Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	19,846	19,484	-362	-1.8%	20,270
High	19,846	19,498	-348	-1.8%	20,335
Low	19,800	19,484	-316	-1.6%	19,800
Close	19,900	19,491	-409	-2.1%	19,900
Range	46	14	-32	-69.6%	535
ATR	329	336	6	1.9%	0
Volume	8	8	0	0.0%	61

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	19,533	19,526	19,499
R3	19,519	19,512	19,495
R2	19,505	19,505	19,494
R1	19,498	19,498	19,492	19,502
PP	19,491	19,491	19,491	19,493
S1	19,484	19,484	19,490	19,488
S2	19,477	19,477	19,488
S3	19,463	19,470	19,487
S4	19,449	19,456	19,483

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,617	21,293	20,194
R3	21,082	20,758	20,047
R2	20,547	20,547	19,998
R1	20,223	20,223	19,949	20,118
PP	20,012	20,012	20,012	19,959
S1	19,688	19,688	19,851	19,583
S2	19,477	19,477	19,802
S3	18,942	19,153	19,753
S4	18,407	18,618	19,606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,283	19,484	799	4.1%	13	0.1%	1%	False	True	11
10	20,335	19,484	851	4.4%	90	0.5%	1%	False	True	12
20	20,808	19,484	1,324	6.8%	154	0.8%	1%	False	True	14

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	15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,558
2.618	19,535
1.618	19,521
1.000	19,512
0.618	19,507
HIGH	19,498
0.618	19,493
0.500	19,491
0.382	19,489
LOW	19,484
0.618	19,475
1.000	19,470
1.618	19,461
2.618	19,447
4.250	19,425

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	19,491	19,759
PP	19,491	19,670
S1	19,491	19,580

Download as Excel Spreadsheet

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

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