Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 19,455 19,601 146 0.8% 19,484
High 19,537 20,165 628 3.2% 20,165
Low 19,455 19,601 146 0.8% 19,300
Close 19,466 20,271 805 4.1% 20,271
Range 82 564 482 587.8% 865
ATR 312 340 28 8.9% 0
Volume 12 9 -3 -25.0% 40
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 21,704 21,552 20,581
R3 21,140 20,988 20,426
R2 20,576 20,576 20,374
R1 20,424 20,424 20,323 20,500
PP 20,012 20,012 20,012 20,051
S1 19,860 19,860 20,219 19,936
S2 19,448 19,448 20,168
S3 18,884 19,296 20,116
S4 18,320 18,732 19,961
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 22,507 22,254 20,747
R3 21,642 21,389 20,509
R2 20,777 20,777 20,430
R1 20,524 20,524 20,350 20,651
PP 19,912 19,912 19,912 19,975
S1 19,659 19,659 20,192 19,786
S2 19,047 19,047 20,112
S3 18,182 18,794 20,033
S4 17,317 17,929 19,795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,165 19,300 865 4.3% 160 0.8% 112% True False 8
10 20,335 19,300 1,035 5.1% 92 0.5% 94% False False 10
20 20,808 19,300 1,508 7.4% 138 0.7% 64% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 22,562
2.618 21,642
1.618 21,078
1.000 20,729
0.618 20,514
HIGH 20,165
0.618 19,950
0.500 19,883
0.382 19,816
LOW 19,601
0.618 19,252
1.000 19,037
1.618 18,688
2.618 18,124
4.250 17,204
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 20,142 20,092
PP 20,012 19,912
S1 19,883 19,733

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

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