Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	22,760	22,410	-350	-1.5%	22,740
High	22,760	22,510	-250	-1.1%	23,020
Low	22,480	22,300	-180	-0.8%	22,300
Close	22,450	22,350	-100	-0.4%	22,350
Range	280	210	-70	-25.0%	720
ATR	350	340	-10	-2.9%	0
Volume	99	97	-2	-2.0%	468

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	23,017	22,893	22,466
R3	22,807	22,683	22,408
R2	22,597	22,597	22,389
R1	22,473	22,473	22,369	22,430
PP	22,387	22,387	22,387	22,365
S1	22,263	22,263	22,331	22,220
S2	22,177	22,177	22,312
S3	21,967	22,053	22,292
S4	21,757	21,843	22,235

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	24,717	24,253	22,746
R3	23,997	23,533	22,548
R2	23,277	23,277	22,482
R1	22,813	22,813	22,416	22,685
PP	22,557	22,557	22,557	22,493
S1	22,093	22,093	22,284	21,965
S2	21,837	21,837	22,218
S3	21,117	21,373	22,152
S4	20,397	20,653	21,954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	23,020	22,300	720	3.2%	236	1.1%	7%	False	True	93
10	23,020	21,853	1,167	5.2%	248	1.1%	43%	False	False	92
20	23,020	21,035	1,985	8.9%	254	1.1%	66%	False	False	80
40	23,020	20,151	2,869	12.8%	194	0.9%	77%	False	False	49
60	23,020	19,300	3,720	16.6%	190	0.8%	82%	False	False	39

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	51
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	23,403
2.618	23,060
1.618	22,850
1.000	22,720
0.618	22,640
HIGH	22,510
0.618	22,430
0.500	22,405
0.382	22,380
LOW	22,300
0.618	22,170
1.000	22,090
1.618	21,960
2.618	21,750
4.250	21,408

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	22,405	22,660
PP	22,387	22,557
S1	22,368	22,453

Download as Excel Spreadsheet

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

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