NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 26-Jun-1997

Day Change Summary
	Previous	Current
	25-Jun-1997	26-Jun-1997	Change	Change %	Previous Week
Open	986.42	979.22	-7.20	-0.7%	964.40
High	993.16	981.39	-11.77	-1.2%	991.85
Low	970.58	965.95	-4.63	-0.5%	962.54
Close	979.22	967.34	-11.88	-1.2%	981.41
Range	22.58	15.44	-7.14	-31.6%	29.31
ATR	18.81	18.57	-0.24	-1.3%	0.00
Volume

Daily Pivots for day following 26-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,017.88	1,008.05	975.83
R3	1,002.44	992.61	971.59
R2	987.00	987.00	970.17
R1	977.17	977.17	968.76	974.37
PP	971.56	971.56	971.56	970.16
S1	961.73	961.73	965.92	958.93
S2	956.12	956.12	964.51
S3	940.68	946.29	963.09
S4	925.24	930.85	958.85

Weekly Pivots for week ending 20-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,066.53	1,053.28	997.53
R3	1,037.22	1,023.97	989.47
R2	1,007.91	1,007.91	986.78
R1	994.66	994.66	984.10	1,001.29
PP	978.60	978.60	978.60	981.91
S1	965.35	965.35	978.72	971.98
S2	949.29	949.29	976.04
S3	919.98	936.04	973.35
S4	890.67	906.73	965.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	993.16	965.95	27.21	2.8%	16.93	1.7%	5%	False	True
10	993.16	949.29	43.87	4.5%	17.73	1.8%	41%	False	False
20	993.16	917.34	75.82	7.8%	18.78	1.9%	66%	False	False
40	993.16	872.59	120.57	12.5%	19.07	2.0%	79%	False	False
60	993.16	779.17	213.99	22.1%	19.81	2.0%	88%	False	False
80	993.16	779.17	213.99	22.1%	20.11	2.1%	88%	False	False
100	993.16	779.17	213.99	22.1%	20.07	2.1%	88%	False	False
120	993.16	779.17	213.99	22.1%	19.97	2.1%	88%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.75
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,047.01
2.618	1,021.81
1.618	1,006.37
1.000	996.83
0.618	990.93
HIGH	981.39
0.618	975.49
0.500	973.67
0.382	971.85
LOW	965.95
0.618	956.41
1.000	950.51
1.618	940.97
2.618	925.53
4.250	900.33

Fisher Pivots for day following 26-Jun-1997
Pivot	1 day	3 day
R1	973.67	979.56
PP	971.56	975.48
S1	969.45	971.41

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

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