NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 15-Jul-2002

Day Change Summary
	Previous	Current
	12-Jul-2002	15-Jul-2002	Change	Change %	Previous Week
Open	1,016.00	990.98	-25.02	-2.5%	1,051.27
High	1,025.61	1,021.35	-4.26	-0.4%	1,066.28
Low	988.25	955.29	-32.96	-3.3%	945.85
Close	1,000.82	1,021.02	20.20	2.0%	1,000.82
Range	37.36	66.06	28.70	76.8%	120.43
ATR	45.83	47.28	1.44	3.2%	0.00
Volume

Daily Pivots for day following 15-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,197.40	1,175.27	1,057.35
R3	1,131.34	1,109.21	1,039.19
R2	1,065.28	1,065.28	1,033.13
R1	1,043.15	1,043.15	1,027.08	1,054.22
PP	999.22	999.22	999.22	1,004.75
S1	977.09	977.09	1,014.96	988.16
S2	933.16	933.16	1,008.91
S3	867.10	911.03	1,002.85
S4	801.04	844.97	984.69

Weekly Pivots for week ending 12-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,365.61	1,303.64	1,067.06
R3	1,245.18	1,183.21	1,033.94
R2	1,124.75	1,124.75	1,022.90
R1	1,062.78	1,062.78	1,011.86	1,033.55
PP	1,004.32	1,004.32	1,004.32	989.70
S1	942.35	942.35	989.78	913.12
S2	883.89	883.89	978.74
S3	763.46	821.92	967.70
S4	643.03	701.49	934.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,025.61	945.85	79.76	7.8%	47.65	4.7%	94%	False	False
10	1,066.28	945.85	120.43	11.8%	46.80	4.6%	62%	False	False
20	1,163.46	945.85	217.61	21.3%	44.79	4.4%	35%	False	False
40	1,342.43	945.85	396.58	38.8%	41.83	4.1%	19%	False	False
60	1,408.31	945.85	462.46	45.3%	42.60	4.2%	16%	False	False
80	1,491.31	945.85	545.46	53.4%	41.68	4.1%	14%	False	False
100	1,573.42	945.85	627.57	61.5%	41.77	4.1%	12%	False	False
120	1,586.34	945.85	640.49	62.7%	41.94	4.1%	12%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.83
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1,302.11
2.618	1,194.30
1.618	1,128.24
1.000	1,087.41
0.618	1,062.18
HIGH	1,021.35
0.618	996.12
0.500	988.32
0.382	980.52
LOW	955.29
0.618	914.46
1.000	889.23
1.618	848.40
2.618	782.34
4.250	674.54

Fisher Pivots for day following 15-Jul-2002
Pivot	1 day	3 day
R1	1,010.12	1,009.26
PP	999.22	997.49
S1	988.32	985.73

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

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