Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	20,443	20,250	-193	-0.9%	20,598
High	20,443	20,700	257	1.3%	20,687
Low	20,250	20,040	-210	-1.0%	19,773
Close	20,352	20,600	248	1.2%	19,852
Range	193	660	467	242.0%	914
ATR	407	425	18	4.4%	0
Volume	14,330	48,193	33,863	236.3%	8,420

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,427	22,173	20,963
R3	21,767	21,513	20,782
R2	21,107	21,107	20,721
R1	20,853	20,853	20,661	20,980
PP	20,447	20,447	20,447	20,510
S1	20,193	20,193	20,540	20,320
S2	19,787	19,787	20,479
S3	19,127	19,533	20,419
S4	18,467	18,873	20,237

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,846	22,263	20,355
R3	21,932	21,349	20,103
R2	21,018	21,018	20,020
R1	20,435	20,435	19,936	20,270
PP	20,104	20,104	20,104	20,021
S1	19,521	19,521	19,768	19,356
S2	19,190	19,190	19,684
S3	18,276	18,607	19,601
S4	17,362	17,693	19,349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,700	19,773	927	4.5%	379	1.8%	89%	True	False	14,188
10	20,700	19,320	1,380	6.7%	349	1.7%	93%	True	False	8,268
20	20,700	19,320	1,380	6.7%	350	1.7%	93%	True	False	4,706
40	22,637	19,320	3,317	16.1%	331	1.6%	39%	False	False	2,593
60	22,637	19,320	3,317	16.1%	336	1.6%	39%	False	False	1,791
80	23,020	19,320	3,700	18.0%	321	1.6%	35%	False	False	1,365
100	23,020	19,320	3,700	18.0%	284	1.4%	35%	False	False	1,096
120	23,020	19,300	3,720	18.1%	269	1.3%	35%	False	False	917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	23,505
2.618	22,428
1.618	21,768
1.000	21,360
0.618	21,108
HIGH	20,700
0.618	20,448
0.500	20,370
0.382	20,292
LOW	20,040
0.618	19,632
1.000	19,380
1.618	18,972
2.618	18,312
4.250	17,235

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	20,523	20,479
PP	20,447	20,358
S1	20,370	20,237

Download as Excel Spreadsheet

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

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