Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 20,840 21,100 260 1.2% 20,761
High 20,866 21,243 377 1.8% 21,056
Low 20,617 21,062 445 2.2% 20,545
Close 20,725 21,125 400 1.9% 20,725
Range 249 181 -68 -27.3% 511
ATR 385 395 9 2.5% 0
Volume 65,586 56,720 -8,866 -13.5% 327,934
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,686 21,587 21,225
R3 21,505 21,406 21,175
R2 21,324 21,324 21,158
R1 21,225 21,225 21,142 21,275
PP 21,143 21,143 21,143 21,168
S1 21,044 21,044 21,108 21,094
S2 20,962 20,962 21,092
S3 20,781 20,863 21,075
S4 20,600 20,682 21,025
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,308 22,028 21,006
R3 21,797 21,517 20,866
R2 21,286 21,286 20,819
R1 21,006 21,006 20,772 20,891
PP 20,775 20,775 20,775 20,718
S1 20,495 20,495 20,678 20,380
S2 20,264 20,264 20,631
S3 19,753 19,984 20,584
S4 19,242 19,473 20,444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,243 20,545 698 3.3% 257 1.2% 83% True False 63,165
10 21,243 20,040 1,203 5.7% 318 1.5% 90% True False 65,929
20 21,243 19,320 1,923 9.1% 313 1.5% 94% True False 34,788
40 22,637 19,320 3,317 15.7% 331 1.6% 54% False False 17,752
60 22,637 19,320 3,317 15.7% 327 1.5% 54% False False 11,950
80 23,020 19,320 3,700 17.5% 320 1.5% 49% False False 8,994
100 23,020 19,320 3,700 17.5% 294 1.4% 49% False False 7,206
120 23,020 19,320 3,700 17.5% 276 1.3% 49% False False 6,008
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 53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22,012
2.618 21,717
1.618 21,536
1.000 21,424
0.618 21,355
HIGH 21,243
0.618 21,174
0.500 21,153
0.382 21,131
LOW 21,062
0.618 20,950
1.000 20,881
1.618 20,769
2.618 20,588
4.250 20,293
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 21,153 21,048
PP 21,143 20,971
S1 21,134 20,894

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

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