I am having difficulties getting a correct value of the Average True Range Indicator.  For example, the values for the last 3 days of Hang Seng Mini index are:

Date         High Low Close

2/Sep/2009 19503 19295 19425
3/Sep/2009 19715 19442 19570
4/Sep/2009 20430 19625 20379

So, by the definition for Average True Range, it is calculated as a (1) maximum of the following for each day:

Distance between a day's High & Low. So for each day above the values are:
2/Sep/2009 208
3/Sep/2009 273
4/Sep/2009 805

Distance between a day's High &yesterday's close

2/Sep/2009 151
3/Sep/2009 290
4/Sep/2009 860

Distance between a day's Low & yeseday's close

2/Sep/2009 359
3/Sep/2009 17
4/Sep/2009 55

(2) Then we add the maximum distances for each day and divide by the number of days.  In my example it is: (359+290+860)/3=503

So, in my example I wanted to get the ATR over 3 days.  According to the calculation above, it is 503, however, accordign to my MS chart it is 522.

Why is the MS ATR not functioning properly? Is it a bug?

Rgds
Damien