Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	21,260	21,312	52	0.2%	20,761
High	21,310	21,330	20	0.1%	21,056
Low	21,122	20,990	-132	-0.6%	20,545
Close	21,190	21,127	-63	-0.3%	20,725
Range	188	340	152	80.9%	511
ATR	366	364	-2	-0.5%	0
Volume	54,996	70,237	15,241	27.7%	327,934

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,169	21,988	21,314
R3	21,829	21,648	21,221
R2	21,489	21,489	21,189
R1	21,308	21,308	21,158	21,229
PP	21,149	21,149	21,149	21,109
S1	20,968	20,968	21,096	20,889
S2	20,809	20,809	21,065
S3	20,469	20,628	21,034
S4	20,129	20,288	20,940

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	21,330	20,617	713	3.4%	228	1.1%	72%	True	False	61,386
10	21,330	20,446	884	4.2%	251	1.2%	77%	True	False	64,123
20	21,330	19,591	1,739	8.2%	300	1.4%	88%	True	False	43,618
40	22,422	19,320	3,102	14.7%	329	1.6%	58%	False	False	22,324
60	22,637	19,320	3,317	15.7%	322	1.5%	54%	False	False	15,021
80	23,020	19,320	3,700	17.5%	318	1.5%	49%	False	False	11,298
100	23,020	19,320	3,700	17.5%	299	1.4%	49%	False	False	9,052
120	23,020	19,320	3,700	17.5%	278	1.3%	49%	False	False	7,546

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	22,775
2.618	22,220
1.618	21,880
1.000	21,670
0.618	21,540
HIGH	21,330
0.618	21,200
0.500	21,160
0.382	21,120
LOW	20,990
0.618	20,780
1.000	20,650
1.618	20,440
2.618	20,100
4.250	19,545

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	21,160	21,160
PP	21,149	21,149
S1	21,138	21,138

Download as Excel Spreadsheet

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

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