Hang Seng Index Future April 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 20,627 21,137 510 2.5% 21,070
High 21,125 21,310 185 0.9% 21,204
Low 20,545 21,095 550 2.7% 20,545
Close 21,081 21,220 139 0.7% 21,081
Range 580 215 -365 -62.9% 659
ATR 321 315 -7 -2.0% 0
Volume 42,606 52,686 10,080 23.7% 71,078
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,853 21,752 21,338
R3 21,638 21,537 21,279
R2 21,423 21,423 21,259
R1 21,322 21,322 21,240 21,373
PP 21,208 21,208 21,208 21,234
S1 21,107 21,107 21,200 21,158
S2 20,993 20,993 21,181
S3 20,778 20,892 21,161
S4 20,563 20,677 21,102
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,920 22,660 21,443
R3 22,261 22,001 21,262
R2 21,602 21,602 21,202
R1 21,342 21,342 21,141 21,472
PP 20,943 20,943 20,943 21,009
S1 20,683 20,683 21,021 20,813
S2 20,284 20,284 20,960
S3 19,625 20,024 20,900
S4 18,966 19,365 20,719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,310 20,545 765 3.6% 325 1.5% 88% True False 24,135
10 21,427 20,545 882 4.2% 274 1.3% 77% False False 12,785
20 21,427 20,504 923 4.3% 252 1.2% 78% False False 6,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 22,224
2.618 21,873
1.618 21,658
1.000 21,525
0.618 21,443
HIGH 21,310
0.618 21,228
0.500 21,203
0.382 21,177
LOW 21,095
0.618 20,962
1.000 20,880
1.618 20,747
2.618 20,532
4.250 20,181
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 21,214 21,123
PP 21,208 21,025
S1 21,203 20,928

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

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