Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	21,125	21,260	135	0.6%	20,761
High	21,263	21,310	47	0.2%	21,056
Low	21,080	21,122	42	0.2%	20,545
Close	21,240	21,190	-50	-0.2%	20,725
Range	183	188	5	2.7%	511
ATR	379	366	-14	-3.6%	0
Volume	59,392	54,996	-4,396	-7.4%	327,934

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,771	21,669	21,293
R3	21,583	21,481	21,242
R2	21,395	21,395	21,224
R1	21,293	21,293	21,207	21,250
PP	21,207	21,207	21,207	21,186
S1	21,105	21,105	21,173	21,062
S2	21,019	21,019	21,156
S3	20,831	20,917	21,138
S4	20,643	20,729	21,087

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,308	22,028	21,006
R3	21,797	21,517	20,866
R2	21,286	21,286	20,819
R1	21,006	21,006	20,772	20,891
PP	20,775	20,775	20,775	20,718
S1	20,495	20,495	20,678	20,380
S2	20,264	20,264	20,631
S3	19,753	19,984	20,584
S4	19,242	19,473	20,444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,310	20,545	765	3.6%	251	1.2%	84%	True	False	61,761
10	21,310	20,171	1,139	5.4%	260	1.2%	89%	True	False	66,819
20	21,310	19,320	1,990	9.4%	306	1.4%	94%	True	False	40,322
40	22,637	19,320	3,317	15.7%	327	1.5%	56%	False	False	20,575
60	22,637	19,320	3,317	15.7%	322	1.5%	56%	False	False	13,853
80	23,020	19,320	3,700	17.5%	318	1.5%	51%	False	False	10,421
100	23,020	19,320	3,700	17.5%	297	1.4%	51%	False	False	8,349
120	23,020	19,320	3,700	17.5%	275	1.3%	51%	False	False	6,961

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,109
2.618	21,802
1.618	21,614
1.000	21,498
0.618	21,426
HIGH	21,310
0.618	21,238
0.500	21,216
0.382	21,194
LOW	21,122
0.618	21,006
1.000	20,934
1.618	20,818
2.618	20,630
4.250	20,323

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	21,216	21,189
PP	21,207	21,187
S1	21,199	21,186

Download as Excel Spreadsheet

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

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