Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	20,270	20,535	265	1.3%	20,598
High	20,547	20,609	62	0.3%	20,687
Low	20,258	20,171	-87	-0.4%	19,773
Close	20,459	20,339	-120	-0.6%	19,852
Range	289	438	149	51.6%	914
ATR	419	420	1	0.3%	0
Volume	57,288	97,202	39,914	69.7%	8,420

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,687	21,451	20,580
R3	21,249	21,013	20,459
R2	20,811	20,811	20,419
R1	20,575	20,575	20,379	20,474
PP	20,373	20,373	20,373	20,323
S1	20,137	20,137	20,299	20,036
S2	19,935	19,935	20,259
S3	19,497	19,699	20,219
S4	19,059	19,261	20,098

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	4.6%	418	2.1%	61%	False	False	44,390
10	20,700	19,591	1,109	5.5%	350	1.7%	67%	False	False	23,112
20	20,700	19,320	1,380	6.8%	351	1.7%	74%	False	False	12,353
40	22,637	19,320	3,317	16.3%	335	1.6%	31%	False	False	6,443
60	22,637	19,320	3,317	16.3%	335	1.6%	31%	False	False	4,361
80	23,020	19,320	3,700	18.2%	323	1.6%	28%	False	False	3,295
100	23,020	19,320	3,700	18.2%	287	1.4%	28%	False	False	2,641
120	23,020	19,300	3,720	18.3%	274	1.3%	28%	False	False	2,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,471
2.618	21,756
1.618	21,318
1.000	21,047
0.618	20,880
HIGH	20,609
0.618	20,442
0.500	20,390
0.382	20,338
LOW	20,171
0.618	19,900
1.000	19,733
1.618	19,462
2.618	19,024
4.250	18,310

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	20,390	20,370
PP	20,373	20,360
S1	20,356	20,349

Download as Excel Spreadsheet

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

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