Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 20,446 20,761 315 1.5% 20,443
High 20,678 21,013 335 1.6% 20,700
Low 20,446 20,738 292 1.4% 20,040
Close 20,537 20,983 446 2.2% 20,537
Range 232 275 43 18.5% 660
ATR 414 419 4 1.1% 0
Volume 71,955 68,826 -3,129 -4.3% 288,968
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,736 21,635 21,134
R3 21,461 21,360 21,059
R2 21,186 21,186 21,033
R1 21,085 21,085 21,008 21,136
PP 20,911 20,911 20,911 20,937
S1 20,810 20,810 20,958 20,861
S2 20,636 20,636 20,933
S3 20,361 20,535 20,907
S4 20,086 20,260 20,832
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 21,013 20,040 973 4.6% 379 1.8% 97% True False 68,692
10 21,013 19,773 1,240 5.9% 336 1.6% 98% True False 36,743
20 21,013 19,320 1,693 8.1% 342 1.6% 98% True False 19,300
40 22,637 19,320 3,317 15.8% 335 1.6% 50% False False 9,932
60 22,637 19,320 3,317 15.8% 328 1.6% 50% False False 6,698
80 23,020 19,320 3,700 17.6% 321 1.5% 45% False False 5,051
100 23,020 19,320 3,700 17.6% 290 1.4% 45% False False 4,048
120 23,020 19,320 3,700 17.6% 277 1.3% 45% False False 3,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,182
2.618 21,733
1.618 21,458
1.000 21,288
0.618 21,183
HIGH 21,013
0.618 20,908
0.500 20,876
0.382 20,843
LOW 20,738
0.618 20,568
1.000 20,463
1.618 20,293
2.618 20,018
4.250 19,569
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 20,947 20,853
PP 20,911 20,722
S1 20,876 20,592

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

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