NASDAQ 100 Cash Index

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

Day Change Summary
	Previous	Current
	28-Aug-2002	29-Aug-2002	Change	Change %	Previous Week
Open	965.57	933.46	-32.11	-3.3%	997.39
High	968.66	973.34	4.68	0.5%	1,052.49
Low	941.60	926.61	-14.99	-1.6%	993.46
Close	944.83	961.75	16.92	1.8%	1,010.49
Range	27.06	46.73	19.67	72.7%	59.03
ATR	41.51	41.88	0.37	0.9%	0.00
Volume

Daily Pivots for day following 29-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,094.09	1,074.65	987.45
R3	1,047.36	1,027.92	974.60
R2	1,000.63	1,000.63	970.32
R1	981.19	981.19	966.03	990.91
PP	953.90	953.90	953.90	958.76
S1	934.46	934.46	957.47	944.18
S2	907.17	907.17	953.18
S3	860.44	887.73	948.90
S4	813.71	841.00	936.05

Weekly Pivots for week ending 23-Aug-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,195.90	1,162.23	1,042.96
R3	1,136.87	1,103.20	1,026.72
R2	1,077.84	1,077.84	1,021.31
R1	1,044.17	1,044.17	1,015.90	1,061.01
PP	1,018.81	1,018.81	1,018.81	1,027.23
S1	985.14	985.14	1,005.08	1,001.98
S2	959.78	959.78	999.67
S3	900.75	926.11	994.26
S4	841.72	867.08	978.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,036.66	926.61	110.05	11.4%	37.09	3.9%	32%	False	True
10	1,052.49	926.61	125.88	13.1%	34.44	3.6%	28%	False	True
20	1,052.49	856.35	196.14	20.4%	38.82	4.0%	54%	False	False
40	1,066.28	856.35	209.93	21.8%	43.21	4.5%	50%	False	False
60	1,185.29	856.35	328.94	34.2%	42.96	4.5%	32%	False	False
80	1,350.54	856.35	494.19	51.4%	42.63	4.4%	21%	False	False
100	1,426.01	856.35	569.66	59.2%	41.92	4.4%	19%	False	False
120	1,523.45	856.35	667.10	69.4%	41.03	4.3%	16%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,171.94
2.618	1,095.68
1.618	1,048.95
1.000	1,020.07
0.618	1,002.22
HIGH	973.34
0.618	955.49
0.500	949.98
0.382	944.46
LOW	926.61
0.618	897.73
1.000	879.88
1.618	851.00
2.618	804.27
4.250	728.01

Fisher Pivots for day following 29-Aug-2002
Pivot	1 day	3 day
R1	957.83	974.14
PP	953.90	970.01
S1	949.98	965.88

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

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