Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	20,535	20,446	-89	-0.4%	20,443
High	20,609	20,678	69	0.3%	20,700
Low	20,171	20,446	275	1.4%	20,040
Close	20,339	20,537	198	1.0%	20,537
Range	438	232	-206	-47.0%	660
ATR	420	414	-6	-1.4%	0
Volume	97,202	71,955	-25,247	-26.0%	288,968

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,250	21,125	20,665
R3	21,018	20,893	20,601
R2	20,786	20,786	20,580
R1	20,661	20,661	20,558	20,724
PP	20,554	20,554	20,554	20,585
S1	20,429	20,429	20,516	20,492
S2	20,322	20,322	20,494
S3	20,090	20,197	20,473
S4	19,858	19,965	20,409

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,406	22,131	20,900
R3	21,746	21,471	20,719
R2	21,086	21,086	20,658
R1	20,811	20,811	20,598	20,949
PP	20,426	20,426	20,426	20,494
S1	20,151	20,151	20,477	20,289
S2	19,766	19,766	20,416
S3	19,106	19,491	20,356
S4	18,446	18,831	20,174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,700	20,040	660	3.2%	362	1.8%	75%	False	False	57,793
10	20,700	19,773	927	4.5%	340	1.7%	82%	False	False	30,091
20	20,700	19,320	1,380	6.7%	342	1.7%	88%	False	False	15,896
40	22,637	19,320	3,317	16.2%	333	1.6%	37%	False	False	8,218
60	22,637	19,320	3,317	16.2%	327	1.6%	37%	False	False	5,556
80	23,020	19,320	3,700	18.0%	323	1.6%	33%	False	False	4,192
100	23,020	19,320	3,700	18.0%	289	1.4%	33%	False	False	3,360
120	23,020	19,320	3,700	18.0%	275	1.3%	33%	False	False	2,803

Crabel Price Patterns
NR	True
NR4	True
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	47
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,664
2.618	21,285
1.618	21,053
1.000	20,910
0.618	20,821
HIGH	20,678
0.618	20,589
0.500	20,562
0.382	20,535
LOW	20,446
0.618	20,303
1.000	20,214
1.618	20,071
2.618	19,839
4.250	19,460

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	20,562	20,500
PP	20,554	20,462
S1	20,545	20,425

Download as Excel Spreadsheet

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

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