Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 14-Jan-2010

Day Change Summary
	Previous	Current
	13-Jan-2010	14-Jan-2010	Change	Change %	Previous Week
Open	21,950	21,840	-110	-0.5%	21,794
High	22,004	21,917	-87	-0.4%	22,485
Low	21,640	21,590	-50	-0.2%	21,650
Close	21,720	21,590	-130	-0.6%	22,235
Range	364	327	-37	-10.2%	835
ATR	353	351	-2	-0.5%	0
Volume	407	242	-165	-40.5%	3,114

Daily Pivots for day following 14-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,680	22,462	21,770
R3	22,353	22,135	21,680
R2	22,026	22,026	21,650
R1	21,808	21,808	21,620	21,754
PP	21,699	21,699	21,699	21,672
S1	21,481	21,481	21,560	21,427
S2	21,372	21,372	21,530
S3	21,045	21,154	21,500
S4	20,718	20,827	21,410

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	24,628	24,267	22,694
R3	23,793	23,432	22,465
R2	22,958	22,958	22,388
R1	22,597	22,597	22,312	22,778
PP	22,123	22,123	22,123	22,214
S1	21,762	21,762	22,158	21,943
S2	21,288	21,288	22,082
S3	20,453	20,927	22,005
S4	19,618	20,092	21,776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,637	21,590	1,047	4.8%	283	1.3%	0%	False	True	432
10	22,637	21,550	1,087	5.0%	294	1.4%	4%	False	False	538
20	22,637	20,704	1,933	9.0%	294	1.4%	46%	False	False	439
40	23,020	20,704	2,316	10.7%	321	1.5%	38%	False	False	291
60	23,020	20,704	2,316	10.7%	291	1.3%	38%	False	False	217
80	23,020	20,151	2,869	13.3%	253	1.2%	50%	False	False	167
100	23,020	19,300	3,720	17.2%	234	1.1%	62%	False	False	136

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	60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	23,307
2.618	22,773
1.618	22,446
1.000	22,244
0.618	22,119
HIGH	21,917
0.618	21,792
0.500	21,754
0.382	21,715
LOW	21,590
0.618	21,388
1.000	21,263
1.618	21,061
2.618	20,734
4.250	20,200

Fisher Pivots for day following 14-Jan-2010
Pivot	1 day	3 day
R1	21,754	22,006
PP	21,699	21,867
S1	21,645	21,729

Download as Excel Spreadsheet

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

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