NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 23-Sep-2002

Day Change Summary
	Previous	Current
	20-Sep-2002	23-Sep-2002	Change	Change %	Previous Week
Open	876.75	860.99	-15.76	-1.8%	919.10
High	879.87	864.26	-15.61	-1.8%	932.91
Low	864.13	837.63	-26.50	-3.1%	864.13
Close	871.60	843.08	-28.52	-3.3%	871.60
Range	15.74	26.63	10.89	69.2%	68.78
ATR	33.78	33.80	0.01	0.0%	0.00
Volume

Daily Pivots for day following 23-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	928.21	912.28	857.73
R3	901.58	885.65	850.40
R2	874.95	874.95	847.96
R1	859.02	859.02	845.52	853.67
PP	848.32	848.32	848.32	845.65
S1	832.39	832.39	840.64	827.04
S2	821.69	821.69	838.20
S3	795.06	805.76	835.76
S4	768.43	779.13	828.43

Weekly Pivots for week ending 20-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,095.89	1,052.52	909.43
R3	1,027.11	983.74	890.51
R2	958.33	958.33	884.21
R1	914.96	914.96	877.90	902.26
PP	889.55	889.55	889.55	883.19
S1	846.18	846.18	865.30	833.48
S2	820.77	820.77	858.99
S3	751.99	777.40	852.69
S4	683.21	708.62	833.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	932.91	837.63	95.28	11.3%	26.43	3.1%	6%	False	True
10	978.46	837.63	140.83	16.7%	25.31	3.0%	4%	False	True
20	1,021.66	837.63	184.03	21.8%	28.42	3.4%	3%	False	True
40	1,052.49	837.63	214.86	25.5%	33.75	4.0%	3%	False	True
60	1,074.73	837.63	237.10	28.1%	38.41	4.6%	2%	False	True
80	1,246.34	837.63	408.71	48.5%	39.46	4.7%	1%	False	True
100	1,350.54	837.63	512.91	60.8%	40.03	4.7%	1%	False	True
120	1,426.01	837.63	588.38	69.8%	39.91	4.7%	1%	False	True

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	5.57
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	977.44
2.618	933.98
1.618	907.35
1.000	890.89
0.618	880.72
HIGH	864.26
0.618	854.09
0.500	850.95
0.382	847.80
LOW	837.63
0.618	821.17
1.000	811.00
1.618	794.54
2.618	767.91
4.250	724.45

Fisher Pivots for day following 23-Sep-2002
Pivot	1 day	3 day
R1	850.95	863.44
PP	848.32	856.65
S1	845.70	849.87

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

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