Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	20,011	20,219	208	1.0%	20,585
High	20,085	20,219	134	0.7%	20,808
Low	19,651	20,219	568	2.9%	20,180
Close	19,771	20,053	282	1.4%	20,722
Range	434	0	-434	-100.0%	628
ATR	394	397	4	1.0%	0
Volume	27	5	-22	-81.5%	136

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	20,164	20,108	20,053
R3	20,164	20,108	20,053
R2	20,164	20,164	20,053
R1	20,108	20,108	20,053	20,136
PP	20,164	20,164	20,164	20,178
S1	20,108	20,108	20,053	20,136
S2	20,164	20,164	20,053
S3	20,164	20,108	20,053
S4	20,164	20,108	20,053

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	19,651	972	4.8%	165	0.8%	41%	False	False	16
10	20,808	19,651	1,157	5.8%	193	1.0%	35%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
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	33
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,219
2.618	20,219
1.618	20,219
1.000	20,219
0.618	20,219
HIGH	20,219
0.618	20,219
0.500	20,219
0.382	20,219
LOW	20,219
0.618	20,219
1.000	20,219
1.618	20,219
2.618	20,219
4.250	20,219

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	20,219	20,014
PP	20,164	19,974
S1	20,108	19,935

Download as Excel Spreadsheet

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

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