Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 20,767 20,672 -95 -0.5% 21,416
High 20,880 20,672 -208 -1.0% 21,616
Low 20,767 20,430 -337 -1.6% 20,767
Close 20,848 20,553 -295 -1.4% 20,848
Range 113 242 129 114.2% 849
ATR 311 319 8 2.5% 0
Volume 6 23 17 283.3% 131
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 21,278 21,157 20,686
R3 21,036 20,915 20,620
R2 20,794 20,794 20,597
R1 20,673 20,673 20,575 20,613
PP 20,552 20,552 20,552 20,521
S1 20,431 20,431 20,531 20,371
S2 20,310 20,310 20,509
S3 20,068 20,189 20,486
S4 19,826 19,947 20,420
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 23,624 23,085 21,315
R3 22,775 22,236 21,081
R2 21,926 21,926 21,004
R1 21,387 21,387 20,926 21,232
PP 21,077 21,077 21,077 21,000
S1 20,538 20,538 20,770 20,383
S2 20,228 20,228 20,692
S3 19,379 19,689 20,615
S4 18,530 18,840 20,381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,610 20,430 1,180 5.7% 157 0.8% 10% False True 12
10 21,800 20,430 1,370 6.7% 196 1.0% 9% False True 22
20 21,800 19,300 2,500 12.2% 203 1.0% 50% False False 19
40 21,800 19,300 2,500 12.2% 178 0.9% 50% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,701
2.618 21,306
1.618 21,064
1.000 20,914
0.618 20,822
HIGH 20,672
0.618 20,580
0.500 20,551
0.382 20,522
LOW 20,430
0.618 20,280
1.000 20,188
1.618 20,038
2.618 19,796
4.250 19,402
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 20,552 20,725
PP 20,552 20,668
S1 20,551 20,610

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

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