Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 20,502 20,380 -122 -0.6% 20,361
High 20,502 20,380 -122 -0.6% 20,540
Low 20,126 20,180 54 0.3% 20,126
Close 20,166 20,273 107 0.5% 20,273
Range 376 200 -176 -46.8% 414
ATR 284 279 -5 -1.8% 0
Volume 34 49 15 44.1% 503
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 20,878 20,775 20,383
R3 20,678 20,575 20,328
R2 20,478 20,478 20,310
R1 20,375 20,375 20,291 20,327
PP 20,278 20,278 20,278 20,253
S1 20,175 20,175 20,255 20,127
S2 20,078 20,078 20,236
S3 19,878 19,975 20,218
S4 19,678 19,775 20,163
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,555 21,328 20,501
R3 21,141 20,914 20,387
R2 20,727 20,727 20,349
R1 20,500 20,500 20,311 20,407
PP 20,313 20,313 20,313 20,266
S1 20,086 20,086 20,235 19,993
S2 19,899 19,899 20,197
S3 19,485 19,672 20,159
S4 19,071 19,258 20,045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,540 20,126 414 2.0% 198 1.0% 36% False False 100
10 20,540 19,630 910 4.5% 223 1.1% 71% False False 80
20 20,540 18,890 1,650 8.1% 157 0.8% 84% False False 45
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 21,230
2.618 20,904
1.618 20,704
1.000 20,580
0.618 20,504
HIGH 20,380
0.618 20,304
0.500 20,280
0.382 20,256
LOW 20,180
0.618 20,056
1.000 19,980
1.618 19,856
2.618 19,656
4.250 19,330
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 20,280 20,314
PP 20,278 20,300
S1 20,275 20,287

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

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