Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 20,412 20,980 568 2.8% 20,672
High 20,693 21,250 557 2.7% 20,940
Low 20,412 20,970 558 2.7% 20,151
Close 20,724 21,140 416 2.0% 20,151
Range 281 280 -1 -0.4% 789
ATR 325 339 14 4.4% 0
Volume 6 21 15 250.0% 83
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 21,960 21,830 21,294
R3 21,680 21,550 21,217
R2 21,400 21,400 21,191
R1 21,270 21,270 21,166 21,335
PP 21,120 21,120 21,120 21,153
S1 20,990 20,990 21,114 21,055
S2 20,840 20,840 21,089
S3 20,560 20,710 21,063
S4 20,280 20,430 20,986
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 21,250 20,151 1,099 5.2% 166 0.8% 90% True False 15
10 21,560 20,151 1,409 6.7% 161 0.8% 70% False False 14
20 21,800 20,151 1,649 7.8% 191 0.9% 60% False False 19
40 21,800 19,300 2,500 11.8% 162 0.8% 74% False False 17
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,440
2.618 21,983
1.618 21,703
1.000 21,530
0.618 21,423
HIGH 21,250
0.618 21,143
0.500 21,110
0.382 21,077
LOW 20,970
0.618 20,797
1.000 20,690
1.618 20,517
2.618 20,237
4.250 19,780
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 21,130 21,013
PP 21,120 20,887
S1 21,110 20,760

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

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