NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 18-Jun-1997

Day Change Summary
	Previous	Current
	17-Jun-1997	18-Jun-1997	Change	Change %	Previous Week
Open	975.87	989.37	13.50	1.4%	944.98
High	991.85	989.37	-2.48	-0.3%	971.18
Low	970.25	970.83	0.58	0.1%	931.43
Close	989.37	971.55	-17.82	-1.8%	964.40
Range	21.60	18.54	-3.06	-14.2%	39.75
ATR	19.43	19.37	-0.06	-0.3%	0.00
Volume

Daily Pivots for day following 18-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,032.87	1,020.75	981.75
R3	1,014.33	1,002.21	976.65
R2	995.79	995.79	974.95
R1	983.67	983.67	973.25	980.46
PP	977.25	977.25	977.25	975.65
S1	965.13	965.13	969.85	961.92
S2	958.71	958.71	968.15
S3	940.17	946.59	966.45
S4	921.63	928.05	961.35

Weekly Pivots for week ending 13-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,074.92	1,059.41	986.26
R3	1,035.17	1,019.66	975.33
R2	995.42	995.42	971.69
R1	979.91	979.91	968.04	987.67
PP	955.67	955.67	955.67	959.55
S1	940.16	940.16	960.76	947.92
S2	915.92	915.92	957.11
S3	876.17	900.41	953.47
S4	836.42	860.66	942.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	991.85	936.00	55.85	5.7%	19.04	2.0%	64%	False	False
10	991.85	921.96	69.89	7.2%	18.10	1.9%	71%	False	False
20	991.85	917.34	74.51	7.7%	18.88	1.9%	73%	False	False
40	991.85	812.25	179.60	18.5%	19.88	2.0%	89%	False	False
60	991.85	779.17	212.68	21.9%	20.71	2.1%	90%	False	False
80	991.85	779.17	212.68	21.9%	20.26	2.1%	90%	False	False
100	991.85	779.17	212.68	21.9%	20.23	2.1%	90%	False	False
120	991.85	779.17	212.68	21.9%	19.97	2.1%	90%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,068.17
2.618	1,037.91
1.618	1,019.37
1.000	1,007.91
0.618	1,000.83
HIGH	989.37
0.618	982.29
0.500	980.10
0.382	977.91
LOW	970.83
0.618	959.37
1.000	952.29
1.618	940.83
2.618	922.29
4.250	892.04

Fisher Pivots for day following 18-Jun-1997
Pivot	1 day	3 day
R1	980.10	977.20
PP	977.25	975.31
S1	974.40	973.43

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

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