NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 06-Feb-1997

Day Change Summary
	Previous	Current
	05-Feb-1997	06-Feb-1997	Change	Change %	Previous Week
Open	916.30	887.39	-28.91	-3.2%	898.37
High	916.53	890.84	-25.69	-2.8%	926.01
Low	875.98	877.96	1.98	0.2%	884.17
Close	887.39	885.52	-1.87	-0.2%	921.55
Range	40.55	12.88	-27.67	-68.2%	41.84
ATR	20.61	20.06	-0.55	-2.7%	0.00
Volume

Daily Pivots for day following 06-Feb-1997
	Classic	Woodie	Camarilla	DeMark
R4	923.41	917.35	892.60
R3	910.53	904.47	889.06
R2	897.65	897.65	887.88
R1	891.59	891.59	886.70	888.18
PP	884.77	884.77	884.77	883.07
S1	878.71	878.71	884.34	875.30
S2	871.89	871.89	883.16
S3	859.01	865.83	881.98
S4	846.13	852.95	878.44

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	875.98	52.33	5.9%	19.45	2.2%	18%	False	False
10	928.31	875.98	52.33	5.9%	20.64	2.3%	18%	False	False
20	938.11	846.49	91.62	10.3%	20.94	2.4%	43%	False	False
40	938.11	798.13	139.98	15.8%	19.17	2.2%	62%	False	False
60	938.11	787.71	150.40	17.0%	18.08	2.0%	65%	False	False
80	938.11	730.45	207.66	23.5%	17.02	1.9%	75%	False	False
100	938.11	709.22	228.89	25.8%	16.12	1.8%	77%	False	False
120	938.11	650.48	287.63	32.5%	15.19	1.7%	82%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.49
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	945.58
2.618	924.56
1.618	911.68
1.000	903.72
0.618	898.80
HIGH	890.84
0.618	885.92
0.500	884.40
0.382	882.88
LOW	877.96
0.618	870.00
1.000	865.08
1.618	857.12
2.618	844.24
4.250	823.22

Fisher Pivots for day following 06-Feb-1997
Pivot	1 day	3 day
R1	885.15	897.21
PP	884.77	893.31
S1	884.40	889.42

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

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