Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 21,409 21,526 117 0.5% 22,525
High 21,560 21,526 -34 -0.2% 22,637
Low 21,264 21,110 -154 -0.7% 21,488
Close 21,550 21,116 -434 -2.0% 21,490
Range 296 416 120 40.5% 1,149
ATR 336 343 7 2.2% 0
Volume 335 490 155 46.3% 1,363
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,499 22,223 21,345
R3 22,083 21,807 21,230
R2 21,667 21,667 21,192
R1 21,391 21,391 21,154 21,321
PP 21,251 21,251 21,251 21,216
S1 20,975 20,975 21,078 20,905
S2 20,835 20,835 21,040
S3 20,419 20,559 21,002
S4 20,003 20,143 20,887
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 25,319 24,553 22,122
R3 24,170 23,404 21,806
R2 23,021 23,021 21,701
R1 22,255 22,255 21,595 22,064
PP 21,872 21,872 21,872 21,776
S1 21,106 21,106 21,385 20,915
S2 20,723 20,723 21,279
S3 19,574 19,957 21,174
S4 18,425 18,808 20,858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,004 21,110 894 4.2% 317 1.5% 1% False True 343
10 22,637 21,110 1,527 7.2% 290 1.4% 0% False True 485
20 22,637 20,704 1,933 9.2% 288 1.4% 21% False False 460
40 22,700 20,704 1,996 9.5% 321 1.5% 21% False False 308
60 23,020 20,704 2,316 11.0% 299 1.4% 18% False False 232
80 23,020 20,151 2,869 13.6% 258 1.2% 34% False False 179
100 23,020 19,300 3,720 17.6% 242 1.1% 49% False False 147
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 48
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 23,294
2.618 22,615
1.618 22,199
1.000 21,942
0.618 21,783
HIGH 21,526
0.618 21,367
0.500 21,318
0.382 21,269
LOW 21,110
0.618 20,853
1.000 20,694
1.618 20,437
2.618 20,021
4.250 19,342
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 21,318 21,389
PP 21,251 21,298
S1 21,183 21,207

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

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