Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 20,704 21,047 343 1.7% 21,750
High 21,109 21,115 6 0.0% 22,180
Low 20,704 20,955 251 1.2% 20,997
Close 20,824 20,949 125 0.6% 21,050
Range 405 160 -245 -60.5% 1,183
ATR 389 382 -7 -1.8% 0
Volume 469 332 -137 -29.2% 987
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 21,486 21,378 21,037
R3 21,326 21,218 20,993
R2 21,166 21,166 20,978
R1 21,058 21,058 20,964 21,032
PP 21,006 21,006 21,006 20,994
S1 20,898 20,898 20,934 20,872
S2 20,846 20,846 20,920
S3 20,686 20,738 20,905
S4 20,526 20,578 20,861
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 21,845 20,704 1,141 5.4% 317 1.5% 21% False False 290
10 22,180 20,704 1,476 7.0% 356 1.7% 17% False False 207
20 22,580 20,704 1,876 9.0% 346 1.7% 13% False False 186
40 23,020 20,704 2,316 11.1% 310 1.5% 11% False False 136
60 23,020 20,151 2,869 13.7% 253 1.2% 28% False False 98
80 23,020 19,300 3,720 17.8% 237 1.1% 44% False False 78
100 23,020 19,300 3,720 17.8% 220 1.1% 44% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 75
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 21,795
2.618 21,534
1.618 21,374
1.000 21,275
0.618 21,214
HIGH 21,115
0.618 21,054
0.500 21,035
0.382 21,016
LOW 20,955
0.618 20,856
1.000 20,795
1.618 20,696
2.618 20,536
4.250 20,275
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 21,035 20,952
PP 21,006 20,951
S1 20,978 20,950

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

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