Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 20,725 20,467 -258 -1.2% 20,633
High 20,760 20,639 -121 -0.6% 20,833
Low 20,660 20,460 -200 -1.0% 20,633
Close 20,733 20,640 -93 -0.4% 20,733
Range 100 179 79 79.0% 200
ATR 253 255 1 0.6% 0
Volume 31 63 32 103.2% 270
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,117 21,057 20,738
R3 20,938 20,878 20,689
R2 20,759 20,759 20,673
R1 20,699 20,699 20,656 20,729
PP 20,580 20,580 20,580 20,595
S1 20,520 20,520 20,624 20,550
S2 20,401 20,401 20,607
S3 20,222 20,341 20,591
S4 20,043 20,162 20,542
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 20,460 373 1.8% 143 0.7% 48% False True 57
10 20,833 20,126 707 3.4% 165 0.8% 73% False False 76
20 20,833 19,441 1,392 6.7% 176 0.9% 86% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,400
2.618 21,108
1.618 20,929
1.000 20,818
0.618 20,750
HIGH 20,639
0.618 20,571
0.500 20,550
0.382 20,528
LOW 20,460
0.618 20,349
1.000 20,281
1.618 20,170
2.618 19,991
4.250 19,699
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 20,610 20,647
PP 20,580 20,644
S1 20,550 20,642

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

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