Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 07-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 07-Sep-2009 Change Change % Previous Week
Open 19,601 20,439 838 4.3% 19,484
High 20,165 20,495 330 1.6% 20,165
Low 19,601 20,420 819 4.2% 19,300
Close 20,271 20,524 253 1.2% 20,271
Range 564 75 -489 -86.7% 865
ATR 340 331 -8 -2.4% 0
Volume 9 16 7 77.8% 40
Daily Pivots for day following 07-Sep-2009
Classic Woodie Camarilla DeMark
R4 20,705 20,689 20,565
R3 20,630 20,614 20,545
R2 20,555 20,555 20,538
R1 20,539 20,539 20,531 20,547
PP 20,480 20,480 20,480 20,484
S1 20,464 20,464 20,517 20,472
S2 20,405 20,405 20,510
S3 20,330 20,389 20,503
S4 20,255 20,314 20,483
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 20,495 19,300 1,195 5.8% 172 0.8% 102% True False 9
10 20,495 19,300 1,195 5.8% 93 0.5% 102% True False 10
20 20,808 19,300 1,508 7.3% 131 0.6% 81% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,814
2.618 20,691
1.618 20,616
1.000 20,570
0.618 20,541
HIGH 20,495
0.618 20,466
0.500 20,458
0.382 20,449
LOW 20,420
0.618 20,374
1.000 20,345
1.618 20,299
2.618 20,224
4.250 20,101
Fisher Pivots for day following 07-Sep-2009
Pivot 1 day 3 day
R1 20,502 20,341
PP 20,480 20,158
S1 20,458 19,975

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

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