Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 22,464 22,253 -211 -0.9% 21,794
High 22,464 22,407 -57 -0.3% 22,485
Low 22,128 22,222 94 0.4% 21,650
Close 22,227 22,235 8 0.0% 22,235
Range 336 185 -151 -44.9% 835
ATR 352 340 -12 -3.4% 0
Volume 412 1,043 631 153.2% 3,114
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,843 22,724 22,337
R3 22,658 22,539 22,286
R2 22,473 22,473 22,269
R1 22,354 22,354 22,252 22,321
PP 22,288 22,288 22,288 22,272
S1 22,169 22,169 22,218 22,136
S2 22,103 22,103 22,201
S3 21,918 21,984 22,184
S4 21,733 21,799 22,133
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,628 24,267 22,694
R3 23,793 23,432 22,465
R2 22,958 22,958 22,388
R1 22,597 22,597 22,312 22,778
PP 22,123 22,123 22,123 22,214
S1 21,762 21,762 22,158 21,943
S2 21,288 21,288 22,082
S3 20,453 20,927 22,005
S4 19,618 20,092 21,776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,485 21,650 835 3.8% 283 1.3% 70% False False 622
10 22,485 21,259 1,226 5.5% 273 1.2% 80% False False 585
20 22,485 20,704 1,781 8.0% 313 1.4% 86% False False 411
40 23,020 20,704 2,316 10.4% 310 1.4% 66% False False 268
60 23,020 20,704 2,316 10.4% 278 1.3% 66% False False 199
80 23,020 20,151 2,869 12.9% 249 1.1% 73% False False 154
100 23,020 19,300 3,720 16.7% 229 1.0% 79% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 23,193
2.618 22,891
1.618 22,706
1.000 22,592
0.618 22,521
HIGH 22,407
0.618 22,336
0.500 22,315
0.382 22,293
LOW 22,222
0.618 22,108
1.000 22,037
1.618 21,923
2.618 21,738
4.250 21,436
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 22,315 22,307
PP 22,288 22,283
S1 22,262 22,259

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

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