Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	20,707	20,750	43	0.2%	20,439
High	20,914	20,750	-164	-0.8%	21,150
Low	20,707	20,750	43	0.2%	20,420
Close	20,818	20,762	-56	-0.3%	21,025
Range	207	0	-207	-100.0%	730
ATR	331	312	-19	-5.7%	0
Volume	9	1	-8	-88.9%	132

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	20,754	20,758	20,762
R3	20,754	20,758	20,762
R2	20,754	20,754	20,762
R1	20,758	20,758	20,762	20,756
PP	20,754	20,754	20,754	20,753
S1	20,758	20,758	20,762	20,756
S2	20,754	20,754	20,762
S3	20,754	20,758	20,762
S4	20,754	20,758	20,762

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	20,700	450	2.2%	177	0.9%	14%	False	False	14
10	21,150	19,300	1,850	8.9%	197	0.9%	79%	False	False	16
20	21,150	19,300	1,850	8.9%	143	0.7%	79%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	20,750
2.618	20,750
1.618	20,750
1.000	20,750
0.618	20,750
HIGH	20,750
0.618	20,750
0.500	20,750
0.382	20,750
LOW	20,750
0.618	20,750
1.000	20,750
1.618	20,750
2.618	20,750
4.250	20,750

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	20,758	20,929
PP	20,754	20,873
S1	20,750	20,818

Download as Excel Spreadsheet

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

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