Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 21,043 21,259 216 1.0% 21,750
High 21,266 21,507 241 1.1% 22,180
Low 20,927 21,259 332 1.6% 20,997
Close 21,163 21,440 277 1.3% 21,050
Range 339 248 -91 -26.8% 1,183
ATR 379 376 -2 -0.7% 0
Volume 364 120 -244 -67.0% 987
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,146 22,041 21,576
R3 21,898 21,793 21,508
R2 21,650 21,650 21,485
R1 21,545 21,545 21,463 21,598
PP 21,402 21,402 21,402 21,428
S1 21,297 21,297 21,417 21,350
S2 21,154 21,154 21,395
S3 20,906 21,049 21,372
S4 20,658 20,801 21,304
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 21,507 20,704 803 3.7% 271 1.3% 92% True False 301
10 22,180 20,704 1,476 6.9% 345 1.6% 50% False False 233
20 22,561 20,704 1,857 8.7% 336 1.6% 40% False False 198
40 23,020 20,704 2,316 10.8% 311 1.4% 32% False False 147
60 23,020 20,151 2,869 13.4% 256 1.2% 45% False False 105
80 23,020 19,300 3,720 17.4% 243 1.1% 58% False False 84
100 23,020 19,300 3,720 17.4% 226 1.1% 58% False False 70
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 72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,561
2.618 22,156
1.618 21,908
1.000 21,755
0.618 21,660
HIGH 21,507
0.618 21,412
0.500 21,383
0.382 21,354
LOW 21,259
0.618 21,106
1.000 21,011
1.618 20,858
2.618 20,610
4.250 20,205
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 21,421 21,366
PP 21,402 21,291
S1 21,383 21,217

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

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