Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	20,623	20,028	-595	-2.9%	20,585
High	20,623	20,055	-568	-2.8%	20,808
Low	20,623	19,800	-823	-4.0%	20,180
Close	20,722	19,858	-864	-4.2%	20,722
Range	0	255	255		628
ATR
Volume	25	8	-17	-68.0%	136

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	20,669	20,519	19,998
R3	20,414	20,264	19,928
R2	20,159	20,159	19,905
R1	20,009	20,009	19,881	19,957
PP	19,904	19,904	19,904	19,878
S1	19,754	19,754	19,835	19,702
S2	19,649	19,649	19,811
S3	19,394	19,499	19,788
S4	19,139	19,244	19,718

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	19,800	1,008	5.1%	172	0.9%	6%	False	True	18
10	20,808	19,800	1,008	5.1%	217	1.1%	6%	False	True	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,139
2.618	20,723
1.618	20,468
1.000	20,310
0.618	20,213
HIGH	20,055
0.618	19,958
0.500	19,928
0.382	19,897
LOW	19,800
0.618	19,642
1.000	19,545
1.618	19,387
2.618	19,132
4.250	18,716

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	19,928	20,212
PP	19,904	20,094
S1	19,881	19,976

Download as Excel Spreadsheet

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

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