NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 26-Jul-2002

Day Change Summary
	Previous	Current
	25-Jul-2002	26-Jul-2002	Change	Change %	Previous Week
Open	934.93	905.88	-29.05	-3.1%	958.34
High	940.93	917.32	-23.61	-2.5%	980.64
Low	878.01	885.94	7.93	0.9%	869.17
Close	894.45	910.91	16.46	1.8%	910.91
Range	62.92	31.38	-31.54	-50.1%	111.47
ATR	51.49	50.05	-1.44	-2.8%	0.00
Volume

Daily Pivots for day following 26-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	998.86	986.27	928.17
R3	967.48	954.89	919.54
R2	936.10	936.10	916.66
R1	923.51	923.51	913.79	929.81
PP	904.72	904.72	904.72	907.87
S1	892.13	892.13	908.03	898.43
S2	873.34	873.34	905.16
S3	841.96	860.75	902.28
S4	810.58	829.37	893.65

Weekly Pivots for week ending 26-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,254.65	1,194.25	972.22
R3	1,143.18	1,082.78	941.56
R2	1,031.71	1,031.71	931.35
R1	971.31	971.31	921.13	945.78
PP	920.24	920.24	920.24	907.47
S1	859.84	859.84	900.69	834.31
S2	808.77	808.77	890.47
S3	697.30	748.37	880.26
S4	585.83	636.90	849.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	980.64	869.17	111.47	12.2%	57.26	6.3%	37%	False	False
10	1,060.77	869.17	191.60	21.0%	52.08	5.7%	22%	False	False
20	1,074.73	869.17	205.56	22.6%	47.73	5.2%	20%	False	False
40	1,246.34	869.17	377.17	41.4%	45.16	5.0%	11%	False	False
60	1,350.54	869.17	481.37	52.8%	44.22	4.9%	9%	False	False
80	1,426.01	869.17	556.84	61.1%	42.99	4.7%	7%	False	False
100	1,573.42	869.17	704.25	77.3%	41.64	4.6%	6%	False	False
120	1,573.42	869.17	704.25	77.3%	42.33	4.6%	6%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.46
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1,050.69
2.618	999.47
1.618	968.09
1.000	948.70
0.618	936.71
HIGH	917.32
0.618	905.33
0.500	901.63
0.382	897.93
LOW	885.94
0.618	866.55
1.000	854.56
1.618	835.17
2.618	803.79
4.250	752.58

Fisher Pivots for day following 26-Jul-2002
Pivot	1 day	3 day
R1	907.82	910.77
PP	904.72	910.64
S1	901.63	910.50

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

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