Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	21,416	21,510	94	0.4%	20,707
High	21,616	21,610	-6	0.0%	21,800
Low	21,373	21,468	95	0.4%	20,707
Close	21,369	21,589	220	1.0%	21,515
Range	243	142	-101	-41.6%	1,093
ATR	322	316	-6	-1.8%	0
Volume	91	14	-77	-84.6%	77

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,982	21,927	21,667
R3	21,840	21,785	21,628
R2	21,698	21,698	21,615
R1	21,643	21,643	21,602	21,671
PP	21,556	21,556	21,556	21,569
S1	21,501	21,501	21,576	21,529
S2	21,414	21,414	21,563
S3	21,272	21,359	21,550
S4	21,130	21,217	21,511

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	20,851	949	4.4%	265	1.2%	78%	False	False	34
10	21,800	20,700	1,100	5.1%	221	1.0%	81%	False	False	24
20	21,800	19,300	2,500	11.6%	174	0.8%	92%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	28
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	22,214
2.618	21,982
1.618	21,840
1.000	21,752
0.618	21,698
HIGH	21,610
0.618	21,556
0.500	21,539
0.382	21,522
LOW	21,468
0.618	21,380
1.000	21,326
1.618	21,238
2.618	21,096
4.250	20,865

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	21,572	21,560
PP	21,556	21,531
S1	21,539	21,502

Download as Excel Spreadsheet

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

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