NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 08-Aug-2002

Day Change Summary
	Previous	Current
	07-Aug-2002	08-Aug-2002	Change	Change %	Previous Week
Open	932.53	915.89	-16.64	-1.8%	935.05
High	938.16	948.72	10.56	1.1%	992.34
Low	883.37	898.57	15.20	1.7%	878.48
Close	919.08	947.24	28.16	3.1%	892.51
Range	54.79	50.15	-4.64	-8.5%	113.86
ATR	49.68	49.71	0.03	0.1%	0.00
Volume

Daily Pivots for day following 08-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,081.96	1,064.75	974.82
R3	1,031.81	1,014.60	961.03
R2	981.66	981.66	956.43
R1	964.45	964.45	951.84	973.06
PP	931.51	931.51	931.51	935.81
S1	914.30	914.30	942.64	922.91
S2	881.36	881.36	938.05
S3	831.21	864.15	933.45
S4	781.06	814.00	919.66

Weekly Pivots for week ending 02-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,262.69	1,191.46	955.13
R3	1,148.83	1,077.60	923.82
R2	1,034.97	1,034.97	913.38
R1	963.74	963.74	902.95	942.43
PP	921.11	921.11	921.11	910.45
S1	849.88	849.88	882.07	828.57
S2	807.25	807.25	871.64
S3	693.39	736.02	861.20
S4	579.53	622.16	829.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	948.72	856.35	92.37	9.8%	46.34	4.9%	98%	True	False
10	992.34	856.35	135.99	14.4%	42.23	4.5%	67%	False	False
20	1,060.77	856.35	204.42	21.6%	47.45	5.0%	44%	False	False
40	1,163.46	856.35	307.11	32.4%	45.78	4.8%	30%	False	False
60	1,350.54	856.35	494.19	52.2%	43.55	4.6%	18%	False	False
80	1,426.01	856.35	569.66	60.1%	43.44	4.6%	16%	False	False
100	1,519.12	856.35	662.77	70.0%	42.40	4.5%	14%	False	False
120	1,573.42	856.35	717.07	75.7%	42.62	4.5%	13%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	6.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,161.86
2.618	1,080.01
1.618	1,029.86
1.000	998.87
0.618	979.71
HIGH	948.72
0.618	929.56
0.500	923.65
0.382	917.73
LOW	898.57
0.618	867.58
1.000	848.42
1.618	817.43
2.618	767.28
4.250	685.43

Fisher Pivots for day following 08-Aug-2002
Pivot	1 day	3 day
R1	939.38	935.54
PP	931.51	923.83
S1	923.65	912.13

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

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