NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Jul-2002

Day Change Summary
	Previous	Current
	10-Jul-2002	11-Jul-2002	Change	Change %	Previous Week
Open	1,005.99	954.01	-51.98	-5.2%	1,044.48
High	1,005.99	999.43	-6.56	-0.7%	1,061.05
Low	958.76	945.85	-12.91	-1.3%	950.33
Close	959.05	998.03	38.98	4.1%	1,060.89
Range	47.23	53.58	6.35	13.4%	110.72
ATR	45.94	46.49	0.55	1.2%	0.00
Volume

Daily Pivots for day following 11-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,141.84	1,123.52	1,027.50
R3	1,088.26	1,069.94	1,012.76
R2	1,034.68	1,034.68	1,007.85
R1	1,016.36	1,016.36	1,002.94	1,025.52
PP	981.10	981.10	981.10	985.69
S1	962.78	962.78	993.12	971.94
S2	927.52	927.52	988.21
S3	873.94	909.20	983.30
S4	820.36	855.62	968.56

Weekly Pivots for week ending 05-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,356.25	1,319.29	1,121.79
R3	1,245.53	1,208.57	1,091.34
R2	1,134.81	1,134.81	1,081.19
R1	1,097.85	1,097.85	1,071.04	1,116.33
PP	1,024.09	1,024.09	1,024.09	1,033.33
S1	987.13	987.13	1,050.74	1,005.61
S2	913.37	913.37	1,040.59
S3	802.65	876.41	1,030.44
S4	691.93	765.69	999.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,066.28	945.85	120.43	12.1%	46.95	4.7%	43%	False	True
10	1,074.73	945.85	128.88	12.9%	43.81	4.4%	40%	False	True
20	1,163.46	945.85	217.61	21.8%	44.10	4.4%	24%	False	True
40	1,350.54	945.85	404.69	40.5%	41.60	4.2%	13%	False	True
60	1,426.01	945.85	480.16	48.1%	42.10	4.2%	11%	False	True
80	1,519.12	945.85	573.27	57.4%	41.13	4.1%	9%	False	True
100	1,573.42	945.85	627.57	62.9%	41.65	4.2%	8%	False	True
120	1,586.34	945.85	640.49	64.2%	42.00	4.2%	8%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.52
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,227.15
2.618	1,139.70
1.618	1,086.12
1.000	1,053.01
0.618	1,032.54
HIGH	999.43
0.618	978.96
0.500	972.64
0.382	966.32
LOW	945.85
0.618	912.74
1.000	892.27
1.618	859.16
2.618	805.58
4.250	718.14

Fisher Pivots for day following 11-Jul-2002
Pivot	1 day	3 day
R1	989.57	993.56
PP	981.10	989.09
S1	972.64	984.62

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

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