NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 10-Jun-1997

Day Change Summary
	Previous	Current
	09-Jun-1997	10-Jun-1997	Change	Change %	Previous Week
Open	944.98	954.56	9.58	1.0%	958.85
High	959.65	957.89	-1.76	-0.2%	967.90
Low	945.01	937.89	-7.12	-0.8%	917.34
Close	954.56	941.14	-13.42	-1.4%	944.98
Range	14.64	20.00	5.36	36.6%	50.56
ATR	19.62	19.64	0.03	0.1%	0.00
Volume

Daily Pivots for day following 10-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,005.64	993.39	952.14
R3	985.64	973.39	946.64
R2	965.64	965.64	944.81
R1	953.39	953.39	942.97	949.52
PP	945.64	945.64	945.64	943.70
S1	933.39	933.39	939.31	929.52
S2	925.64	925.64	937.47
S3	905.64	913.39	935.64
S4	885.64	893.39	930.14

Weekly Pivots for week ending 06-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,095.09	1,070.59	972.79
R3	1,044.53	1,020.03	958.88
R2	993.97	993.97	954.25
R1	969.47	969.47	949.61	956.44
PP	943.41	943.41	943.41	936.89
S1	918.91	918.91	940.35	905.88
S2	892.85	892.85	935.71
S3	842.29	868.35	931.08
S4	791.73	817.79	917.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	959.65	917.34	42.31	4.5%	18.47	2.0%	56%	False	False
10	988.40	917.34	71.06	7.6%	19.03	2.0%	33%	False	False
20	988.40	900.24	88.16	9.4%	19.23	2.0%	46%	False	False
40	988.40	787.63	200.77	21.3%	20.18	2.1%	76%	False	False
60	988.40	779.17	209.23	22.2%	21.10	2.2%	77%	False	False
80	988.40	779.17	209.23	22.2%	20.11	2.1%	77%	False	False
100	988.40	779.17	209.23	22.2%	20.56	2.2%	77%	False	False
120	988.40	779.17	209.23	22.2%	19.73	2.1%	77%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.52
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,042.89
2.618	1,010.25
1.618	990.25
1.000	977.89
0.618	970.25
HIGH	957.89
0.618	950.25
0.500	947.89
0.382	945.53
LOW	937.89
0.618	925.53
1.000	917.89
1.618	905.53
2.618	885.53
4.250	852.89

Fisher Pivots for day following 10-Jun-1997
Pivot	1 day	3 day
R1	947.89	943.32
PP	945.64	942.59
S1	943.39	941.87

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

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