Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 21,260 21,312 52 0.2% 20,761
High 21,310 21,330 20 0.1% 21,056
Low 21,122 20,990 -132 -0.6% 20,545
Close 21,190 21,127 -63 -0.3% 20,725
Range 188 340 152 80.9% 511
ATR 366 364 -2 -0.5% 0
Volume 54,996 70,237 15,241 27.7% 327,934
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,169 21,988 21,314
R3 21,829 21,648 21,221
R2 21,489 21,489 21,189
R1 21,308 21,308 21,158 21,229
PP 21,149 21,149 21,149 21,109
S1 20,968 20,968 21,096 20,889
S2 20,809 20,809 21,065
S3 20,469 20,628 21,034
S4 20,129 20,288 20,940
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 21,330 20,617 713 3.4% 228 1.1% 72% True False 61,386
10 21,330 20,446 884 4.2% 251 1.2% 77% True False 64,123
20 21,330 19,591 1,739 8.2% 300 1.4% 88% True False 43,618
40 22,422 19,320 3,102 14.7% 329 1.6% 58% False False 22,324
60 22,637 19,320 3,317 15.7% 322 1.5% 54% False False 15,021
80 23,020 19,320 3,700 17.5% 318 1.5% 49% False False 11,298
100 23,020 19,320 3,700 17.5% 299 1.4% 49% False False 9,052
120 23,020 19,320 3,700 17.5% 278 1.3% 49% False False 7,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,775
2.618 22,220
1.618 21,880
1.000 21,670
0.618 21,540
HIGH 21,330
0.618 21,200
0.500 21,160
0.382 21,120
LOW 20,990
0.618 20,780
1.000 20,650
1.618 20,440
2.618 20,100
4.250 19,545
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 21,160 21,160
PP 21,149 21,149
S1 21,138 21,138

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

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