Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 20,361 20,375 14 0.1% 19,881
High 20,540 20,480 -60 -0.3% 20,170
Low 20,361 20,375 14 0.1% 19,630
Close 20,517 20,480 -37 -0.2% 20,084
Range 179 105 -74 -41.3% 540
ATR 300 289 -11 -3.8% 0
Volume 71 125 54 76.1% 306
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 20,760 20,725 20,538
R3 20,655 20,620 20,509
R2 20,550 20,550 20,499
R1 20,515 20,515 20,490 20,533
PP 20,445 20,445 20,445 20,454
S1 20,410 20,410 20,470 20,428
S2 20,340 20,340 20,461
S3 20,235 20,305 20,451
S4 20,130 20,200 20,422
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,581 21,373 20,381
R3 21,041 20,833 20,233
R2 20,501 20,501 20,183
R1 20,293 20,293 20,134 20,397
PP 19,961 19,961 19,961 20,014
S1 19,753 19,753 20,035 19,857
S2 19,421 19,421 19,985
S3 18,881 19,213 19,936
S4 18,341 18,673 19,787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,540 19,729 811 4.0% 188 0.9% 93% False False 84
10 20,540 19,441 1,099 5.4% 197 1.0% 95% False False 57
20 20,540 18,890 1,650 8.1% 127 0.6% 96% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,926
2.618 20,755
1.618 20,650
1.000 20,585
0.618 20,545
HIGH 20,480
0.618 20,440
0.500 20,428
0.382 20,415
LOW 20,375
0.618 20,310
1.000 20,270
1.618 20,205
2.618 20,100
4.250 19,929
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 20,463 20,422
PP 20,445 20,364
S1 20,428 20,306

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

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