Hang Seng Index Future April 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 20,865 20,627 -238 -1.1% 21,070
High 20,865 21,125 260 1.2% 21,204
Low 20,590 20,545 -45 -0.2% 20,545
Close 20,714 21,081 367 1.8% 21,081
Range 275 580 305 110.9% 659
ATR 301 321 20 6.6% 0
Volume 17,613 42,606 24,993 141.9% 71,078
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,657 22,449 21,400
R3 22,077 21,869 21,241
R2 21,497 21,497 21,187
R1 21,289 21,289 21,134 21,393
PP 20,917 20,917 20,917 20,969
S1 20,709 20,709 21,028 20,813
S2 20,337 20,337 20,975
S3 19,757 20,129 20,922
S4 19,177 19,549 20,762
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,920 22,660 21,443
R3 22,261 22,001 21,262
R2 21,602 21,602 21,202
R1 21,342 21,342 21,141 21,472
PP 20,943 20,943 20,943 21,009
S1 20,683 20,683 21,021 20,813
S2 20,284 20,284 20,960
S3 19,625 20,024 20,900
S4 18,966 19,365 20,719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,204 20,545 659 3.1% 331 1.6% 81% False True 14,215
10 21,427 20,545 882 4.2% 282 1.3% 61% False True 7,660
20 21,427 20,504 923 4.4% 252 1.2% 63% False False 4,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 23,590
2.618 22,643
1.618 22,063
1.000 21,705
0.618 21,483
HIGH 21,125
0.618 20,903
0.500 20,835
0.382 20,767
LOW 20,545
0.618 20,187
1.000 19,965
1.618 19,607
2.618 19,027
4.250 18,080
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 20,999 21,012
PP 20,917 20,943
S1 20,835 20,875

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

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