Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	19,300	19,455	155	0.8%	20,270
High	19,322	19,537	215	1.1%	20,335
Low	19,300	19,455	155	0.8%	19,800
Close	19,322	19,466	144	0.7%	19,900
Range	22	82	60	272.7%	535
ATR	320	312	-7	-2.3%	0
Volume	2	12	10	500.0%	61

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	19,732	19,681	19,511
R3	19,650	19,599	19,489
R2	19,568	19,568	19,481
R1	19,517	19,517	19,474	19,543
PP	19,486	19,486	19,486	19,499
S1	19,435	19,435	19,458	19,461
S2	19,404	19,404	19,451
S3	19,322	19,353	19,443
S4	19,240	19,271	19,421

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	19,846	19,300	546	2.8%	56	0.3%	30%	False	False	7
10	20,335	19,300	1,035	5.3%	55	0.3%	16%	False	False	9
20	20,808	19,300	1,508	7.7%	124	0.6%	11%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,886
2.618	19,752
1.618	19,670
1.000	19,619
0.618	19,588
HIGH	19,537
0.618	19,506
0.500	19,496
0.382	19,486
LOW	19,455
0.618	19,404
1.000	19,373
1.618	19,322
2.618	19,240
4.250	19,107

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	19,496	19,486
PP	19,486	19,479
S1	19,476	19,473

Download as Excel Spreadsheet

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

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