Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 20,285 20,443 158 0.8% 20,598
High 20,285 20,443 158 0.8% 20,687
Low 19,773 20,250 477 2.4% 19,773
Close 19,852 20,352 500 2.5% 19,852
Range 512 193 -319 -62.3% 914
ATR 393 407 14 3.6% 0
Volume 4,941 14,330 9,389 190.0% 8,420
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 20,927 20,833 20,458
R3 20,734 20,640 20,405
R2 20,541 20,541 20,387
R1 20,447 20,447 20,370 20,398
PP 20,348 20,348 20,348 20,324
S1 20,254 20,254 20,334 20,205
S2 20,155 20,155 20,317
S3 19,962 20,061 20,299
S4 19,769 19,868 20,246
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,846 22,263 20,355
R3 21,932 21,349 20,103
R2 21,018 21,018 20,020
R1 20,435 20,435 19,936 20,270
PP 20,104 20,104 20,104 20,021
S1 19,521 19,521 19,768 19,356
S2 19,190 19,190 19,684
S3 18,276 18,607 19,601
S4 17,362 17,693 19,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,687 19,773 914 4.5% 293 1.4% 63% False False 4,794
10 20,687 19,320 1,367 6.7% 309 1.5% 75% False False 3,647
20 20,687 19,320 1,367 6.7% 342 1.7% 75% False False 2,335
40 22,637 19,320 3,317 16.3% 319 1.6% 31% False False 1,397
60 22,690 19,320 3,370 16.6% 333 1.6% 31% False False 989
80 23,020 19,320 3,700 18.2% 314 1.5% 28% False False 763
100 23,020 19,320 3,700 18.2% 279 1.4% 28% False False 614
120 23,020 19,300 3,720 18.3% 263 1.3% 28% False False 515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 21,263
2.618 20,948
1.618 20,755
1.000 20,636
0.618 20,562
HIGH 20,443
0.618 20,369
0.500 20,347
0.382 20,324
LOW 20,250
0.618 20,131
1.000 20,057
1.618 19,938
2.618 19,745
4.250 19,430
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 20,350 20,284
PP 20,348 20,215
S1 20,347 20,147

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

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