Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 21,620 21,794 174 0.8% 21,610
High 21,850 21,985 135 0.6% 21,850
Low 21,550 21,650 100 0.5% 21,288
Close 21,850 21,757 -93 -0.4% 21,850
Range 300 335 35 11.7% 562
ATR 352 351 -1 -0.4% 0
Volume 1,154 206 -948 -82.1% 2,617
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,802 22,615 21,941
R3 22,467 22,280 21,849
R2 22,132 22,132 21,818
R1 21,945 21,945 21,788 21,871
PP 21,797 21,797 21,797 21,761
S1 21,610 21,610 21,726 21,536
S2 21,462 21,462 21,696
S3 21,127 21,275 21,665
S4 20,792 20,940 21,573
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,349 23,161 22,159
R3 22,787 22,599 22,005
R2 22,225 22,225 21,953
R1 22,037 22,037 21,902 22,131
PP 21,663 21,663 21,663 21,710
S1 21,475 21,475 21,798 21,569
S2 21,101 21,101 21,747
S3 20,539 20,913 21,695
S4 19,977 20,351 21,541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,985 21,288 697 3.2% 280 1.3% 67% True False 564
10 21,985 20,704 1,281 5.9% 276 1.3% 82% True False 433
20 22,500 20,704 1,796 8.3% 317 1.5% 59% False False 283
40 23,020 20,704 2,316 10.6% 307 1.4% 45% False False 205
60 23,020 20,704 2,316 10.6% 265 1.2% 45% False False 151
80 23,020 20,151 2,869 13.2% 247 1.1% 56% False False 118
100 23,020 19,300 3,720 17.1% 224 1.0% 66% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 23,409
2.618 22,862
1.618 22,527
1.000 22,320
0.618 22,192
HIGH 21,985
0.618 21,857
0.500 21,818
0.382 21,778
LOW 21,650
0.618 21,443
1.000 21,315
1.618 21,108
2.618 20,773
4.250 20,226
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 21,818 21,717
PP 21,797 21,677
S1 21,777 21,637

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

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