Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 20,893 21,028 135 0.6% 20,443
High 20,956 21,056 100 0.5% 20,700
Low 20,802 20,805 3 0.0% 20,040
Close 20,937 20,893 -44 -0.2% 20,537
Range 154 251 97 63.0% 660
ATR 402 391 -11 -2.7% 0
Volume 60,938 60,471 -467 -0.8% 288,968
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,671 21,533 21,031
R3 21,420 21,282 20,962
R2 21,169 21,169 20,939
R1 21,031 21,031 20,916 20,975
PP 20,918 20,918 20,918 20,890
S1 20,780 20,780 20,870 20,724
S2 20,667 20,667 20,847
S3 20,416 20,529 20,824
S4 20,165 20,278 20,755
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 21,056 20,171 885 4.2% 270 1.3% 82% True False 71,878
10 21,056 19,773 1,283 6.1% 324 1.5% 87% True False 48,605
20 21,056 19,320 1,736 8.3% 321 1.5% 91% True False 25,238
40 22,637 19,320 3,317 15.9% 331 1.6% 47% False False 12,933
60 22,637 19,320 3,317 15.9% 325 1.6% 47% False False 8,715
80 23,020 19,320 3,700 17.7% 316 1.5% 43% False False 6,567
100 23,020 19,320 3,700 17.7% 291 1.4% 43% False False 5,262
120 23,020 19,320 3,700 17.7% 275 1.3% 43% False False 4,388
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,123
2.618 21,713
1.618 21,462
1.000 21,307
0.618 21,211
HIGH 21,056
0.618 20,960
0.500 20,931
0.382 20,901
LOW 20,805
0.618 20,650
1.000 20,554
1.618 20,399
2.618 20,148
4.250 19,738
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 20,931 20,897
PP 20,918 20,896
S1 20,906 20,894

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

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