Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	20,170	20,361	191	0.9%	19,881
High	20,170	20,540	370	1.8%	20,170
Low	20,072	20,361	289	1.4%	19,630
Close	20,084	20,517	433	2.2%	20,084
Range	98	179	81	82.7%	540
ATR	288	300	12	4.2%	0
Volume	25	71	46	184.0%	306

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,010	20,942	20,615
R3	20,831	20,763	20,566
R2	20,652	20,652	20,550
R1	20,584	20,584	20,533	20,618
PP	20,473	20,473	20,473	20,490
S1	20,405	20,405	20,501	20,439
S2	20,294	20,294	20,484
S3	20,115	20,226	20,468
S4	19,936	20,047	20,419

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	20,540	19,630	910	4.4%	275	1.3%	97%	True	False	73
10	20,540	19,441	1,099	5.4%	187	0.9%	98%	True	False	44
20	20,540	18,890	1,650	8.0%	122	0.6%	99%	True	False	24

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,301
2.618	21,009
1.618	20,830
1.000	20,719
0.618	20,651
HIGH	20,540
0.618	20,472
0.500	20,451
0.382	20,429
LOW	20,361
0.618	20,250
1.000	20,182
1.618	20,071
2.618	19,892
4.250	19,600

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	20,495	20,390
PP	20,473	20,262
S1	20,451	20,135

Download as Excel Spreadsheet

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

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