Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	22,274	22,378	104	0.5%	22,439
High	22,378	22,561	183	0.8%	22,700
Low	22,250	22,320	70	0.3%	20,933
Close	22,358	22,499	141	0.6%	21,127
Range	128	241	113	88.3%	1,767
ATR	422	409	-13	-3.1%	0
Volume	171	147	-24	-14.0%	759

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	23,183	23,082	22,632
R3	22,942	22,841	22,565
R2	22,701	22,701	22,543
R1	22,600	22,600	22,521	22,651
PP	22,460	22,460	22,460	22,485
S1	22,359	22,359	22,477	22,410
S2	22,219	22,219	22,455
S3	21,978	22,118	22,433
S4	21,737	21,877	22,366

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	26,888	25,774	22,099
R3	25,121	24,007	21,613
R2	23,354	23,354	21,451
R1	22,240	22,240	21,289	21,914
PP	21,587	21,587	21,587	21,423
S1	20,473	20,473	20,965	20,147
S2	19,820	19,820	20,803
S3	18,053	18,706	20,641
S4	16,286	16,939	20,155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,561	20,933	1,628	7.2%	357	1.6%	96%	True	False	222
10	22,700	20,933	1,767	7.9%	351	1.6%	89%	False	False	167
20	23,020	20,933	2,087	9.3%	297	1.3%	75%	False	False	127
40	23,020	20,933	2,087	9.3%	240	1.1%	75%	False	False	85
60	23,020	20,151	2,869	12.8%	224	1.0%	82%	False	False	63
80	23,020	19,300	3,720	16.5%	201	0.9%	86%	False	False	51

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	52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	23,585
2.618	23,192
1.618	22,951
1.000	22,802
0.618	22,710
HIGH	22,561
0.618	22,469
0.500	22,441
0.382	22,412
LOW	22,320
0.618	22,171
1.000	22,079
1.618	21,930
2.618	21,689
4.250	21,296

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	22,480	22,380
PP	22,460	22,260
S1	22,441	22,141

Download as Excel Spreadsheet

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

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