NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 19-Jul-2002

Day Change Summary
	Previous	Current
	18-Jul-2002	19-Jul-2002	Change	Change %	Previous Week
Open	1,020.82	975.06	-45.76	-4.5%	990.98
High	1,027.44	992.84	-34.60	-3.4%	1,060.77
Low	993.08	957.65	-35.43	-3.6%	955.29
Close	994.61	965.45	-29.16	-2.9%	965.45
Range	34.36	35.19	0.83	2.4%	105.48
ATR	46.76	46.06	-0.70	-1.5%	0.00
Volume

Daily Pivots for day following 19-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,077.55	1,056.69	984.80
R3	1,042.36	1,021.50	975.13
R2	1,007.17	1,007.17	971.90
R1	986.31	986.31	968.68	979.15
PP	971.98	971.98	971.98	968.40
S1	951.12	951.12	962.22	943.96
S2	936.79	936.79	959.00
S3	901.60	915.93	955.77
S4	866.41	880.74	946.10

Weekly Pivots for week ending 19-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,310.28	1,243.34	1,023.46
R3	1,204.80	1,137.86	994.46
R2	1,099.32	1,099.32	984.79
R1	1,032.38	1,032.38	975.12	1,013.11
PP	993.84	993.84	993.84	984.20
S1	926.90	926.90	955.78	907.63
S2	888.36	888.36	946.11
S3	782.88	821.42	936.44
S4	677.40	715.94	907.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,060.77	955.29	105.48	10.9%	46.91	4.9%	10%	False	False
10	1,066.28	945.85	120.43	12.5%	46.43	4.8%	16%	False	False
20	1,075.63	945.85	129.78	13.4%	46.26	4.8%	15%	False	False
40	1,286.82	945.85	340.97	35.3%	42.07	4.4%	6%	False	False
60	1,350.54	945.85	404.69	41.9%	43.22	4.5%	5%	False	False
80	1,481.74	945.85	535.89	55.5%	41.71	4.3%	4%	False	False
100	1,573.42	945.85	627.57	65.0%	41.60	4.3%	3%	False	False
120	1,582.65	945.85	636.80	66.0%	42.12	4.4%	3%	False	False

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	11.86
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,142.40
2.618	1,084.97
1.618	1,049.78
1.000	1,028.03
0.618	1,014.59
HIGH	992.84
0.618	979.40
0.500	975.25
0.382	971.09
LOW	957.65
0.618	935.90
1.000	922.46
1.618	900.71
2.618	865.52
4.250	808.09

Fisher Pivots for day following 19-Jul-2002
Pivot	1 day	3 day
R1	975.25	1,009.21
PP	971.98	994.62
S1	968.72	980.04

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

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