NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 03-Feb-2003

Day Change Summary
	Previous	Current
	31-Jan-2003	03-Feb-2003	Change	Change %	Previous Week
Open	971.60	987.37	15.77	1.6%	985.08
High	996.04	997.56	1.52	0.2%	1,022.98
Low	968.34	981.37	13.03	1.3%	968.34
Close	983.05	987.07	4.02	0.4%	983.05
Range	27.70	16.19	-11.51	-41.6%	54.64
ATR	30.43	29.41	-1.02	-3.3%	0.00
Volume

Daily Pivots for day following 03-Feb-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,037.24	1,028.34	995.97
R3	1,021.05	1,012.15	991.52
R2	1,004.86	1,004.86	990.04
R1	995.96	995.96	988.55	992.32
PP	988.67	988.67	988.67	986.84
S1	979.77	979.77	985.59	976.13
S2	972.48	972.48	984.10
S3	956.29	963.58	982.62
S4	940.10	947.39	978.17

Weekly Pivots for week ending 31-Jan-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,155.38	1,123.85	1,013.10
R3	1,100.74	1,069.21	998.08
R2	1,046.10	1,046.10	993.07
R1	1,014.57	1,014.57	988.06	1,003.02
PP	991.46	991.46	991.46	985.68
S1	959.93	959.93	978.04	948.38
S2	936.82	936.82	973.03
S3	882.18	905.29	968.02
S4	827.54	850.65	953.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,022.98	968.34	54.64	5.5%	29.11	2.9%	34%	False	False
10	1,039.16	968.34	70.82	7.2%	27.56	2.8%	26%	False	False
20	1,104.32	968.34	135.98	13.8%	27.75	2.8%	14%	False	False
40	1,104.32	968.34	135.98	13.8%	26.80	2.7%	14%	False	False
60	1,155.68	968.34	187.34	19.0%	28.35	2.9%	10%	False	False
80	1,155.68	798.17	357.51	36.2%	29.36	3.0%	53%	False	False
100	1,155.68	795.25	360.43	36.5%	29.50	3.0%	53%	False	False
120	1,155.68	795.25	360.43	36.5%	30.20	3.1%	53%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	6.01
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1,066.37
2.618	1,039.95
1.618	1,023.76
1.000	1,013.75
0.618	1,007.57
HIGH	997.56
0.618	991.38
0.500	989.47
0.382	987.55
LOW	981.37
0.618	971.36
1.000	965.18
1.618	955.17
2.618	938.98
4.250	912.56

Fisher Pivots for day following 03-Feb-2003
Pivot	1 day	3 day
R1	989.47	995.28
PP	988.67	992.54
S1	987.87	989.81

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

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