Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	20,028	20,100	72	0.4%	20,585
High	20,055	20,135	80	0.4%	20,808
Low	19,800	20,000	200	1.0%	20,180
Close	19,858	20,009	151	0.8%	20,722
Range	255	135	-120	-47.1%	628
ATR
Volume	8	18	10	125.0%	136

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	20,453	20,366	20,083
R3	20,318	20,231	20,046
R2	20,183	20,183	20,034
R1	20,096	20,096	20,021	20,072
PP	20,048	20,048	20,048	20,036
S1	19,961	19,961	19,997	19,937
S2	19,913	19,913	19,984
S3	19,778	19,826	19,972
S4	19,643	19,691	19,935

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	20,623	19,800	823	4.1%	139	0.7%	25%	False	False	18
10	20,808	19,800	1,008	5.0%	231	1.2%	21%	False	False	18

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	26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,709
2.618	20,488
1.618	20,353
1.000	20,270
0.618	20,218
HIGH	20,135
0.618	20,083
0.500	20,068
0.382	20,052
LOW	20,000
0.618	19,917
1.000	19,865
1.618	19,782
2.618	19,647
4.250	19,426

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	20,068	20,212
PP	20,048	20,144
S1	20,029	20,077

Download as Excel Spreadsheet

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

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