Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	20,762	20,280	-482	-2.3%	20,467
High	20,806	20,320	-486	-2.3%	21,020
Low	20,530	20,219	-311	-1.5%	20,460
Close	20,574	20,307	-267	-1.3%	20,897
Range	276	101	-175	-63.4%	560
ATR	260	267	7	2.6%	0
Volume	71	127	56	78.9%	189

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,585	20,547	20,363
R3	20,484	20,446	20,335
R2	20,383	20,383	20,326
R1	20,345	20,345	20,316	20,364
PP	20,282	20,282	20,282	20,292
S1	20,244	20,244	20,298	20,263
S2	20,181	20,181	20,288
S3	20,080	20,143	20,279
S4	19,979	20,042	20,251

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	20,954	20,219	735	3.6%	151	0.7%	12%	False	True	70
10	21,020	20,219	801	3.9%	162	0.8%	11%	False	True	55
20	21,020	20,072	948	4.7%	163	0.8%	25%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,749
2.618	20,584
1.618	20,483
1.000	20,421
0.618	20,382
HIGH	20,320
0.618	20,281
0.500	20,270
0.382	20,258
LOW	20,219
0.618	20,157
1.000	20,118
1.618	20,056
2.618	19,955
4.250	19,790

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	20,295	20,513
PP	20,282	20,444
S1	20,270	20,376

Download as Excel Spreadsheet

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

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