NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 03-Feb-1997

Day Change Summary
	Previous	Current
	31-Jan-1997	03-Feb-1997	Change	Change %	Previous Week
Open	911.71	921.55	9.84	1.1%	898.37
High	926.01	928.31	2.30	0.2%	926.01
Low	911.71	915.17	3.46	0.4%	884.17
Close	921.55	918.01	-3.54	-0.4%	921.55
Range	14.30	13.14	-1.16	-8.1%	41.84
ATR	19.75	19.28	-0.47	-2.4%	0.00
Volume

Daily Pivots for day following 03-Feb-1997
	Classic	Woodie	Camarilla	DeMark
R4	959.92	952.10	925.24
R3	946.78	938.96	921.62
R2	933.64	933.64	920.42
R1	925.82	925.82	919.21	923.16
PP	920.50	920.50	920.50	919.17
S1	912.68	912.68	916.81	910.02
S2	907.36	907.36	915.60
S3	894.22	899.54	914.40
S4	881.08	886.40	910.78

Weekly Pivots for week ending 31-Jan-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,036.10	1,020.66	944.56
R3	994.26	978.82	933.06
R2	952.42	952.42	929.22
R1	936.98	936.98	925.39	944.70
PP	910.58	910.58	910.58	914.44
S1	895.14	895.14	917.71	902.86
S2	868.74	868.74	913.88
S3	826.90	853.30	910.04
S4	785.06	811.46	898.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	928.31	884.17	44.14	4.8%	16.89	1.8%	77%	True	False
10	938.11	878.40	59.71	6.5%	22.87	2.5%	66%	False	False
20	938.11	846.49	91.62	10.0%	19.44	2.1%	78%	False	False
40	938.11	798.13	139.98	15.2%	19.42	2.1%	86%	False	False
60	938.11	785.08	153.03	16.7%	17.52	1.9%	87%	False	False
80	938.11	730.45	207.66	22.6%	16.56	1.8%	90%	False	False
100	938.11	674.73	263.38	28.7%	15.86	1.7%	92%	False	False
120	938.11	650.48	287.63	31.3%	14.81	1.6%	93%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.48
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	984.16
2.618	962.71
1.618	949.57
1.000	941.45
0.618	936.43
HIGH	928.31
0.618	923.29
0.500	921.74
0.382	920.19
LOW	915.17
0.618	907.05
1.000	902.03
1.618	893.91
2.618	880.77
4.250	859.33

Fisher Pivots for day following 03-Feb-1997
Pivot	1 day	3 day
R1	921.74	915.47
PP	920.50	912.93
S1	919.25	910.39

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

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