Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 12-May-2010

Day Change Summary
	Previous	Current
	11-May-2010	12-May-2010	Change	Change %	Previous Week
Open	19,962	19,850	-112	-0.6%	20,300
High	19,995	19,940	-55	-0.3%	20,530
Low	19,597	19,640	43	0.2%	19,284
Close	19,730	19,940	210	1.1%	19,486
Range	398	300	-98	-24.6%	1,246
ATR	348	344	-3	-1.0%	0
Volume	133	206	73	54.9%	817

Daily Pivots for day following 12-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,740	20,640	20,105
R3	20,440	20,340	20,023
R2	20,140	20,140	19,995
R1	20,040	20,040	19,968	20,090
PP	19,840	19,840	19,840	19,865
S1	19,740	19,740	19,913	19,790
S2	19,540	19,540	19,885
S3	19,240	19,440	19,858
S4	18,940	19,140	19,775

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	23,505	22,741	20,171
R3	22,259	21,495	19,829
R2	21,013	21,013	19,714
R1	20,249	20,249	19,600	20,008
PP	19,767	19,767	19,767	19,646
S1	19,003	19,003	19,372	18,762
S2	18,521	18,521	19,258
S3	17,275	17,757	19,143
S4	16,029	16,511	18,801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,029	19,284	745	3.7%	350	1.8%	88%	False	False	169
10	20,677	19,284	1,393	7.0%	276	1.4%	47%	False	False	162
20	21,868	19,284	2,584	13.0%	234	1.2%	25%	False	False	128
40	21,927	19,284	2,643	13.3%	205	1.0%	25%	False	False	110
60	21,927	19,284	2,643	13.3%	192	1.0%	25%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	21,215
2.618	20,725
1.618	20,425
1.000	20,240
0.618	20,125
HIGH	19,940
0.618	19,825
0.500	19,790
0.382	19,755
LOW	19,640
0.618	19,455
1.000	19,340
1.618	19,155
2.618	18,855
4.250	18,365

Fisher Pivots for day following 12-May-2010
Pivot	1 day	3 day
R1	19,890	19,898
PP	19,840	19,855
S1	19,790	19,813

Download as Excel Spreadsheet

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

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