Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	19,955	20,270	315	1.6%	20,028
High	19,994	20,335	341	1.7%	20,219
Low	19,792	20,270	478	2.4%	19,651
Close	19,909	20,335	426	2.1%	19,909
Range	202	65	-137	-67.8%	568
ATR	388	390	3	0.7%	0
Volume	6	12	6	100.0%	64

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	20,508	20,487	20,371
R3	20,443	20,422	20,353
R2	20,378	20,378	20,347
R1	20,357	20,357	20,341	20,368
PP	20,313	20,313	20,313	20,319
S1	20,292	20,292	20,329	20,303
S2	20,248	20,248	20,323
S3	20,183	20,227	20,317
S4	20,118	20,162	20,299

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,630	21,338	20,221
R3	21,062	20,770	20,065
R2	20,494	20,494	20,013
R1	20,202	20,202	19,961	20,064
PP	19,926	19,926	19,926	19,858
S1	19,634	19,634	19,857	19,496
S2	19,358	19,358	19,805
S3	18,790	19,066	19,753
S4	18,222	18,498	19,597

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,335	19,651	684	3.4%	167	0.8%	100%	True	False	13
10	20,808	19,651	1,157	5.7%	169	0.8%	59%	False	False	15

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	34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,611
2.618	20,505
1.618	20,440
1.000	20,400
0.618	20,375
HIGH	20,335
0.618	20,310
0.500	20,303
0.382	20,295
LOW	20,270
0.618	20,230
1.000	20,205
1.618	20,165
2.618	20,100
4.250	19,994

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	20,324	20,245
PP	20,313	20,154
S1	20,303	20,064

Download as Excel Spreadsheet

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

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