Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 20,633 20,671 38 0.2% 20,361
High 20,759 20,780 21 0.1% 20,540
Low 20,633 20,671 38 0.2% 20,126
Close 20,664 20,780 116 0.6% 20,273
Range 126 109 -17 -13.5% 414
ATR 294 281 -13 -4.3% 0
Volume 47 73 26 55.3% 503
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,071 21,034 20,840
R3 20,962 20,925 20,810
R2 20,853 20,853 20,800
R1 20,816 20,816 20,790 20,835
PP 20,744 20,744 20,744 20,753
S1 20,707 20,707 20,770 20,726
S2 20,635 20,635 20,760
S3 20,526 20,598 20,750
S4 20,417 20,489 20,720
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 20,780 20,126 654 3.1% 188 0.9% 100% True False 85
10 20,780 19,729 1,051 5.1% 188 0.9% 100% True False 85
20 20,780 19,001 1,779 8.6% 159 0.8% 100% True False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,243
2.618 21,065
1.618 20,956
1.000 20,889
0.618 20,847
HIGH 20,780
0.618 20,738
0.500 20,726
0.382 20,713
LOW 20,671
0.618 20,604
1.000 20,562
1.618 20,495
2.618 20,386
4.250 20,208
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 20,762 20,680
PP 20,744 20,580
S1 20,726 20,480

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

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