	657.68
High	615.82	634.42	18.60	3.0%	665.12
Low	572.79	614.25	41.46	7.2%	625.09
Close	614.25	631.30	17.05	2.8%	635.06
Range	43.03	20.17	-22.86	-53.1%	40.03
ATR	16.15	16.43	0.29	1.8%	0.00
Volume

Daily Pivots for day following 17-Jul-1996
	Classic	Woodie	Camarilla	DeMark
R4	687.17	679.40	642.39
R3	667.00	659.23	636.85
R2	646.83	646.83	635.00
R1	639.06	639.06	633.15	642.95
PP	626.66	626.66	626.66	628.60
S1	618.89	618.89	629.45	622.78
S2	606.49	606.49	627.60
S3	586.32	598.72	625.75
S4	566.15	578.55	620.21

Weekly Pivots for week ending 12-Jul-1996
	Classic	Woodie	Camarilla	DeMark
R4	761.85	738.48	657.08
R3	721.82	698.45	646.07
R2	681.79	681.79	642.40
R1	658.42	658.42	638.73	650.09
PP	641.76	641.76	641.76	637.59
S1	618.39	618.39	631.39	610.06
S2	601.73	601.73	627.72
S3	561.70	578.36	624.05
S4	521.67	538.33	613.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	657.45	572.79	84.66	13.4%	28.39	4.5%	69%	False	False
10	680.71	572.79	107.92	17.1%	19.48	3.1%	54%	False	False
20	687.95	572.79	115.16	18.2%	15.88	2.5%	51%	False	False
40	704.09	572.79	131.30	20.8%	12.90	2.0%	45%	False	False
60	704.09	572.79	131.30	20.8%	11.81	1.9%	45%	False	False
80	704.09	572.79	131.30	20.8%	11.55	1.8%	45%	False	False
100	704.09	572.79	131.30	20.8%	11.71	1.9%	45%	False	False
120	704.09	568.33	135.76	21.5%	11.48	1.8%	46%	False	False

Crabel Price Patterns
NR	True
NR4	False
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	1.87
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	720.14
2.618	687.23
1.618	667.06
1.000	654.59
0.618	646.89
HIGH	634.42
0.618	626.72
0.500	624.34
0.382	621.95
LOW	614.25
0.618	601.78
1.000	594.08
1.618	581.61
2.618	561.44
4.250	528.53

Fisher Pivots for day following 17-Jul-1996
Pivot	1 day	3 day
R1	628.98	622.18
PP	626.66	613.05
S1	624.34	603.93

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

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