NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 11-Mar-2003

Day Change Summary
	Previous	Current
	10-Mar-2003	11-Mar-2003	Change	Change %	Previous Week
Open	977.95	966.74	-11.21	-1.1%	1,015.87
High	982.87	973.86	-9.01	-0.9%	1,023.47
Low	962.48	956.94	-5.54	-0.6%	964.25
Close	964.29	958.82	-5.47	-0.6%	986.82
Range	20.39	16.92	-3.47	-17.0%	59.22
ATR	24.83	24.27	-0.57	-2.3%	0.00
Volume

Daily Pivots for day following 11-Mar-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,013.97	1,003.31	968.13
R3	997.05	986.39	963.47
R2	980.13	980.13	961.92
R1	969.47	969.47	960.37	966.34
PP	963.21	963.21	963.21	961.64
S1	952.55	952.55	957.27	949.42
S2	946.29	946.29	955.72
S3	929.37	935.63	954.17
S4	912.45	918.71	949.51

Weekly Pivots for week ending 07-Mar-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,169.17	1,137.22	1,019.39
R3	1,109.95	1,078.00	1,003.11
R2	1,050.73	1,050.73	997.68
R1	1,018.78	1,018.78	992.25	1,005.15
PP	991.51	991.51	991.51	984.70
S1	959.56	959.56	981.39	945.93
S2	932.29	932.29	975.96
S3	873.07	900.34	970.53
S4	813.85	841.12	954.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	995.19	956.94	38.25	4.0%	19.42	2.0%	5%	False	True
10	1,023.47	956.94	66.53	6.9%	21.55	2.2%	3%	False	True
20	1,023.47	938.52	84.95	8.9%	22.98	2.4%	24%	False	False
40	1,104.32	938.52	165.80	17.3%	24.52	2.6%	12%	False	False
60	1,104.32	938.52	165.80	17.3%	24.78	2.6%	12%	False	False
80	1,155.68	938.52	217.16	22.6%	26.40	2.8%	9%	False	False
100	1,155.68	906.08	249.60	26.0%	27.70	2.9%	21%	False	False
120	1,155.68	795.25	360.43	37.6%	28.28	2.9%	45%	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	False
Bear Hook	False
Bull Hook	False
Stretch	5.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,045.77
2.618	1,018.16
1.618	1,001.24
1.000	990.78
0.618	984.32
HIGH	973.86
0.618	967.40
0.500	965.40
0.382	963.40
LOW	956.94
0.618	946.48
1.000	940.02
1.618	929.56
2.618	912.64
4.250	885.03

Fisher Pivots for day following 11-Mar-2003
Pivot	1 day	3 day
R1	965.40	974.53
PP	963.21	969.29
S1	961.01	964.06

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

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