NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 22-Oct-2002

Day Change Summary
	Previous	Current
	21-Oct-2002	22-Oct-2002	Change	Change %	Previous Week
Open	945.86	954.28	8.42	0.9%	878.75
High	982.43	977.88	-4.55	-0.5%	957.16
Low	937.55	951.61	14.06	1.5%	876.21
Close	979.35	963.87	-15.48	-1.6%	956.13
Range	44.88	26.27	-18.61	-41.5%	80.95
ATR	37.88	37.16	-0.72	-1.9%	0.00
Volume

Daily Pivots for day following 22-Oct-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,043.26	1,029.84	978.32
R3	1,016.99	1,003.57	971.09
R2	990.72	990.72	968.69
R1	977.30	977.30	966.28	984.01
PP	964.45	964.45	964.45	967.81
S1	951.03	951.03	961.46	957.74
S2	938.18	938.18	959.05
S3	911.91	924.76	956.65
S4	885.64	898.49	949.42

Weekly Pivots for week ending 18-Oct-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,172.68	1,145.36	1,000.65
R3	1,091.73	1,064.41	978.39
R2	1,010.78	1,010.78	970.97
R1	983.46	983.46	963.55	997.12
PP	929.83	929.83	929.83	936.67
S1	902.51	902.51	948.71	916.17
S2	848.88	848.88	941.29
S3	767.93	821.56	933.87
S4	686.98	740.61	911.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	982.43	906.08	76.35	7.9%	29.72	3.1%	76%	False	False
10	982.43	798.17	184.26	19.1%	30.75	3.2%	90%	False	False
20	982.43	795.25	187.18	19.4%	32.29	3.4%	90%	False	False
40	1,021.66	795.25	226.41	23.5%	30.38	3.2%	74%	False	False
60	1,052.49	795.25	257.24	26.7%	33.14	3.4%	66%	False	False
80	1,066.28	795.25	271.03	28.1%	36.87	3.8%	62%	False	False
100	1,213.18	795.25	417.93	43.4%	37.95	3.9%	40%	False	False
120	1,350.54	795.25	555.29	57.6%	38.50	4.0%	30%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,089.53
2.618	1,046.65
1.618	1,020.38
1.000	1,004.15
0.618	994.11
HIGH	977.88
0.618	967.84
0.500	964.75
0.382	961.65
LOW	951.61
0.618	935.38
1.000	925.34
1.618	909.11
2.618	882.84
4.250	839.96

Fisher Pivots for day following 22-Oct-2002
Pivot	1 day	3 day
R1	964.75	960.04
PP	964.45	956.20
S1	964.16	952.37

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

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