Hang Seng Index Future September 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	20,633	20,671	38	0.2%	20,361
High	20,759	20,780	21	0.1%	20,540
Low	20,633	20,671	38	0.2%	20,126
Close	20,664	20,780	116	0.6%	20,273
Range	126	109	-17	-13.5%	414
ATR	294	281	-13	-4.3%	0
Volume	47	73	26	55.3%	503

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,071	21,034	20,840
R3	20,962	20,925	20,810
R2	20,853	20,853	20,800
R1	20,816	20,816	20,790	20,835
PP	20,744	20,744	20,744	20,753
S1	20,707	20,707	20,770	20,726
S2	20,635	20,635	20,760
S3	20,526	20,598	20,750
S4	20,417	20,489	20,720

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	20,780	20,126	654	3.1%	188	0.9%	100%	True	False	85
10	20,780	19,729	1,051	5.1%	188	0.9%	100%	True	False	85
20	20,780	19,001	1,779	8.6%	159	0.8%	100%	True	False	50

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	2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	21,243
2.618	21,065
1.618	20,956
1.000	20,889
0.618	20,847
HIGH	20,780
0.618	20,738
0.500	20,726
0.382	20,713
LOW	20,671
0.618	20,604
1.000	20,562
1.618	20,495
2.618	20,386
4.250	20,208

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	20,762	20,680
PP	20,744	20,580
S1	20,726	20,480

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols