Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	21,473	20,961	-512	-2.4%	20,707
High	21,560	21,020	-540	-2.5%	21,800
Low	21,419	20,875	-544	-2.5%	20,707
Close	21,468	20,875	-593	-2.8%	21,515
Range	141	145	4	2.8%	1,093
ATR	306	326	21	6.7%	0
Volume	14	6	-8	-57.1%	77

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,358	21,262	20,955
R3	21,213	21,117	20,915
R2	21,068	21,068	20,902
R1	20,972	20,972	20,888	20,948
PP	20,923	20,923	20,923	20,911
S1	20,827	20,827	20,862	20,803
S2	20,778	20,778	20,848
S3	20,633	20,682	20,835
S4	20,488	20,537	20,795

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	21,630	20,875	755	3.6%	166	0.8%	0%	False	True	26
10	21,800	20,707	1,093	5.2%	203	1.0%	15%	False	False	22
20	21,800	19,300	2,500	12.0%	188	0.9%	63%	False	False	19

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	31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	21,636
2.618	21,400
1.618	21,255
1.000	21,165
0.618	21,110
HIGH	21,020
0.618	20,965
0.500	20,948
0.382	20,930
LOW	20,875
0.618	20,785
1.000	20,730
1.618	20,640
2.618	20,495
4.250	20,259

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	20,948	21,243
PP	20,923	21,120
S1	20,899	20,998

Download as Excel Spreadsheet

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

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