Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 21,750 21,750 0 0.0% 22,350
High 22,110 22,180 70 0.3% 22,395
Low 21,750 21,451 -299 -1.4% 21,580
Close 21,809 21,860 51 0.2% 21,809
Range 360 729 369 102.5% 815
ATR 385 410 25 6.4% 0
Volume 61 200 139 227.9% 423
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,017 23,668 22,261
R3 23,288 22,939 22,060
R2 22,559 22,559 21,994
R1 22,210 22,210 21,927 22,385
PP 21,830 21,830 21,830 21,918
S1 21,481 21,481 21,793 21,656
S2 21,101 21,101 21,726
S3 20,372 20,752 21,660
S4 19,643 20,023 21,459
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,373 23,906 22,257
R3 23,558 23,091 22,033
R2 22,743 22,743 21,958
R1 22,276 22,276 21,884 22,102
PP 21,928 21,928 21,928 21,841
S1 21,461 21,461 21,734 21,287
S2 21,113 21,113 21,660
S3 20,298 20,646 21,585
S4 19,483 19,831 21,361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,294 21,451 843 3.9% 416 1.9% 49% False True 117
10 22,561 21,451 1,110 5.1% 341 1.6% 37% False True 132
20 23,020 20,933 2,087 9.5% 347 1.6% 44% False False 138
40 23,020 20,933 2,087 9.5% 285 1.3% 44% False False 102
60 23,020 20,151 2,869 13.1% 239 1.1% 60% False False 74
80 23,020 19,300 3,720 17.0% 219 1.0% 69% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 75
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 25,278
2.618 24,089
1.618 23,360
1.000 22,909
0.618 22,631
HIGH 22,180
0.618 21,902
0.500 21,816
0.382 21,729
LOW 21,451
0.618 21,000
1.000 20,722
1.618 20,271
2.618 19,542
4.250 18,353
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 21,845 21,845
PP 21,830 21,830
S1 21,816 21,816

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

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