Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 20,925 20,950 25 0.1% 20,522
High 20,965 21,070 105 0.5% 20,806
Low 20,798 20,940 142 0.7% 20,219
Close 20,793 21,087 294 1.4% 20,670
Range 167 130 -37 -22.2% 587
ATR 260 261 1 0.5% 0
Volume 111 82 -29 -26.1% 365
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 21,422 21,385 21,159
R3 21,292 21,255 21,123
R2 21,162 21,162 21,111
R1 21,125 21,125 21,099 21,144
PP 21,032 21,032 21,032 21,042
S1 20,995 20,995 21,075 21,014
S2 20,902 20,902 21,063
S3 20,772 20,865 21,051
S4 20,642 20,735 21,016
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 21,070 20,364 706 3.3% 184 0.9% 102% True False 103
10 21,070 20,219 851 4.0% 168 0.8% 102% True False 86
20 21,070 20,180 890 4.2% 165 0.8% 102% True False 67
40 21,070 18,890 2,180 10.3% 159 0.8% 101% True False 55
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 24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,623
2.618 21,410
1.618 21,280
1.000 21,200
0.618 21,150
HIGH 21,070
0.618 21,020
0.500 21,005
0.382 20,990
LOW 20,940
0.618 20,860
1.000 20,810
1.618 20,730
2.618 20,600
4.250 20,388
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 21,060 21,033
PP 21,032 20,979
S1 21,005 20,925

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

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