Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 20,938 20,840 -98 -0.5% 20,761
High 20,997 20,866 -131 -0.6% 21,056
Low 20,545 20,617 72 0.4% 20,545
Close 20,616 20,725 109 0.5% 20,725
Range 452 249 -203 -44.9% 511
ATR 395 385 -10 -2.6% 0
Volume 72,113 65,586 -6,527 -9.1% 327,934
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,483 21,353 20,862
R3 21,234 21,104 20,793
R2 20,985 20,985 20,771
R1 20,855 20,855 20,748 20,796
PP 20,736 20,736 20,736 20,706
S1 20,606 20,606 20,702 20,547
S2 20,487 20,487 20,679
S3 20,238 20,357 20,657
S4 19,989 20,108 20,588
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,308 22,028 21,006
R3 21,797 21,517 20,866
R2 21,286 21,286 20,819
R1 21,006 21,006 20,772 20,891
PP 20,775 20,775 20,775 20,718
S1 20,495 20,495 20,678 20,380
S2 20,264 20,264 20,631
S3 19,753 19,984 20,584
S4 19,242 19,473 20,444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,056 20,545 511 2.5% 276 1.3% 35% False False 65,586
10 21,056 20,040 1,016 4.9% 319 1.5% 67% False False 61,690
20 21,056 19,320 1,736 8.4% 315 1.5% 81% False False 32,015
40 22,637 19,320 3,317 16.0% 332 1.6% 42% False False 16,364
60 22,637 19,320 3,317 16.0% 327 1.6% 42% False False 11,005
80 23,020 19,320 3,700 17.9% 321 1.6% 38% False False 8,287
100 23,020 19,320 3,700 17.9% 293 1.4% 38% False False 6,639
120 23,020 19,320 3,700 17.9% 276 1.3% 38% False False 5,535
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,924
2.618 21,518
1.618 21,269
1.000 21,115
0.618 21,020
HIGH 20,866
0.618 20,771
0.500 20,742
0.382 20,712
LOW 20,617
0.618 20,463
1.000 20,368
1.618 20,214
2.618 19,965
4.250 19,559
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 20,742 20,801
PP 20,736 20,775
S1 20,731 20,750

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

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