Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 20,932 20,707 -225 -1.1% 20,439
High 21,150 20,914 -236 -1.1% 21,150
Low 20,932 20,707 -225 -1.1% 20,420
Close 21,025 20,818 -207 -1.0% 21,025
Range 218 207 -11 -5.0% 730
ATR 332 331 -1 -0.3% 0
Volume 27 9 -18 -66.7% 132
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 21,434 21,333 20,932
R3 21,227 21,126 20,875
R2 21,020 21,020 20,856
R1 20,919 20,919 20,837 20,970
PP 20,813 20,813 20,813 20,838
S1 20,712 20,712 20,799 20,763
S2 20,606 20,606 20,780
S3 20,399 20,505 20,761
S4 20,192 20,298 20,704
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 23,055 22,770 21,427
R3 22,325 22,040 21,226
R2 21,595 21,595 21,159
R1 21,310 21,310 21,092 21,453
PP 20,865 20,865 20,865 20,936
S1 20,580 20,580 20,958 20,723
S2 20,135 20,135 20,891
S3 19,405 19,850 20,824
S4 18,675 19,120 20,624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,150 20,600 550 2.6% 246 1.2% 40% False False 25
10 21,150 19,300 1,850 8.9% 209 1.0% 82% False False 17
20 21,150 19,300 1,850 8.9% 150 0.7% 82% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,794
2.618 21,456
1.618 21,249
1.000 21,121
0.618 21,042
HIGH 20,914
0.618 20,835
0.500 20,811
0.382 20,786
LOW 20,707
0.618 20,579
1.000 20,500
1.618 20,372
2.618 20,165
4.250 19,827
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 20,816 20,929
PP 20,813 20,892
S1 20,811 20,855

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

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