Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	20,728	20,989	261	1.3%	20,633
High	21,020	20,989	-31	-0.1%	20,833
Low	20,728	20,836	108	0.5%	20,633
Close	20,974	20,864	-110	-0.5%	20,733
Range	292	153	-139	-47.6%	200
ATR	259	251	-8	-2.9%	0
Volume	16	31	15	93.8%	270

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,355	21,263	20,948
R3	21,202	21,110	20,906
R2	21,049	21,049	20,892
R1	20,957	20,957	20,878	20,927
PP	20,896	20,896	20,896	20,881
S1	20,804	20,804	20,850	20,774
S2	20,743	20,743	20,836
S3	20,590	20,651	20,822
S4	20,437	20,498	20,780

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	21,020	20,460	560	2.7%	173	0.8%	72%	False	False	39
10	21,020	20,180	840	4.0%	162	0.8%	81%	False	False	48
20	21,020	19,441	1,579	7.6%	189	0.9%	90%	False	False	62

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	5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,639
2.618	21,390
1.618	21,237
1.000	21,142
0.618	21,084
HIGH	20,989
0.618	20,931
0.500	20,913
0.382	20,894
LOW	20,836
0.618	20,741
1.000	20,683
1.618	20,588
2.618	20,435
4.250	20,186

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	20,913	20,846
PP	20,896	20,828
S1	20,880	20,810

Download as Excel Spreadsheet

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

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