Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 20,535 20,446 -89 -0.4% 20,443
High 20,609 20,678 69 0.3% 20,700
Low 20,171 20,446 275 1.4% 20,040
Close 20,339 20,537 198 1.0% 20,537
Range 438 232 -206 -47.0% 660
ATR 420 414 -6 -1.4% 0
Volume 97,202 71,955 -25,247 -26.0% 288,968
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,250 21,125 20,665
R3 21,018 20,893 20,601
R2 20,786 20,786 20,580
R1 20,661 20,661 20,558 20,724
PP 20,554 20,554 20,554 20,585
S1 20,429 20,429 20,516 20,492
S2 20,322 20,322 20,494
S3 20,090 20,197 20,473
S4 19,858 19,965 20,409
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,406 22,131 20,900
R3 21,746 21,471 20,719
R2 21,086 21,086 20,658
R1 20,811 20,811 20,598 20,949
PP 20,426 20,426 20,426 20,494
S1 20,151 20,151 20,477 20,289
S2 19,766 19,766 20,416
S3 19,106 19,491 20,356
S4 18,446 18,831 20,174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,700 20,040 660 3.2% 362 1.8% 75% False False 57,793
10 20,700 19,773 927 4.5% 340 1.7% 82% False False 30,091
20 20,700 19,320 1,380 6.7% 342 1.7% 88% False False 15,896
40 22,637 19,320 3,317 16.2% 333 1.6% 37% False False 8,218
60 22,637 19,320 3,317 16.2% 327 1.6% 37% False False 5,556
80 23,020 19,320 3,700 18.0% 323 1.6% 33% False False 4,192
100 23,020 19,320 3,700 18.0% 289 1.4% 33% False False 3,360
120 23,020 19,320 3,700 18.0% 275 1.3% 33% False False 2,803
Crabel Price Patterns
NR True
NR4 True
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 47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,664
2.618 21,285
1.618 21,053
1.000 20,910
0.618 20,821
HIGH 20,678
0.618 20,589
0.500 20,562
0.382 20,535
LOW 20,446
0.618 20,303
1.000 20,214
1.618 20,071
2.618 19,839
4.250 19,460
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 20,562 20,500
PP 20,554 20,462
S1 20,545 20,425

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

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