Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 21,860 21,717 -143 -0.7% 22,350
High 21,867 21,845 -22 -0.1% 22,395
Low 21,680 21,457 -223 -1.0% 21,580
Close 21,680 21,573 -107 -0.5% 21,809
Range 187 388 201 107.5% 815
ATR 394 393 0 -0.1% 0
Volume 136 224 88 64.7% 423
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,789 22,569 21,786
R3 22,401 22,181 21,680
R2 22,013 22,013 21,644
R1 21,793 21,793 21,609 21,709
PP 21,625 21,625 21,625 21,583
S1 21,405 21,405 21,537 21,321
S2 21,237 21,237 21,502
S3 20,849 21,017 21,466
S4 20,461 20,629 21,360
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 22,180 21,451 729 3.4% 397 1.8% 17% False False 155
10 22,561 21,451 1,110 5.1% 339 1.6% 11% False False 128
20 22,760 20,933 1,827 8.5% 347 1.6% 35% False False 145
40 23,020 20,933 2,087 9.7% 298 1.4% 31% False False 110
60 23,020 20,151 2,869 13.3% 242 1.1% 50% False False 78
80 23,020 19,300 3,720 17.2% 223 1.0% 61% False False 63
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 78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,494
2.618 22,861
1.618 22,473
1.000 22,233
0.618 22,085
HIGH 21,845
0.618 21,697
0.500 21,651
0.382 21,605
LOW 21,457
0.618 21,217
1.000 21,069
1.618 20,829
2.618 20,441
4.250 19,808
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 21,651 21,816
PP 21,625 21,735
S1 21,599 21,654

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

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