Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 02-Oct-2009 Change Change % Previous Week
Open 20,875 20,229 -646 -3.1% 20,672
High 20,875 20,297 -578 -2.8% 20,940
Low 20,784 20,151 -633 -3.0% 20,151
Close 20,815 20,151 -664 -3.2% 20,151
Range 91 146 55 60.4% 789
ATR 307 332 26 8.3% 0
Volume 15 20 5 33.3% 83
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 20,638 20,540 20,231
R3 20,492 20,394 20,191
R2 20,346 20,346 20,178
R1 20,248 20,248 20,164 20,224
PP 20,200 20,200 20,200 20,188
S1 20,102 20,102 20,138 20,078
S2 20,054 20,054 20,124
S3 19,908 19,956 20,111
S4 19,762 19,810 20,071
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,781 22,255 20,585
R3 21,992 21,466 20,368
R2 21,203 21,203 20,296
R1 20,677 20,677 20,223 20,546
PP 20,414 20,414 20,414 20,348
S1 19,888 19,888 20,079 19,757
S2 19,625 19,625 20,006
S3 18,836 19,099 19,934
S4 18,047 18,310 19,717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,940 20,151 789 3.9% 147 0.7% 0% False True 17
10 21,630 20,151 1,479 7.3% 157 0.8% 0% False True 22
20 21,800 19,601 2,199 10.9% 211 1.0% 25% False False 21
40 21,800 19,300 2,500 12.4% 167 0.8% 34% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,918
2.618 20,679
1.618 20,533
1.000 20,443
0.618 20,387
HIGH 20,297
0.618 20,241
0.500 20,224
0.382 20,207
LOW 20,151
0.618 20,061
1.000 20,005
1.618 19,915
2.618 19,769
4.250 19,531
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 20,224 20,546
PP 20,200 20,414
S1 20,175 20,283

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

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