Hang Seng Index Future March 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 20,761 20,893 132 0.6% 20,443
High 21,013 20,956 -57 -0.3% 20,700
Low 20,738 20,802 64 0.3% 20,040
Close 20,983 20,937 -46 -0.2% 20,537
Range 275 154 -121 -44.0% 660
ATR 419 402 -17 -4.1% 0
Volume 68,826 60,938 -7,888 -11.5% 288,968
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,360 21,303 21,022
R3 21,206 21,149 20,979
R2 21,052 21,052 20,965
R1 20,995 20,995 20,951 21,024
PP 20,898 20,898 20,898 20,913
S1 20,841 20,841 20,923 20,870
S2 20,744 20,744 20,909
S3 20,590 20,687 20,895
S4 20,436 20,533 20,852
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,406 22,131 20,900
R3 21,746 21,471 20,719
R2 21,086 21,086 20,658
R1 20,811 20,811 20,598 20,949
PP 20,426 20,426 20,426 20,494
S1 20,151 20,151 20,477 20,289
S2 19,766 19,766 20,416
S3 19,106 19,491 20,356
S4 18,446 18,831 20,174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,013 20,171 842 4.0% 278 1.3% 91% False False 71,241
10 21,013 19,773 1,240 5.9% 328 1.6% 94% False False 42,715
20 21,013 19,320 1,693 8.1% 328 1.6% 96% False False 22,291
40 22,637 19,320 3,317 15.8% 332 1.6% 49% False False 11,450
60 22,637 19,320 3,317 15.8% 323 1.5% 49% False False 7,710
80 23,020 19,320 3,700 17.7% 317 1.5% 44% False False 5,812
100 23,020 19,320 3,700 17.7% 291 1.4% 44% False False 4,657
120 23,020 19,320 3,700 17.7% 273 1.3% 44% False False 3,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 21,611
2.618 21,359
1.618 21,205
1.000 21,110
0.618 21,051
HIGH 20,956
0.618 20,897
0.500 20,879
0.382 20,861
LOW 20,802
0.618 20,707
1.000 20,648
1.618 20,553
2.618 20,399
4.250 20,148
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 20,918 20,868
PP 20,898 20,799
S1 20,879 20,730

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

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