Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	20,823	20,833	10	0.0%	20,361
High	20,823	20,833	10	0.0%	20,540
Low	20,695	20,636	-59	-0.3%	20,126
Close	20,731	20,669	-62	-0.3%	20,273
Range	128	197	69	53.9%	414
ATR	270	265	-5	-1.9%	0
Volume	81	38	-43	-53.1%	503

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,304	21,183	20,777
R3	21,107	20,986	20,723
R2	20,910	20,910	20,705
R1	20,789	20,789	20,687	20,751
PP	20,713	20,713	20,713	20,694
S1	20,592	20,592	20,651	20,554
S2	20,516	20,516	20,633
S3	20,319	20,395	20,615
S4	20,122	20,198	20,561

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	20,833	20,180	653	3.2%	152	0.7%	75%	True	False	57
10	20,833	20,072	761	3.7%	165	0.8%	78%	True	False	76
20	20,833	19,441	1,392	6.7%	162	0.8%	88%	True	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,670
2.618	21,349
1.618	21,152
1.000	21,030
0.618	20,955
HIGH	20,833
0.618	20,758
0.500	20,735
0.382	20,711
LOW	20,636
0.618	20,514
1.000	20,439
1.618	20,317
2.618	20,120
4.250	19,799

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	20,735	20,735
PP	20,713	20,713
S1	20,691	20,691

Download as Excel Spreadsheet

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

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