Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	20,502	20,380	-122	-0.6%	20,361
High	20,502	20,380	-122	-0.6%	20,540
Low	20,126	20,180	54	0.3%	20,126
Close	20,166	20,273	107	0.5%	20,273
Range	376	200	-176	-46.8%	414
ATR	284	279	-5	-1.8%	0
Volume	34	49	15	44.1%	503

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,878	20,775	20,383
R3	20,678	20,575	20,328
R2	20,478	20,478	20,310
R1	20,375	20,375	20,291	20,327
PP	20,278	20,278	20,278	20,253
S1	20,175	20,175	20,255	20,127
S2	20,078	20,078	20,236
S3	19,878	19,975	20,218
S4	19,678	19,775	20,163

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,555	21,328	20,501
R3	21,141	20,914	20,387
R2	20,727	20,727	20,349
R1	20,500	20,500	20,311	20,407
PP	20,313	20,313	20,313	20,266
S1	20,086	20,086	20,235	19,993
S2	19,899	19,899	20,197
S3	19,485	19,672	20,159
S4	19,071	19,258	20,045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,540	20,126	414	2.0%	198	1.0%	36%	False	False	100
10	20,540	19,630	910	4.5%	223	1.1%	71%	False	False	80
20	20,540	18,890	1,650	8.1%	157	0.8%	84%	False	False	45

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	21,230
2.618	20,904
1.618	20,704
1.000	20,580
0.618	20,504
HIGH	20,380
0.618	20,304
0.500	20,280
0.382	20,256
LOW	20,180
0.618	20,056
1.000	19,980
1.618	19,856
2.618	19,656
4.250	19,330

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	20,280	20,314
PP	20,278	20,300
S1	20,275	20,287

Download as Excel Spreadsheet

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

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