Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 21,312 21,240 -72 -0.3% 21,100
High 21,330 21,248 -82 -0.4% 21,330
Low 20,990 21,085 95 0.5% 20,990
Close 21,127 21,192 65 0.3% 21,192
Range 340 163 -177 -52.1% 340
ATR 364 350 -14 -3.9% 0
Volume 70,237 52,299 -17,938 -25.5% 293,644
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,664 21,591 21,282
R3 21,501 21,428 21,237
R2 21,338 21,338 21,222
R1 21,265 21,265 21,207 21,220
PP 21,175 21,175 21,175 21,153
S1 21,102 21,102 21,177 21,057
S2 21,012 21,012 21,162
S3 20,849 20,939 21,147
S4 20,686 20,776 21,102
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,191 22,031 21,379
R3 21,851 21,691 21,286
R2 21,511 21,511 21,254
R1 21,351 21,351 21,223 21,431
PP 21,171 21,171 21,171 21,211
S1 21,011 21,011 21,161 21,091
S2 20,831 20,831 21,130
S3 20,491 20,671 21,099
S4 20,151 20,331 21,005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,330 20,990 340 1.6% 211 1.0% 59% False False 58,728
10 21,330 20,545 785 3.7% 244 1.1% 82% False False 62,157
20 21,330 19,773 1,557 7.3% 292 1.4% 91% False False 46,124
40 22,004 19,320 2,684 12.7% 326 1.5% 70% False False 23,626
60 22,637 19,320 3,317 15.7% 319 1.5% 56% False False 15,892
80 23,020 19,320 3,700 17.5% 318 1.5% 51% False False 11,952
100 23,020 19,320 3,700 17.5% 299 1.4% 51% False False 9,574
120 23,020 19,320 3,700 17.5% 275 1.3% 51% False False 7,982
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 21,941
2.618 21,675
1.618 21,512
1.000 21,411
0.618 21,349
HIGH 21,248
0.618 21,186
0.500 21,167
0.382 21,147
LOW 21,085
0.618 20,984
1.000 20,922
1.618 20,821
2.618 20,658
4.250 20,392
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 21,184 21,181
PP 21,175 21,171
S1 21,167 21,160

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

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