Hang Seng Index Future September 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 20,364 20,730 366 1.8% 20,522
High 20,633 20,865 232 1.1% 20,806
Low 20,364 20,730 366 1.8% 20,219
Close 20,670 20,799 129 0.6% 20,670
Range 269 135 -134 -49.8% 587
ATR 271 266 -5 -2.0% 0
Volume 32 118 86 268.8% 365
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,203 21,136 20,873
R3 21,068 21,001 20,836
R2 20,933 20,933 20,824
R1 20,866 20,866 20,811 20,900
PP 20,798 20,798 20,798 20,815
S1 20,731 20,731 20,787 20,765
S2 20,663 20,663 20,774
S3 20,528 20,596 20,762
S4 20,393 20,461 20,725
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,326 22,085 20,993
R3 21,739 21,498 20,831
R2 21,152 21,152 20,778
R1 20,911 20,911 20,724 21,032
PP 20,565 20,565 20,565 20,625
S1 20,324 20,324 20,616 20,445
S2 19,978 19,978 20,562
S3 19,391 19,737 20,509
S4 18,804 19,150 20,347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,865 20,219 646 3.1% 200 1.0% 90% True False 81
10 21,020 20,219 801 3.9% 174 0.8% 72% False False 60
20 21,020 20,126 894 4.3% 169 0.8% 75% False False 68
40 21,020 18,890 2,130 10.2% 146 0.7% 90% False False 46
Crabel Price Patterns
NR True
NR4 False
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,439
2.618 21,218
1.618 21,083
1.000 21,000
0.618 20,948
HIGH 20,865
0.618 20,813
0.500 20,798
0.382 20,782
LOW 20,730
0.618 20,647
1.000 20,595
1.618 20,512
2.618 20,377
4.250 20,156
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 20,799 20,713
PP 20,798 20,628
S1 20,798 20,542

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

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