Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	20,600	20,762	162	0.8%	20,467
High	20,750	20,806	56	0.3%	21,020
Low	20,530	20,530	0	0.0%	20,460
Close	20,567	20,574	7	0.0%	20,897
Range	220	276	56	25.5%	560
ATR	259	260	1	0.5%	0
Volume	58	71	13	22.4%	189

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,465	21,295	20,726
R3	21,189	21,019	20,650
R2	20,913	20,913	20,625
R1	20,743	20,743	20,599	20,690
PP	20,637	20,637	20,637	20,610
S1	20,467	20,467	20,549	20,414
S2	20,361	20,361	20,523
S3	20,085	20,191	20,498
S4	19,809	19,915	20,422

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,472	22,245	21,205
R3	21,912	21,685	21,051
R2	21,352	21,352	21,000
R1	21,125	21,125	20,948	21,239
PP	20,792	20,792	20,792	20,849
S1	20,565	20,565	20,846	20,679
S2	20,232	20,232	20,794
S3	19,672	20,005	20,743
S4	19,112	19,445	20,589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,989	20,458	531	2.6%	161	0.8%	22%	False	False	51
10	21,020	20,458	562	2.7%	171	0.8%	21%	False	False	46
20	21,020	19,729	1,291	6.3%	175	0.9%	65%	False	False	64

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	21,979
2.618	21,529
1.618	21,253
1.000	21,082
0.618	20,977
HIGH	20,806
0.618	20,701
0.500	20,668
0.382	20,635
LOW	20,530
0.618	20,359
1.000	20,254
1.618	20,083
2.618	19,807
4.250	19,357

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	20,668	20,632
PP	20,637	20,613
S1	20,605	20,593

Download as Excel Spreadsheet

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

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