Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 22,400 21,950 -450 -2.0% 21,794
High 22,422 22,004 -418 -1.9% 22,485
Low 22,151 21,640 -511 -2.3% 21,650
Close 22,159 21,720 -439 -2.0% 22,235
Range 271 364 93 34.3% 835
ATR 340 353 13 3.8% 0
Volume 209 407 198 94.7% 3,114
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,880 22,664 21,920
R3 22,516 22,300 21,820
R2 22,152 22,152 21,787
R1 21,936 21,936 21,753 21,862
PP 21,788 21,788 21,788 21,751
S1 21,572 21,572 21,687 21,498
S2 21,424 21,424 21,653
S3 21,060 21,208 21,620
S4 20,696 20,844 21,520
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,628 24,267 22,694
R3 23,793 23,432 22,465
R2 22,958 22,958 22,388
R1 22,597 22,597 22,312 22,778
PP 22,123 22,123 22,123 22,214
S1 21,762 21,762 22,158 21,943
S2 21,288 21,288 22,082
S3 20,453 20,927 22,005
S4 19,618 20,092 21,776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,637 21,640 997 4.6% 284 1.3% 8% False True 466
10 22,637 21,288 1,349 6.2% 288 1.3% 32% False False 536
20 22,637 20,704 1,933 8.9% 287 1.3% 53% False False 434
40 23,020 20,704 2,316 10.7% 317 1.5% 44% False False 286
60 23,020 20,704 2,316 10.7% 286 1.3% 44% False False 213
80 23,020 20,151 2,869 13.2% 251 1.2% 55% False False 164
100 23,020 19,300 3,720 17.1% 233 1.1% 65% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 23,551
2.618 22,957
1.618 22,593
1.000 22,368
0.618 22,229
HIGH 22,004
0.618 21,865
0.500 21,822
0.382 21,779
LOW 21,640
0.618 21,415
1.000 21,276
1.618 21,051
2.618 20,687
4.250 20,093
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 21,822 22,139
PP 21,788 21,999
S1 21,754 21,860

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

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