Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 21,045 20,704 -341 -1.6% 21,750
High 21,200 21,109 -91 -0.4% 22,180
Low 20,997 20,704 -293 -1.4% 20,997
Close 21,050 20,824 -226 -1.1% 21,050
Range 203 405 202 99.5% 1,183
ATR 388 389 1 0.3% 0
Volume 223 469 246 110.3% 987
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,094 21,864 21,047
R3 21,689 21,459 20,935
R2 21,284 21,284 20,898
R1 21,054 21,054 20,861 21,169
PP 20,879 20,879 20,879 20,937
S1 20,649 20,649 20,787 20,764
S2 20,474 20,474 20,750
S3 20,069 20,244 20,713
S4 19,664 19,839 20,601
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,958 24,187 21,701
R3 23,775 23,004 21,375
R2 22,592 22,592 21,267
R1 21,821 21,821 21,158 21,615
PP 21,409 21,409 21,409 21,306
S1 20,638 20,638 20,942 20,432
S2 20,226 20,226 20,833
S3 19,043 19,455 20,725
S4 17,860 18,272 20,399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,867 20,704 1,163 5.6% 323 1.6% 10% False True 251
10 22,294 20,704 1,590 7.6% 369 1.8% 8% False True 184
20 22,690 20,704 1,986 9.5% 361 1.7% 6% False True 174
40 23,020 20,704 2,316 11.1% 310 1.5% 5% False True 129
60 23,020 20,151 2,869 13.8% 252 1.2% 23% False False 93
80 23,020 19,300 3,720 17.9% 236 1.1% 41% False False 74
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 68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,830
2.618 22,169
1.618 21,764
1.000 21,514
0.618 21,359
HIGH 21,109
0.618 20,954
0.500 20,907
0.382 20,859
LOW 20,704
0.618 20,454
1.000 20,299
1.618 20,049
2.618 19,644
4.250 18,983
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 20,907 21,144
PP 20,879 21,037
S1 20,852 20,931

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

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