Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 21,526 21,120 -406 -1.9% 22,525
High 21,526 21,200 -326 -1.5% 22,637
Low 21,110 20,635 -475 -2.3% 21,488
Close 21,116 20,689 -427 -2.0% 21,490
Range 416 565 149 35.8% 1,149
ATR 343 359 16 4.6% 0
Volume 490 441 -49 -10.0% 1,363
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,536 22,178 21,000
R3 21,971 21,613 20,844
R2 21,406 21,406 20,793
R1 21,048 21,048 20,741 20,945
PP 20,841 20,841 20,841 20,790
S1 20,483 20,483 20,637 20,380
S2 20,276 20,276 20,585
S3 19,711 19,918 20,534
S4 19,146 19,353 20,378
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 21,917 20,635 1,282 6.2% 357 1.7% 4% False True 350
10 22,637 20,635 2,002 9.7% 321 1.5% 3% False True 408
20 22,637 20,635 2,002 9.7% 296 1.4% 3% False True 458
40 22,690 20,635 2,055 9.9% 329 1.6% 3% False True 316
60 23,020 20,635 2,385 11.5% 305 1.5% 2% False True 239
80 23,020 20,151 2,869 13.9% 263 1.3% 19% False False 184
100 23,020 19,300 3,720 18.0% 248 1.2% 37% False False 151
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 56
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 23,601
2.618 22,679
1.618 22,114
1.000 21,765
0.618 21,549
HIGH 21,200
0.618 20,984
0.500 20,918
0.382 20,851
LOW 20,635
0.618 20,286
1.000 20,070
1.618 19,721
2.618 19,156
4.250 18,234
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 20,918 21,098
PP 20,841 20,961
S1 20,765 20,825

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

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