Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 20,250 20,270 20 0.1% 20,598
High 20,700 20,547 -153 -0.7% 20,687
Low 20,040 20,258 218 1.1% 19,773
Close 20,600 20,459 -141 -0.7% 19,852
Range 660 289 -371 -56.2% 914
ATR 425 419 -6 -1.4% 0
Volume 48,193 57,288 9,095 18.9% 8,420
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,288 21,163 20,618
R3 20,999 20,874 20,538
R2 20,710 20,710 20,512
R1 20,585 20,585 20,485 20,648
PP 20,421 20,421 20,421 20,453
S1 20,296 20,296 20,433 20,359
S2 20,132 20,132 20,406
S3 19,843 20,007 20,380
S4 19,554 19,718 20,300
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,846 22,263 20,355
R3 21,932 21,349 20,103
R2 21,018 21,018 20,020
R1 20,435 20,435 19,936 20,270
PP 20,104 20,104 20,104 20,021
S1 19,521 19,521 19,768 19,356
S2 19,190 19,190 19,684
S3 18,276 18,607 19,601
S4 17,362 17,693 19,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,700 19,773 927 4.5% 377 1.8% 74% False False 25,331
10 20,700 19,320 1,380 6.7% 351 1.7% 83% False False 13,824
20 20,700 19,320 1,380 6.7% 354 1.7% 83% False False 7,541
40 22,637 19,320 3,317 16.2% 330 1.6% 34% False False 4,016
60 22,637 19,320 3,317 16.2% 337 1.6% 34% False False 2,744
80 23,020 19,320 3,700 18.1% 319 1.6% 31% False False 2,080
100 23,020 19,320 3,700 18.1% 284 1.4% 31% False False 1,669
120 23,020 19,300 3,720 18.2% 271 1.3% 31% False False 1,394
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,775
2.618 21,304
1.618 21,015
1.000 20,836
0.618 20,726
HIGH 20,547
0.618 20,437
0.500 20,403
0.382 20,368
LOW 20,258
0.618 20,079
1.000 19,969
1.618 19,790
2.618 19,501
4.250 19,030
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 20,440 20,429
PP 20,421 20,400
S1 20,403 20,370

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

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