NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 13-Dec-1996

Day Change Summary
	Previous	Current
	12-Dec-1996	13-Dec-1996	Change	Change %	Previous Week
Open	856.38	843.37	-13.01	-1.5%	827.21
High	873.00	843.37	-29.63	-3.4%	873.00
Low	843.35	825.49	-17.86	-2.1%	825.49
Close	843.37	828.45	-14.92	-1.8%	828.45
Range	29.65	17.88	-11.77	-39.7%	47.51
ATR	17.48	17.50	0.03	0.2%	0.00
Volume

Daily Pivots for day following 13-Dec-1996
	Classic	Woodie	Camarilla	DeMark
R4	886.08	875.14	838.28
R3	868.20	857.26	833.37
R2	850.32	850.32	831.73
R1	839.38	839.38	830.09	835.91
PP	832.44	832.44	832.44	830.70
S1	821.50	821.50	826.81	818.03
S2	814.56	814.56	825.17
S3	796.68	803.62	823.53
S4	778.80	785.74	818.62

Weekly Pivots for week ending 13-Dec-1996
	Classic	Woodie	Camarilla	DeMark
R4	984.84	954.16	854.58
R3	937.33	906.65	841.52
R2	889.82	889.82	837.16
R1	859.14	859.14	832.81	874.48
PP	842.31	842.31	842.31	849.99
S1	811.63	811.63	824.09	826.97
S2	794.80	794.80	819.74
S3	747.29	764.12	815.38
S4	699.78	716.61	802.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	873.00	825.49	47.51	5.7%	23.97	2.9%	6%	False	True
10	873.00	807.04	65.96	8.0%	21.12	2.5%	32%	False	False
20	873.00	787.71	85.29	10.3%	17.21	2.1%	48%	False	False
40	873.00	730.45	142.55	17.2%	15.45	1.9%	69%	False	False
60	873.00	727.14	145.86	17.6%	14.46	1.7%	69%	False	False
80	873.00	650.48	222.52	26.9%	13.77	1.7%	80%	False	False
100	873.00	605.05	267.95	32.3%	13.38	1.6%	83%	False	False
120	873.00	572.79	300.21	36.2%	14.18	1.7%	85%	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	3.85
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	919.36
2.618	890.18
1.618	872.30
1.000	861.25
0.618	854.42
HIGH	843.37
0.618	836.54
0.500	834.43
0.382	832.32
LOW	825.49
0.618	814.44
1.000	807.61
1.618	796.56
2.618	778.68
4.250	749.50

Fisher Pivots for day following 13-Dec-1996
Pivot	1 day	3 day
R1	834.43	849.25
PP	832.44	842.31
S1	830.44	835.38

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

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