Hang Seng Index Future September 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 20,823 20,833 10 0.0% 20,361
High 20,823 20,833 10 0.0% 20,540
Low 20,695 20,636 -59 -0.3% 20,126
Close 20,731 20,669 -62 -0.3% 20,273
Range 128 197 69 53.9% 414
ATR 270 265 -5 -1.9% 0
Volume 81 38 -43 -53.1% 503
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,304 21,183 20,777
R3 21,107 20,986 20,723
R2 20,910 20,910 20,705
R1 20,789 20,789 20,687 20,751
PP 20,713 20,713 20,713 20,694
S1 20,592 20,592 20,651 20,554
S2 20,516 20,516 20,633
S3 20,319 20,395 20,615
S4 20,122 20,198 20,561
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 20,833 20,180 653 3.2% 152 0.7% 75% True False 57
10 20,833 20,072 761 3.7% 165 0.8% 78% True False 76
20 20,833 19,441 1,392 6.7% 162 0.8% 88% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,670
2.618 21,349
1.618 21,152
1.000 21,030
0.618 20,955
HIGH 20,833
0.618 20,758
0.500 20,735
0.382 20,711
LOW 20,636
0.618 20,514
1.000 20,439
1.618 20,317
2.618 20,120
4.250 19,799
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 20,735 20,735
PP 20,713 20,713
S1 20,691 20,691

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

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