Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	21,514	21,614	100	0.5%	20,707
High	21,800	21,630	-170	-0.8%	21,800
Low	21,514	21,470	-44	-0.2%	20,707
Close	21,619	21,515	-104	-0.5%	21,515
Range	286	160	-126	-44.1%	1,093
ATR	341	328	-13	-3.8%	0
Volume	17	9	-8	-47.1%	77

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	22,018	21,927	21,603
R3	21,858	21,767	21,559
R2	21,698	21,698	21,544
R1	21,607	21,607	21,530	21,573
PP	21,538	21,538	21,538	21,521
S1	21,447	21,447	21,500	21,413
S2	21,378	21,378	21,486
S3	21,218	21,287	21,471
S4	21,058	21,127	21,427

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	24,620	24,160	22,116
R3	23,527	23,067	21,816
R2	22,434	22,434	21,715
R1	21,974	21,974	21,615	22,204
PP	21,341	21,341	21,341	21,456
S1	20,881	20,881	21,415	21,111
S2	20,248	20,248	21,315
S3	19,155	19,788	21,214
S4	18,062	18,695	20,914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,800	20,707	1,093	5.1%	229	1.1%	74%	False	False	15
10	21,800	20,420	1,380	6.4%	224	1.0%	79%	False	False	20
20	21,800	19,300	2,500	11.6%	158	0.7%	89%	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	22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,310
2.618	22,049
1.618	21,889
1.000	21,790
0.618	21,729
HIGH	21,630
0.618	21,569
0.500	21,550
0.382	21,531
LOW	21,470
0.618	21,371
1.000	21,310
1.618	21,211
2.618	21,051
4.250	20,790

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	21,550	21,452
PP	21,538	21,389
S1	21,527	21,326

Download as Excel Spreadsheet

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

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