Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 20,229 20,270 41 0.2% 20,672
High 20,297 20,300 3 0.0% 20,940
Low 20,151 20,270 119 0.6% 20,151
Close 20,151 20,294 143 0.7% 20,151
Range 146 30 -116 -79.5% 789
ATR 332 319 -13 -3.9% 0
Volume 20 13 -7 -35.0% 83
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 20,378 20,366 20,311
R3 20,348 20,336 20,302
R2 20,318 20,318 20,300
R1 20,306 20,306 20,297 20,312
PP 20,288 20,288 20,288 20,291
S1 20,276 20,276 20,291 20,282
S2 20,258 20,258 20,289
S3 20,228 20,246 20,286
S4 20,198 20,216 20,278
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% 130 0.6% 18% False False 19
10 21,616 20,151 1,465 7.2% 144 0.7% 10% False False 22
20 21,800 20,151 1,649 8.1% 184 0.9% 9% False False 21
40 21,800 19,300 2,500 12.3% 161 0.8% 40% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 20,428
2.618 20,379
1.618 20,349
1.000 20,330
0.618 20,319
HIGH 20,300
0.618 20,289
0.500 20,285
0.382 20,281
LOW 20,270
0.618 20,251
1.000 20,240
1.618 20,221
2.618 20,191
4.250 20,143
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 20,291 20,513
PP 20,288 20,440
S1 20,285 20,367

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

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