Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	20,467	20,734	267	1.3%	20,633
High	20,639	20,738	99	0.5%	20,833
Low	20,460	20,599	139	0.7%	20,633
Close	20,640	20,600	-40	-0.2%	20,733
Range	179	139	-40	-22.3%	200
ATR	255	247	-8	-3.2%	0
Volume	63	58	-5	-7.9%	270

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,063	20,970	20,676
R3	20,924	20,831	20,638
R2	20,785	20,785	20,625
R1	20,692	20,692	20,613	20,669
PP	20,646	20,646	20,646	20,634
S1	20,553	20,553	20,587	20,530
S2	20,507	20,507	20,575
S3	20,368	20,414	20,562
S4	20,229	20,275	20,524

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,333	21,233	20,843
R3	21,133	21,033	20,788
R2	20,933	20,933	20,770
R1	20,833	20,833	20,751	20,883
PP	20,733	20,733	20,733	20,758
S1	20,633	20,633	20,715	20,683
S2	20,533	20,533	20,696
S3	20,333	20,433	20,678
S4	20,133	20,233	20,623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,833	20,460	373	1.8%	149	0.7%	38%	False	False	54
10	20,833	20,126	707	3.4%	168	0.8%	67%	False	False	69
20	20,833	19,441	1,392	6.8%	183	0.9%	83%	False	False	63

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,329
2.618	21,102
1.618	20,963
1.000	20,877
0.618	20,824
HIGH	20,738
0.618	20,685
0.500	20,669
0.382	20,652
LOW	20,599
0.618	20,513
1.000	20,460
1.618	20,374
2.618	20,235
4.250	20,008

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	20,669	20,610
PP	20,646	20,607
S1	20,623	20,603

Download as Excel Spreadsheet

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

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