Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 21,514 21,614 100 0.5% 20,707
High 21,800 21,630 -170 -0.8% 21,800
Low 21,514 21,470 -44 -0.2% 20,707
Close 21,619 21,515 -104 -0.5% 21,515
Range 286 160 -126 -44.1% 1,093
ATR 341 328 -13 -3.8% 0
Volume 17 9 -8 -47.1% 77
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 22,018 21,927 21,603
R3 21,858 21,767 21,559
R2 21,698 21,698 21,544
R1 21,607 21,607 21,530 21,573
PP 21,538 21,538 21,538 21,521
S1 21,447 21,447 21,500 21,413
S2 21,378 21,378 21,486
S3 21,218 21,287 21,471
S4 21,058 21,127 21,427
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 24,620 24,160 22,116
R3 23,527 23,067 21,816
R2 22,434 22,434 21,715
R1 21,974 21,974 21,615 22,204
PP 21,341 21,341 21,341 21,456
S1 20,881 20,881 21,415 21,111
S2 20,248 20,248 21,315
S3 19,155 19,788 21,214
S4 18,062 18,695 20,914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,800 20,707 1,093 5.1% 229 1.1% 74% False False 15
10 21,800 20,420 1,380 6.4% 224 1.0% 79% False False 20
20 21,800 19,300 2,500 11.6% 158 0.7% 89% False False 15
Crabel Price Patterns
NR True
NR4 False
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 22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22,310
2.618 22,049
1.618 21,889
1.000 21,790
0.618 21,729
HIGH 21,630
0.618 21,569
0.500 21,550
0.382 21,531
LOW 21,470
0.618 21,371
1.000 21,310
1.618 21,211
2.618 21,051
4.250 20,790
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 21,550 21,452
PP 21,538 21,389
S1 21,527 21,326

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

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