Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	20,525	20,623	98	0.5%	20,585
High	20,618	20,623	5	0.0%	20,808
Low	20,525	20,623	98	0.5%	20,180
Close	20,551	20,722	171	0.8%	20,722
Range	93	0	-93	-100.0%	628
ATR
Volume	14	25	11	78.6%	136

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	20,656	20,689	20,722
R3	20,656	20,689	20,722
R2	20,656	20,656	20,722
R1	20,689	20,689	20,722	20,673
PP	20,656	20,656	20,656	20,648
S1	20,689	20,689	20,722	20,673
S2	20,656	20,656	20,722
S3	20,656	20,689	20,722
S4	20,656	20,689	20,722

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	22,454	22,216	21,067
R3	21,826	21,588	20,895
R2	21,198	21,198	20,837
R1	20,960	20,960	20,780	21,079
PP	20,570	20,570	20,570	20,630
S1	20,332	20,332	20,664	20,451
S2	19,942	19,942	20,607
S3	19,314	19,704	20,549
S4	18,686	19,076	20,377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,808	20,180	628	3.0%	165	0.8%	86%	False	False	27
10	20,808	20,045	763	3.7%	192	0.9%	89%	False	False	15

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	20
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	20,623
2.618	20,623
1.618	20,623
1.000	20,623
0.618	20,623
HIGH	20,623
0.618	20,623
0.500	20,623
0.382	20,623
LOW	20,623
0.618	20,623
1.000	20,623
1.618	20,623
2.618	20,623
4.250	20,623

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	20,689	20,615
PP	20,656	20,508
S1	20,623	20,402

Download as Excel Spreadsheet

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

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