Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 21,478 21,365 -113 -0.5% 20,704
High 21,519 21,555 36 0.2% 21,507
Low 21,303 21,288 -15 -0.1% 20,704
Close 21,383 21,496 113 0.5% 21,440
Range 216 267 51 23.6% 803
ATR 359 352 -7 -1.8% 0
Volume 294 220 -74 -25.2% 1,285
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,247 22,139 21,643
R3 21,980 21,872 21,569
R2 21,713 21,713 21,545
R1 21,605 21,605 21,520 21,659
PP 21,446 21,446 21,446 21,474
S1 21,338 21,338 21,472 21,392
S2 21,179 21,179 21,447
S3 20,912 21,071 21,423
S4 20,645 20,804 21,349
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 23,626 23,336 21,882
R3 22,823 22,533 21,661
R2 22,020 22,020 21,587
R1 21,730 21,730 21,514 21,875
PP 21,217 21,217 21,217 21,290
S1 20,927 20,927 21,366 21,072
S2 20,414 20,414 21,293
S3 19,611 20,124 21,219
S4 18,808 19,321 20,998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,659 20,927 732 3.4% 271 1.3% 78% False False 389
10 21,845 20,704 1,141 5.3% 294 1.4% 69% False False 339
20 22,561 20,704 1,857 8.6% 303 1.4% 43% False False 231
40 23,020 20,704 2,316 10.8% 303 1.4% 34% False False 174
60 23,020 20,412 2,608 12.1% 264 1.2% 42% False False 129
80 23,020 20,151 2,869 13.3% 244 1.1% 47% False False 102
100 23,020 19,300 3,720 17.3% 223 1.0% 59% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,690
2.618 22,254
1.618 21,987
1.000 21,822
0.618 21,720
HIGH 21,555
0.618 21,453
0.500 21,422
0.382 21,390
LOW 21,288
0.618 21,123
1.000 21,021
1.618 20,856
2.618 20,589
4.250 20,153
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 21,471 21,489
PP 21,446 21,481
S1 21,422 21,474

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

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