Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 20,779 20,925 146 0.7% 20,522
High 21,000 20,965 -35 -0.2% 20,806
Low 20,779 20,798 19 0.1% 20,219
Close 21,026 20,793 -233 -1.1% 20,670
Range 221 167 -54 -24.4% 587
ATR 263 260 -2 -0.9% 0
Volume 172 111 -61 -35.5% 365
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,353 21,240 20,885
R3 21,186 21,073 20,839
R2 21,019 21,019 20,824
R1 20,906 20,906 20,808 20,879
PP 20,852 20,852 20,852 20,839
S1 20,739 20,739 20,778 20,712
S2 20,685 20,685 20,762
S3 20,518 20,572 20,747
S4 20,351 20,405 20,701
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 21,000 20,219 781 3.8% 179 0.9% 73% False False 112
10 21,000 20,219 781 3.8% 170 0.8% 73% False False 81
20 21,020 20,126 894 4.3% 177 0.9% 75% False False 65
40 21,020 18,890 2,130 10.2% 155 0.7% 89% False False 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,675
2.618 21,402
1.618 21,235
1.000 21,132
0.618 21,068
HIGH 20,965
0.618 20,901
0.500 20,882
0.382 20,862
LOW 20,798
0.618 20,695
1.000 20,631
1.618 20,528
2.618 20,361
4.250 20,088
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 20,882 20,865
PP 20,852 20,841
S1 20,823 20,817

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

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