Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 21,532 21,045 -487 -2.3% 21,750
High 21,584 21,200 -384 -1.8% 22,180
Low 21,153 20,997 -156 -0.7% 20,997
Close 21,278 21,050 -228 -1.1% 21,050
Range 431 203 -228 -52.9% 1,183
ATR 396 388 -8 -2.1% 0
Volume 204 223 19 9.3% 987
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 21,691 21,574 21,162
R3 21,488 21,371 21,106
R2 21,285 21,285 21,087
R1 21,168 21,168 21,069 21,227
PP 21,082 21,082 21,082 21,112
S1 20,965 20,965 21,031 21,024
S2 20,879 20,879 21,013
S3 20,676 20,762 20,994
S4 20,473 20,559 20,938
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,958 24,187 21,701
R3 23,775 23,004 21,375
R2 22,592 22,592 21,267
R1 21,821 21,821 21,158 21,615
PP 21,409 21,409 21,409 21,306
S1 20,638 20,638 20,942 20,432
S2 20,226 20,226 20,833
S3 19,043 19,455 20,725
S4 17,860 18,272 20,399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,180 20,997 1,183 5.6% 388 1.8% 4% False True 197
10 22,395 20,997 1,398 6.6% 348 1.7% 4% False True 141
20 22,700 20,933 1,767 8.4% 354 1.7% 7% False False 156
40 23,020 20,933 2,087 9.9% 304 1.4% 6% False False 118
60 23,020 20,151 2,869 13.6% 247 1.2% 31% False False 85
80 23,020 19,300 3,720 17.7% 231 1.1% 47% False False 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22,063
2.618 21,731
1.618 21,528
1.000 21,403
0.618 21,325
HIGH 21,200
0.618 21,122
0.500 21,099
0.382 21,075
LOW 20,997
0.618 20,872
1.000 20,794
1.618 20,669
2.618 20,466
4.250 20,134
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 21,099 21,421
PP 21,082 21,297
S1 21,066 21,174

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

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