Hang Seng Index Future September 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	20,833	20,725	-108	-0.5%	20,633
High	20,833	20,760	-73	-0.4%	20,833
Low	20,636	20,660	24	0.1%	20,633
Close	20,669	20,733	64	0.3%	20,733
Range	197	100	-97	-49.2%	200
ATR	265	253	-12	-4.4%	0
Volume	38	31	-7	-18.4%	270

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,018	20,975	20,788
R3	20,918	20,875	20,761
R2	20,818	20,818	20,751
R1	20,775	20,775	20,742	20,797
PP	20,718	20,718	20,718	20,728
S1	20,675	20,675	20,724	20,697
S2	20,618	20,618	20,715
S3	20,518	20,575	20,706
S4	20,418	20,475	20,678

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,333	21,233	20,843
R3	21,133	21,033	20,788
R2	20,933	20,933	20,770
R1	20,833	20,833	20,751	20,883
PP	20,733	20,733	20,733	20,758
S1	20,633	20,633	20,715	20,683
S2	20,533	20,533	20,696
S3	20,333	20,433	20,678
S4	20,133	20,233	20,623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,833	20,633	200	1.0%	132	0.6%	50%	False	False	54
10	20,833	20,126	707	3.4%	165	0.8%	86%	False	False	77
20	20,833	19,441	1,392	6.7%	167	0.8%	93%	False	False	57

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	21,185
2.618	21,022
1.618	20,922
1.000	20,860
0.618	20,822
HIGH	20,760
0.618	20,722
0.500	20,710
0.382	20,698
LOW	20,660
0.618	20,598
1.000	20,560
1.618	20,498
2.618	20,398
4.250	20,235

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	20,725	20,735
PP	20,718	20,734
S1	20,710	20,734

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