Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 22,123 22,223 100 0.5% 21,275
High 22,123 22,303 180 0.8% 22,113
Low 22,123 22,223 100 0.5% 21,275
Close 22,005 22,226 221 1.0% 21,870
Range 0 80 80 838
ATR 296 296 0 0.0% 0
Volume 1 20 19 1,900.0% 84
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,491 22,438 22,270
R3 22,411 22,358 22,248
R2 22,331 22,331 22,241
R1 22,278 22,278 22,233 22,305
PP 22,251 22,251 22,251 22,264
S1 22,198 22,198 22,219 22,225
S2 22,171 22,171 22,211
S3 22,091 22,118 22,204
S4 22,011 22,038 22,182
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,267 23,906 22,331
R3 23,429 23,068 22,100
R2 22,591 22,591 22,024
R1 22,230 22,230 21,947 22,411
PP 21,753 21,753 21,753 21,843
S1 21,392 21,392 21,793 21,573
S2 20,915 20,915 21,716
S3 20,077 20,554 21,640
S4 19,239 19,716 21,409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,303 21,583 720 3.2% 101 0.5% 89% True False 20
10 22,303 20,970 1,333 6.0% 112 0.5% 94% True False 15
20 22,303 20,151 2,152 9.7% 129 0.6% 96% True False 14
40 22,303 19,300 3,003 13.5% 148 0.7% 97% True False 17
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,643
2.618 22,512
1.618 22,432
1.000 22,383
0.618 22,352
HIGH 22,303
0.618 22,272
0.500 22,263
0.382 22,254
LOW 22,223
0.618 22,174
1.000 22,143
1.618 22,094
2.618 22,014
4.250 21,883
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 22,263 22,180
PP 22,251 22,133
S1 22,238 22,087

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

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