Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 22,230 22,464 234 1.1% 21,610
High 22,485 22,464 -21 -0.1% 21,850
Low 22,226 22,128 -98 -0.4% 21,288
Close 22,360 22,227 -133 -0.6% 21,850
Range 259 336 77 29.7% 562
ATR 353 352 -1 -0.3% 0
Volume 1,212 412 -800 -66.0% 2,617
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,281 23,090 22,412
R3 22,945 22,754 22,319
R2 22,609 22,609 22,289
R1 22,418 22,418 22,258 22,346
PP 22,273 22,273 22,273 22,237
S1 22,082 22,082 22,196 22,010
S2 21,937 21,937 22,165
S3 21,601 21,746 22,135
S4 21,265 21,410 22,042
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 21,550 935 4.2% 306 1.4% 72% False False 645
10 22,485 20,927 1,558 7.0% 288 1.3% 83% False False 517
20 22,485 20,704 1,781 8.0% 322 1.4% 86% False False 362
40 23,020 20,704 2,316 10.4% 311 1.4% 66% False False 243
60 23,020 20,704 2,316 10.4% 276 1.2% 66% False False 182
80 23,020 20,151 2,869 12.9% 250 1.1% 72% False False 141
100 23,020 19,300 3,720 16.7% 230 1.0% 79% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 23,892
2.618 23,344
1.618 23,008
1.000 22,800
0.618 22,672
HIGH 22,464
0.618 22,336
0.500 22,296
0.382 22,256
LOW 22,128
0.618 21,920
1.000 21,792
1.618 21,584
2.618 21,248
4.250 20,700
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 22,296 22,221
PP 22,273 22,215
S1 22,250 22,209

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

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