NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 27-Sep-2002

Day Change Summary
	Previous	Current
	26-Sep-2002	27-Sep-2002	Change	Change %	Previous Week
Open	891.02	866.09	-24.93	-2.8%	860.99
High	897.45	891.12	-6.33	-0.7%	897.45
Low	860.81	859.60	-1.21	-0.1%	830.21
Close	873.74	860.35	-13.39	-1.5%	860.35
Range	36.64	31.52	-5.12	-14.0%	67.24
ATR	34.39	34.18	-0.20	-0.6%	0.00
Volume

Daily Pivots for day following 27-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	964.92	944.15	877.69
R3	933.40	912.63	869.02
R2	901.88	901.88	866.13
R1	881.11	881.11	863.24	875.74
PP	870.36	870.36	870.36	867.67
S1	849.59	849.59	857.46	844.22
S2	838.84	838.84	854.57
S3	807.32	818.07	851.68
S4	775.80	786.55	843.01

Weekly Pivots for week ending 27-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,064.39	1,029.61	897.33
R3	997.15	962.37	878.84
R2	929.91	929.91	872.68
R1	895.13	895.13	866.51	878.90
PP	862.67	862.67	862.67	854.56
S1	827.89	827.89	854.19	811.66
S2	795.43	795.43	848.02
S3	728.19	760.65	841.86
S4	660.95	693.41	823.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	897.45	830.21	67.24	7.8%	32.47	3.8%	45%	False	False
10	932.91	830.21	102.70	11.9%	29.29	3.4%	29%	False	False
20	978.46	830.21	148.25	17.2%	27.52	3.2%	20%	False	False
40	1,052.49	830.21	222.28	25.8%	33.17	3.9%	14%	False	False
60	1,066.28	830.21	236.07	27.4%	37.98	4.4%	13%	False	False
80	1,185.29	830.21	355.08	41.3%	39.10	4.5%	8%	False	False
100	1,350.54	830.21	520.33	60.5%	39.61	4.6%	6%	False	False
120	1,426.01	830.21	595.80	69.3%	39.52	4.6%	5%	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	True
Bear Hook	False
Bull Hook	False
Stretch	5.88
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,025.08
2.618	973.64
1.618	942.12
1.000	922.64
0.618	910.60
HIGH	891.12
0.618	879.08
0.500	875.36
0.382	871.64
LOW	859.60
0.618	840.12
1.000	828.08
1.618	808.60
2.618	777.08
4.250	725.64

Fisher Pivots for day following 27-Sep-2002
Pivot	1 day	3 day
R1	875.36	873.37
PP	870.36	869.03
S1	865.35	864.69

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

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