Does an Indian require a visa to enter Hongkong, Macau and Shenzhen

I want to visit HK, Macau and Shenzhen as a tourist for totally 10 days , 3/4 days in HK . 3days in Macau and 2/3 days in Shenzhen. Do I need a Visa to enter any of these cities. ON my return I would like to travel back from Shenzhen to Chennai maybe via Singapore or any direct flight or do I have to come back via Hongkong only