Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 22,015 22,230 215 1.0% 21,610
High 22,234 22,485 251 1.1% 21,850
Low 21,933 22,226 293 1.3% 21,288
Close 22,224 22,360 136 0.6% 21,850
Range 301 259 -42 -14.0% 562
ATR 360 353 -7 -2.0% 0
Volume 241 1,212 971 402.9% 2,617
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,134 23,006 22,502
R3 22,875 22,747 22,431
R2 22,616 22,616 22,407
R1 22,488 22,488 22,384 22,552
PP 22,357 22,357 22,357 22,389
S1 22,229 22,229 22,336 22,293
S2 22,098 22,098 22,313
S3 21,839 21,970 22,289
S4 21,580 21,711 22,218
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 22,485 21,288 1,197 5.4% 292 1.3% 90% True False 606
10 22,485 20,927 1,558 7.0% 271 1.2% 92% True False 509
20 22,485 20,704 1,781 8.0% 320 1.4% 93% True False 346
40 23,020 20,704 2,316 10.4% 310 1.4% 72% False False 237
60 23,020 20,704 2,316 10.4% 270 1.2% 72% False False 175
80 23,020 20,151 2,869 12.8% 248 1.1% 77% False False 136
100 23,020 19,300 3,720 16.6% 227 1.0% 82% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 65
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 23,586
2.618 23,163
1.618 22,904
1.000 22,744
0.618 22,645
HIGH 22,485
0.618 22,386
0.500 22,356
0.382 22,325
LOW 22,226
0.618 22,066
1.000 21,967
1.618 21,807
2.618 21,548
4.250 21,125
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 22,359 22,263
PP 22,357 22,165
S1 22,356 22,068

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

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