Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	20,375	20,362	-13	-0.1%	19,881
High	20,480	20,490	10	0.0%	20,170
Low	20,375	20,362	-13	-0.1%	19,630
Close	20,480	20,437	-43	-0.2%	20,084
Range	105	128	23	21.9%	540
ATR	289	277	-11	-4.0%	0
Volume	125	224	99	79.2%	306

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,814	20,753	20,507
R3	20,686	20,625	20,472
R2	20,558	20,558	20,460
R1	20,497	20,497	20,449	20,528
PP	20,430	20,430	20,430	20,445
S1	20,369	20,369	20,425	20,400
S2	20,302	20,302	20,414
S3	20,174	20,241	20,402
S4	20,046	20,113	20,367

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%	170	0.8%	87%	False	False	109
10	20,540	19,441	1,099	5.4%	190	0.9%	91%	False	False	76
20	20,540	18,890	1,650	8.1%	133	0.7%	94%	False	False	41

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

Fibonacci Retracements and Extensions
4.250	21,034
2.618	20,825
1.618	20,697
1.000	20,618
0.618	20,569
HIGH	20,490
0.618	20,441
0.500	20,426
0.382	20,411
LOW	20,362
0.618	20,283
1.000	20,234
1.618	20,155
2.618	20,027
4.250	19,818

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	20,433	20,451
PP	20,430	20,446
S1	20,426	20,442

Download as Excel Spreadsheet

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

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