NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 13-Aug-2002

Day Change Summary
	Previous	Current
	12-Aug-2002	13-Aug-2002	Change	Change %	Previous Week
Open	925.68	933.74	8.06	0.9%	889.49
High	943.27	959.46	16.19	1.7%	953.38
Low	922.36	907.30	-15.06	-1.6%	856.35
Close	938.98	907.62	-31.36	-3.3%	937.33
Range	20.91	52.16	31.25	149.5%	97.03
ATR	46.49	46.89	0.41	0.9%	0.00
Volume

Daily Pivots for day following 13-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,081.27	1,046.61	936.31
R3	1,029.11	994.45	921.96
R2	976.95	976.95	917.18
R1	942.29	942.29	912.40	933.54
PP	924.79	924.79	924.79	920.42
S1	890.13	890.13	902.84	881.38
S2	872.63	872.63	898.06
S3	820.47	837.97	893.28
S4	768.31	785.81	878.93

Weekly Pivots for week ending 09-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,206.78	1,169.08	990.70
R3	1,109.75	1,072.05	964.01
R2	1,012.72	1,012.72	955.12
R1	975.02	975.02	946.22	993.87
PP	915.69	915.69	915.69	925.11
S1	877.99	877.99	928.44	896.84
S2	818.66	818.66	919.54
S3	721.63	780.96	910.65
S4	624.60	683.93	883.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	959.46	883.37	76.09	8.4%	42.03	4.6%	32%	True	False
10	971.85	856.35	115.50	12.7%	41.58	4.6%	44%	False	False
20	1,060.77	856.35	204.42	22.5%	45.38	5.0%	25%	False	False
40	1,163.46	856.35	307.11	33.8%	45.39	5.0%	17%	False	False
60	1,313.26	856.35	456.91	50.3%	43.13	4.8%	11%	False	False
80	1,365.34	856.35	508.99	56.1%	43.51	4.8%	10%	False	False
100	1,491.03	856.35	634.68	69.9%	42.37	4.7%	8%	False	False
120	1,573.42	856.35	717.07	79.0%	42.28	4.7%	7%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.50
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,181.14
2.618	1,096.01
1.618	1,043.85
1.000	1,011.62
0.618	991.69
HIGH	959.46
0.618	939.53
0.500	933.38
0.382	927.23
LOW	907.30
0.618	875.07
1.000	855.14
1.618	822.91
2.618	770.75
4.250	685.62

Fisher Pivots for day following 13-Aug-2002
Pivot	1 day	3 day
R1	933.38	933.38
PP	924.79	924.79
S1	916.21	916.21

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

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