Hang Seng Index Future September 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	20,050	20,170	120	0.6%	19,881
High	20,070	20,170	100	0.5%	20,170
Low	19,729	20,072	343	1.7%	19,630
Close	19,900	20,084	184	0.9%	20,084
Range	341	98	-243	-71.3%	540
ATR	290	288	-1	-0.5%	0
Volume	100	25	-75	-75.0%	306

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,403	20,341	20,138
R3	20,305	20,243	20,111
R2	20,207	20,207	20,102
R1	20,145	20,145	20,093	20,127
PP	20,109	20,109	20,109	20,100
S1	20,047	20,047	20,075	20,029
S2	20,011	20,011	20,066
S3	19,913	19,949	20,057
S4	19,815	19,851	20,030

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,581	21,373	20,381
R3	21,041	20,833	20,233
R2	20,501	20,501	20,183
R1	20,293	20,293	20,134	20,397
PP	19,961	19,961	19,961	20,014
S1	19,753	19,753	20,035	19,857
S2	19,421	19,421	19,985
S3	18,881	19,213	19,936
S4	18,341	18,673	19,787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,170	19,630	540	2.7%	248	1.2%	84%	True	False	61
10	20,186	19,441	745	3.7%	169	0.8%	86%	False	False	37

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	7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,587
2.618	20,427
1.618	20,329
1.000	20,268
0.618	20,231
HIGH	20,170
0.618	20,133
0.500	20,121
0.382	20,109
LOW	20,072
0.618	20,011
1.000	19,974
1.618	19,913
2.618	19,815
4.250	19,656

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	20,121	20,039
PP	20,109	19,994
S1	20,096	19,950

Download as Excel Spreadsheet

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

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