Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 21,275 21,433 158 0.7% 20,270
High 21,275 21,485 210 1.0% 21,450
Low 21,275 21,433 158 0.7% 20,270
Close 21,275 21,293 18 0.1% 21,463
Range 0 52 52 1,180
ATR 308 301 -7 -2.3% 0
Volume 1 4 3 300.0% 65
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 21,560 21,478 21,322
R3 21,508 21,426 21,307
R2 21,456 21,456 21,303
R1 21,374 21,374 21,298 21,389
PP 21,404 21,404 21,404 21,411
S1 21,322 21,322 21,288 21,337
S2 21,352 21,352 21,283
S3 21,300 21,270 21,279
S4 21,248 21,218 21,264
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,601 24,212 22,112
R3 23,421 23,032 21,788
R2 22,241 22,241 21,679
R1 21,852 21,852 21,571 22,047
PP 21,061 21,061 21,061 21,158
S1 20,672 20,672 21,355 20,867
S2 19,881 19,881 21,247
S3 18,701 19,492 21,139
S4 17,521 18,312 20,814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,485 20,970 515 2.4% 123 0.6% 63% True False 10
10 21,485 20,151 1,334 6.3% 130 0.6% 86% True False 13
20 21,800 20,151 1,649 7.7% 163 0.8% 69% False False 17
40 21,800 19,300 2,500 11.7% 156 0.7% 80% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,706
2.618 21,621
1.618 21,569
1.000 21,537
0.618 21,517
HIGH 21,485
0.618 21,465
0.500 21,459
0.382 21,453
LOW 21,433
0.618 21,401
1.000 21,381
1.618 21,349
2.618 21,297
4.250 21,212
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 21,459 21,380
PP 21,404 21,351
S1 21,348 21,322

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

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