Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	20,361	20,375	14	0.1%	19,881
High	20,540	20,480	-60	-0.3%	20,170
Low	20,361	20,375	14	0.1%	19,630
Close	20,517	20,480	-37	-0.2%	20,084
Range	179	105	-74	-41.3%	540
ATR	300	289	-11	-3.8%	0
Volume	71	125	54	76.1%	306

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,760	20,725	20,538
R3	20,655	20,620	20,509
R2	20,550	20,550	20,499
R1	20,515	20,515	20,490	20,533
PP	20,445	20,445	20,445	20,454
S1	20,410	20,410	20,470	20,428
S2	20,340	20,340	20,461
S3	20,235	20,305	20,451
S4	20,130	20,200	20,422

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	19,729	811	4.0%	188	0.9%	93%	False	False	84
10	20,540	19,441	1,099	5.4%	197	1.0%	95%	False	False	57
20	20,540	18,890	1,650	8.1%	127	0.6%	96%	False	False	30

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,926
2.618	20,755
1.618	20,650
1.000	20,585
0.618	20,545
HIGH	20,480
0.618	20,440
0.500	20,428
0.382	20,415
LOW	20,375
0.618	20,310
1.000	20,270
1.618	20,205
2.618	20,100
4.250	19,929

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	20,463	20,422
PP	20,445	20,364
S1	20,428	20,306

Download as Excel Spreadsheet

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

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