Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 21,717 21,532 -185 -0.9% 22,350
High 21,845 21,584 -261 -1.2% 22,395
Low 21,457 21,153 -304 -1.4% 21,580
Close 21,573 21,278 -295 -1.4% 21,809
Range 388 431 43 11.1% 815
ATR 393 396 3 0.7% 0
Volume 224 204 -20 -8.9% 423
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,631 22,386 21,515
R3 22,200 21,955 21,397
R2 21,769 21,769 21,357
R1 21,524 21,524 21,318 21,431
PP 21,338 21,338 21,338 21,292
S1 21,093 21,093 21,238 21,000
S2 20,907 20,907 21,199
S3 20,476 20,662 21,159
S4 20,045 20,231 21,041
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 21,153 1,027 4.8% 419 2.0% 12% False True 165
10 22,500 21,153 1,347 6.3% 358 1.7% 9% False True 134
20 22,700 20,933 1,767 8.3% 355 1.7% 20% False False 150
40 23,020 20,933 2,087 9.8% 305 1.4% 17% False False 115
60 23,020 20,151 2,869 13.5% 246 1.2% 39% False False 82
80 23,020 19,300 3,720 17.5% 228 1.1% 53% False False 66
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 77
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,416
2.618 22,712
1.618 22,281
1.000 22,015
0.618 21,850
HIGH 21,584
0.618 21,419
0.500 21,369
0.382 21,318
LOW 21,153
0.618 20,887
1.000 20,722
1.618 20,456
2.618 20,025
4.250 19,321
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 21,369 21,510
PP 21,338 21,433
S1 21,308 21,355

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

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