Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 21,750 21,860 110 0.5% 22,350
High 22,180 21,867 -313 -1.4% 22,395
Low 21,451 21,680 229 1.1% 21,580
Close 21,860 21,680 -180 -0.8% 21,809
Range 729 187 -542 -74.3% 815
ATR 410 394 -16 -3.9% 0
Volume 200 136 -64 -32.0% 423
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,303 22,179 21,783
R3 22,116 21,992 21,731
R2 21,929 21,929 21,714
R1 21,805 21,805 21,697 21,774
PP 21,742 21,742 21,742 21,727
S1 21,618 21,618 21,663 21,587
S2 21,555 21,555 21,646
S3 21,368 21,431 21,629
S4 21,181 21,244 21,577
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,373 23,906 22,257
R3 23,558 23,091 22,033
R2 22,743 22,743 21,958
R1 22,276 22,276 21,884 22,102
PP 21,928 21,928 21,928 21,841
S1 21,461 21,461 21,734 21,287
S2 21,113 21,113 21,660
S3 20,298 20,646 21,585
S4 19,483 19,831 21,361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,180 21,451 729 3.4% 394 1.8% 31% False False 123
10 22,561 21,451 1,110 5.1% 313 1.4% 21% False False 123
20 23,020 20,933 2,087 9.6% 349 1.6% 36% False False 143
40 23,020 20,933 2,087 9.6% 290 1.3% 36% False False 105
60 23,020 20,151 2,869 13.2% 239 1.1% 53% False False 76
80 23,020 19,300 3,720 17.2% 219 1.0% 64% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 67
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 22,662
2.618 22,357
1.618 22,170
1.000 22,054
0.618 21,983
HIGH 21,867
0.618 21,796
0.500 21,774
0.382 21,751
LOW 21,680
0.618 21,564
1.000 21,493
1.618 21,377
2.618 21,190
4.250 20,885
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 21,774 21,816
PP 21,742 21,770
S1 21,711 21,725

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

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