NASDAQ 100 Cash Index

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

Day Change Summary
	Previous	Current
	02-Jul-1997	03-Jul-1997	Change	Change %	Previous Week
Open	953.44	975.93	22.49	2.4%	981.41
High	976.05	990.53	14.48	1.5%	993.16
Low	953.44	975.93	22.49	2.4%	961.67
Close	975.93	986.52	10.59	1.1%	963.01
Range	22.61	14.60	-8.01	-35.4%	31.49
ATR	17.97	17.73	-0.24	-1.3%	0.00
Volume

Daily Pivots for day following 03-Jul-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,028.13	1,021.92	994.55
R3	1,013.53	1,007.32	990.54
R2	998.93	998.93	989.20
R1	992.72	992.72	987.86	995.83
PP	984.33	984.33	984.33	985.88
S1	978.12	978.12	985.18	981.23
S2	969.73	969.73	983.84
S3	955.13	963.52	982.51
S4	940.53	948.92	978.49

Weekly Pivots for week ending 27-Jun-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,067.08	1,046.54	980.33
R3	1,035.59	1,015.05	971.67
R2	1,004.10	1,004.10	968.78
R1	983.56	983.56	965.90	978.09
PP	972.61	972.61	972.61	969.88
S1	952.07	952.07	960.12	946.60
S2	941.12	941.12	957.24
S3	909.63	920.58	954.35
S4	878.14	889.09	945.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	990.53	947.78	42.75	4.3%	15.71	1.6%	91%	True	False
10	993.16	947.78	45.38	4.6%	16.32	1.7%	85%	False	False
20	993.16	926.98	66.18	6.7%	17.38	1.8%	90%	False	False
40	993.16	900.24	92.92	9.4%	18.29	1.9%	93%	False	False
60	993.16	785.08	208.08	21.1%	19.36	2.0%	97%	False	False
80	993.16	779.17	213.99	21.7%	19.97	2.0%	97%	False	False
100	993.16	779.17	213.99	21.7%	19.68	2.0%	97%	False	False
120	993.16	779.17	213.99	21.7%	20.06	2.0%	97%	False	False

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	3.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,052.58
2.618	1,028.75
1.618	1,014.15
1.000	1,005.13
0.618	999.55
HIGH	990.53
0.618	984.95
0.500	983.23
0.382	981.51
LOW	975.93
0.618	966.91
1.000	961.33
1.618	952.31
2.618	937.71
4.250	913.88

Fisher Pivots for day following 03-Jul-1997
Pivot	1 day	3 day
R1	985.42	980.73
PP	984.33	974.94
S1	983.23	969.16

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

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