Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 20,270 20,412 142 0.7% 20,672
High 20,300 20,693 393 1.9% 20,940
Low 20,270 20,412 142 0.7% 20,151
Close 20,294 20,724 430 2.1% 20,151
Range 30 281 251 836.7% 789
ATR 319 325 6 1.8% 0
Volume 13 6 -7 -53.8% 83
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 21,453 21,369 20,879
R3 21,172 21,088 20,801
R2 20,891 20,891 20,776
R1 20,807 20,807 20,750 20,849
PP 20,610 20,610 20,610 20,631
S1 20,526 20,526 20,698 20,568
S2 20,329 20,329 20,672
S3 20,048 20,245 20,647
S4 19,767 19,964 20,569
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 3.8% 138 0.7% 73% False False 15
10 21,610 20,151 1,459 7.0% 147 0.7% 39% False False 14
20 21,800 20,151 1,649 8.0% 194 0.9% 35% False False 21
40 21,800 19,300 2,500 12.1% 163 0.8% 57% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 21,887
2.618 21,429
1.618 21,148
1.000 20,974
0.618 20,867
HIGH 20,693
0.618 20,586
0.500 20,553
0.382 20,519
LOW 20,412
0.618 20,238
1.000 20,131
1.618 19,957
2.618 19,676
4.250 19,218
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 20,667 20,623
PP 20,610 20,523
S1 20,553 20,422

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

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