Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 20,380 20,633 253 1.2% 20,361
High 20,380 20,759 379 1.9% 20,540
Low 20,180 20,633 453 2.2% 20,126
Close 20,273 20,664 391 1.9% 20,273
Range 200 126 -74 -37.0% 414
ATR 279 294 15 5.3% 0
Volume 49 47 -2 -4.1% 503
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,063 20,990 20,733
R3 20,937 20,864 20,699
R2 20,811 20,811 20,687
R1 20,738 20,738 20,676 20,775
PP 20,685 20,685 20,685 20,704
S1 20,612 20,612 20,652 20,649
S2 20,559 20,559 20,641
S3 20,433 20,486 20,629
S4 20,307 20,360 20,595
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,555 21,328 20,501
R3 21,141 20,914 20,387
R2 20,727 20,727 20,349
R1 20,500 20,500 20,311 20,407
PP 20,313 20,313 20,313 20,266
S1 20,086 20,086 20,235 19,993
S2 19,899 19,899 20,197
S3 19,485 19,672 20,159
S4 19,071 19,258 20,045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,759 20,126 633 3.1% 187 0.9% 85% True False 95
10 20,759 19,630 1,129 5.5% 231 1.1% 92% True False 84
20 20,759 18,890 1,869 9.0% 154 0.7% 95% True False 47
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,295
2.618 21,089
1.618 20,963
1.000 20,885
0.618 20,837
HIGH 20,759
0.618 20,711
0.500 20,696
0.382 20,681
LOW 20,633
0.618 20,555
1.000 20,507
1.618 20,429
2.618 20,303
4.250 20,098
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 20,696 20,590
PP 20,685 20,516
S1 20,675 20,443

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

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