Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 21,047 21,043 -4 0.0% 21,750
High 21,115 21,266 151 0.7% 22,180
Low 20,955 20,927 -28 -0.1% 20,997
Close 20,949 21,163 214 1.0% 21,050
Range 160 339 179 111.9% 1,183
ATR 382 379 -3 -0.8% 0
Volume 332 364 32 9.6% 987
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,136 21,988 21,349
R3 21,797 21,649 21,256
R2 21,458 21,458 21,225
R1 21,310 21,310 21,194 21,384
PP 21,119 21,119 21,119 21,156
S1 20,971 20,971 21,132 21,045
S2 20,780 20,780 21,101
S3 20,441 20,632 21,070
S4 20,102 20,293 20,977
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 21,584 20,704 880 4.2% 308 1.5% 52% False False 318
10 22,180 20,704 1,476 7.0% 352 1.7% 31% False False 237
20 22,561 20,704 1,857 8.8% 350 1.7% 25% False False 199
40 23,020 20,704 2,316 10.9% 308 1.5% 20% False False 144
60 23,020 20,151 2,869 13.6% 254 1.2% 35% False False 104
80 23,020 19,300 3,720 17.6% 241 1.1% 50% False False 83
100 23,020 19,300 3,720 17.6% 224 1.1% 50% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,707
2.618 22,154
1.618 21,815
1.000 21,605
0.618 21,476
HIGH 21,266
0.618 21,137
0.500 21,097
0.382 21,056
LOW 20,927
0.618 20,717
1.000 20,588
1.618 20,378
2.618 20,039
4.250 19,486
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 21,141 21,104
PP 21,119 21,044
S1 21,097 20,985

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

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