Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	20,998	20,932	-66	-0.3%	20,439
High	21,081	21,150	69	0.3%	21,150
Low	20,839	20,932	93	0.4%	20,420
Close	20,839	21,025	186	0.9%	21,025
Range	242	218	-24	-9.9%	730
ATR	334	332	-2	-0.5%	0
Volume	18	27	9	50.0%	132

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,690	21,575	21,145
R3	21,472	21,357	21,085
R2	21,254	21,254	21,065
R1	21,139	21,139	21,045	21,197
PP	21,036	21,036	21,036	21,064
S1	20,921	20,921	21,005	20,979
S2	20,818	20,818	20,985
S3	20,600	20,703	20,965
S4	20,382	20,485	20,905

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	23,055	22,770	21,427
R3	22,325	22,040	21,226
R2	21,595	21,595	21,159
R1	21,310	21,310	21,092	21,453
PP	20,865	20,865	20,865	20,936
S1	20,580	20,580	20,958	20,723
S2	20,135	20,135	20,891
S3	19,405	19,850	20,824
S4	18,675	19,120	20,624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,150	20,420	730	3.5%	219	1.0%	83%	True	False	26
10	21,150	19,300	1,850	8.8%	190	0.9%	93%	True	False	17
20	21,150	19,300	1,850	8.8%	152	0.7%	93%	True	False	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	16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,077
2.618	21,721
1.618	21,503
1.000	21,368
0.618	21,285
HIGH	21,150
0.618	21,067
0.500	21,041
0.382	21,015
LOW	20,932
0.618	20,797
1.000	20,714
1.618	20,579
2.618	20,361
4.250	20,006

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	21,041	20,992
PP	21,036	20,958
S1	21,030	20,925

Download as Excel Spreadsheet

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

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