NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 29-Jul-2002

Day Change Summary
	Previous	Current
	26-Jul-2002	29-Jul-2002	Change	Change %	Previous Week
Open	905.88	935.05	29.17	3.2%	958.34
High	917.32	970.13	52.81	5.8%	980.64
Low	885.94	931.43	45.49	5.1%	869.17
Close	910.91	970.13	59.22	6.5%	910.91
Range	31.38	38.70	7.32	23.3%	111.47
ATR	50.05	50.70	0.66	1.3%	0.00
Volume

Daily Pivots for day following 29-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,073.33	1,060.43	991.42
R3	1,034.63	1,021.73	980.77
R2	995.93	995.93	977.23
R1	983.03	983.03	973.68	989.48
PP	957.23	957.23	957.23	960.46
S1	944.33	944.33	966.58	950.78
S2	918.53	918.53	963.04
S3	879.83	905.63	959.49
S4	841.13	866.93	948.85

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	970.13	869.17	100.96	10.4%	54.63	5.6%	100%	True	False
10	1,060.77	869.17	191.60	19.7%	49.35	5.1%	53%	False	False
20	1,066.28	869.17	197.11	20.3%	48.07	5.0%	51%	False	False
40	1,213.18	869.17	344.01	35.5%	45.18	4.7%	29%	False	False
60	1,350.54	869.17	481.37	49.6%	43.87	4.5%	21%	False	False
80	1,426.01	869.17	556.84	57.4%	43.05	4.4%	18%	False	False
100	1,573.42	869.17	704.25	72.6%	41.51	4.3%	14%	False	False
120	1,573.42	869.17	704.25	72.6%	42.30	4.4%	14%	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	10.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,134.61
2.618	1,071.45
1.618	1,032.75
1.000	1,008.83
0.618	994.05
HIGH	970.13
0.618	955.35
0.500	950.78
0.382	946.21
LOW	931.43
0.618	907.51
1.000	892.73
1.618	868.81
2.618	830.11
4.250	766.96

Fisher Pivots for day following 29-Jul-2002
Pivot	1 day	3 day
R1	963.68	954.78
PP	957.23	939.42
S1	950.78	924.07

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

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