Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 20,798 20,875 77 0.4% 21,416
High 20,940 20,875 -65 -0.3% 21,616
Low 20,798 20,784 -14 -0.1% 20,767
Close 20,840 20,815 -25 -0.1% 20,848
Range 142 91 -51 -35.9% 849
ATR 324 307 -17 -5.1% 0
Volume 25 15 -10 -40.0% 131
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 21,098 21,047 20,865
R3 21,007 20,956 20,840
R2 20,916 20,916 20,832
R1 20,865 20,865 20,823 20,845
PP 20,825 20,825 20,825 20,815
S1 20,774 20,774 20,807 20,754
S2 20,734 20,734 20,798
S3 20,643 20,683 20,790
S4 20,552 20,592 20,765
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 23,624 23,085 21,315
R3 22,775 22,236 21,081
R2 21,926 21,926 21,004
R1 21,387 21,387 20,926 21,232
PP 21,077 21,077 21,077 21,000
S1 20,538 20,538 20,770 20,383
S2 20,228 20,228 20,692
S3 19,379 19,689 20,615
S4 18,530 18,840 20,381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,020 20,430 590 2.8% 147 0.7% 65% False False 15
10 21,800 20,430 1,370 6.6% 171 0.8% 28% False False 22
20 21,800 19,455 2,345 11.3% 207 1.0% 58% False False 21
40 21,800 19,300 2,500 12.0% 176 0.8% 61% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 21,262
2.618 21,113
1.618 21,022
1.000 20,966
0.618 20,931
HIGH 20,875
0.618 20,840
0.500 20,830
0.382 20,819
LOW 20,784
0.618 20,728
1.000 20,693
1.618 20,637
2.618 20,546
4.250 20,397
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 20,830 20,772
PP 20,825 20,728
S1 20,820 20,685

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

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