NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 25-Oct-2002

Day Change Summary
	Previous	Current
	24-Oct-2002	25-Oct-2002	Change	Change %	Previous Week
Open	992.50	964.01	-28.49	-2.9%	945.86
High	998.54	995.64	-2.90	-0.3%	998.54
Low	963.08	964.01	0.93	0.1%	937.55
Close	964.91	995.55	30.64	3.2%	995.55
Range	35.46	31.63	-3.83	-10.8%	60.99
ATR	37.00	36.62	-0.38	-1.0%	0.00
Volume

Daily Pivots for day following 25-Oct-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,079.96	1,069.38	1,012.95
R3	1,048.33	1,037.75	1,004.25
R2	1,016.70	1,016.70	1,001.35
R1	1,006.12	1,006.12	998.45	1,011.41
PP	985.07	985.07	985.07	987.71
S1	974.49	974.49	992.65	979.78
S2	953.44	953.44	989.75
S3	921.81	942.86	986.85
S4	890.18	911.23	978.15

Weekly Pivots for week ending 25-Oct-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,160.18	1,138.86	1,029.09
R3	1,099.19	1,077.87	1,012.32
R2	1,038.20	1,038.20	1,006.73
R1	1,016.88	1,016.88	1,001.14	1,027.54
PP	977.21	977.21	977.21	982.55
S1	955.89	955.89	989.96	966.55
S2	916.22	916.22	984.37
S3	855.23	894.90	978.78
S4	794.24	833.91	962.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	998.54	937.55	60.99	6.1%	34.98	3.5%	95%	False	False
10	998.54	876.21	122.33	12.3%	29.65	3.0%	98%	False	False
20	998.54	795.25	203.29	20.4%	32.24	3.2%	99%	False	False
40	998.54	795.25	203.29	20.4%	29.88	3.0%	99%	False	False
60	1,052.49	795.25	257.24	25.8%	32.86	3.3%	78%	False	False
80	1,066.28	795.25	271.03	27.2%	36.54	3.7%	74%	False	False
100	1,185.29	795.25	390.04	39.2%	37.72	3.8%	51%	False	False
120	1,350.54	795.25	555.29	55.8%	38.38	3.9%	36%	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	6.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,130.07
2.618	1,078.45
1.618	1,046.82
1.000	1,027.27
0.618	1,015.19
HIGH	995.64
0.618	983.56
0.500	979.83
0.382	976.09
LOW	964.01
0.618	944.46
1.000	932.38
1.618	912.83
2.618	881.20
4.250	829.58

Fisher Pivots for day following 25-Oct-2002
Pivot	1 day	3 day
R1	990.31	988.92
PP	985.07	982.29
S1	979.83	975.66

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

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