Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 21,028 20,938 -90 -0.4% 20,443
High 21,056 20,997 -59 -0.3% 20,700
Low 20,805 20,545 -260 -1.2% 20,040
Close 20,893 20,616 -277 -1.3% 20,537
Range 251 452 201 80.1% 660
ATR 391 395 4 1.1% 0
Volume 60,471 72,113 11,642 19.3% 288,968
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,075 21,798 20,865
R3 21,623 21,346 20,740
R2 21,171 21,171 20,699
R1 20,894 20,894 20,657 20,807
PP 20,719 20,719 20,719 20,676
S1 20,442 20,442 20,575 20,355
S2 20,267 20,267 20,533
S3 19,815 19,990 20,492
S4 19,363 19,538 20,367
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 20,446 610 3.0% 273 1.3% 28% False False 66,860
10 21,056 19,773 1,283 6.2% 346 1.7% 66% False False 55,625
20 21,056 19,320 1,736 8.4% 326 1.6% 75% False False 28,802
40 22,637 19,320 3,317 16.1% 334 1.6% 39% False False 14,730
60 22,637 19,320 3,317 16.1% 328 1.6% 39% False False 9,915
80 23,020 19,320 3,700 17.9% 320 1.6% 35% False False 7,468
100 23,020 19,320 3,700 17.9% 293 1.4% 35% False False 5,983
120 23,020 19,320 3,700 17.9% 276 1.3% 35% False False 4,989
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 22,918
2.618 22,180
1.618 21,728
1.000 21,449
0.618 21,276
HIGH 20,997
0.618 20,824
0.500 20,771
0.382 20,718
LOW 20,545
0.618 20,266
1.000 20,093
1.618 19,814
2.618 19,362
4.250 18,624
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 20,771 20,801
PP 20,719 20,739
S1 20,668 20,678

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

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