NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 04-Feb-2003

Day Change Summary
	Previous	Current
	03-Feb-2003	04-Feb-2003	Change	Change %	Previous Week
Open	987.37	972.93	-14.44	-1.5%	985.08
High	997.56	974.68	-22.88	-2.3%	1,022.98
Low	981.37	960.01	-21.36	-2.2%	968.34
Close	987.07	971.73	-15.34	-1.6%	983.05
Range	16.19	14.67	-1.52	-9.4%	54.64
ATR	29.41	29.24	-0.17	-0.6%	0.00
Volume

Daily Pivots for day following 04-Feb-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,012.82	1,006.94	979.80
R3	998.15	992.27	975.76
R2	983.48	983.48	974.42
R1	977.60	977.60	973.07	973.21
PP	968.81	968.81	968.81	966.61
S1	962.93	962.93	970.39	958.54
S2	954.14	954.14	969.04
S3	939.47	948.26	967.70
S4	924.80	933.59	963.66

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	960.01	62.97	6.5%	27.53	2.8%	19%	False	True
10	1,039.16	960.01	79.15	8.1%	27.09	2.8%	15%	False	True
20	1,104.32	960.01	144.31	14.9%	26.76	2.8%	8%	False	True
40	1,104.32	960.01	144.31	14.9%	26.33	2.7%	8%	False	True
60	1,155.68	960.01	195.67	20.1%	28.04	2.9%	6%	False	True
80	1,155.68	801.26	354.42	36.5%	29.21	3.0%	48%	False	False
100	1,155.68	795.25	360.43	37.1%	29.32	3.0%	49%	False	False
120	1,155.68	795.25	360.43	37.1%	29.89	3.1%	49%	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	5.65
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1,037.03
2.618	1,013.09
1.618	998.42
1.000	989.35
0.618	983.75
HIGH	974.68
0.618	969.08
0.500	967.35
0.382	965.61
LOW	960.01
0.618	950.94
1.000	945.34
1.618	936.27
2.618	921.60
4.250	897.66

Fisher Pivots for day following 04-Feb-2003
Pivot	1 day	3 day
R1	970.27	978.79
PP	968.81	976.43
S1	967.35	974.08

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

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