Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	20,954	20,522	-432	-2.1%	20,467
High	20,954	20,560	-394	-1.9%	21,020
Low	20,900	20,458	-442	-2.1%	20,460
Close	20,897	20,425	-472	-2.3%	20,897
Range	54	102	48	88.9%	560
ATR	240	254	14	5.9%	0
Volume	21	77	56	266.7%	189

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,787	20,708	20,481
R3	20,685	20,606	20,453
R2	20,583	20,583	20,444
R1	20,504	20,504	20,434	20,493
PP	20,481	20,481	20,481	20,475
S1	20,402	20,402	20,416	20,391
S2	20,379	20,379	20,406
S3	20,277	20,300	20,397
S4	20,175	20,198	20,369

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,472	22,245	21,205
R3	21,912	21,685	21,051
R2	21,352	21,352	21,000
R1	21,125	21,125	20,948	21,239
PP	20,792	20,792	20,792	20,849
S1	20,565	20,565	20,846	20,679
S2	20,232	20,232	20,794
S3	19,672	20,005	20,743
S4	19,112	19,445	20,589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,020	20,458	562	2.8%	148	0.7%	-6%	False	True	40
10	21,020	20,458	562	2.8%	145	0.7%	-6%	False	True	48
20	21,020	19,630	1,390	6.8%	188	0.9%	57%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,994
2.618	20,827
1.618	20,725
1.000	20,662
0.618	20,623
HIGH	20,560
0.618	20,521
0.500	20,509
0.382	20,497
LOW	20,458
0.618	20,395
1.000	20,356
1.618	20,293
2.618	20,191
4.250	20,025

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	20,509	20,724
PP	20,481	20,624
S1	20,453	20,525

Download as Excel Spreadsheet

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

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