Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 22,050 22,344 294 1.3% 22,123
High 22,150 22,500 350 1.6% 22,500
Low 21,919 22,330 411 1.9% 21,919
Close 22,067 22,491 424 1.9% 22,491
Range 231 170 -61 -26.4% 581
ATR 284 294 11 3.8% 0
Volume 99 27 -72 -72.7% 164
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,950 22,891 22,585
R3 22,780 22,721 22,538
R2 22,610 22,610 22,522
R1 22,551 22,551 22,507 22,581
PP 22,440 22,440 22,440 22,455
S1 22,381 22,381 22,475 22,411
S2 22,270 22,270 22,460
S3 22,100 22,211 22,444
S4 21,930 22,041 22,398
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,046 23,850 22,811
R3 23,465 23,269 22,651
R2 22,884 22,884 22,598
R1 22,688 22,688 22,544 22,786
PP 22,303 22,303 22,303 22,353
S1 22,107 22,107 22,438 22,205
S2 21,722 21,722 22,384
S3 21,141 21,526 22,331
S4 20,560 20,945 22,171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,500 21,919 581 2.6% 124 0.6% 98% True False 32
10 22,500 21,275 1,225 5.4% 110 0.5% 99% True False 24
20 22,500 20,151 2,349 10.4% 135 0.6% 100% True False 20
40 22,500 19,300 3,200 14.2% 161 0.7% 100% True False 19
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 14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,223
2.618 22,945
1.618 22,775
1.000 22,670
0.618 22,605
HIGH 22,500
0.618 22,435
0.500 22,415
0.382 22,395
LOW 22,330
0.618 22,225
1.000 22,160
1.618 22,055
2.618 21,885
4.250 21,608
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 22,466 22,397
PP 22,440 22,303
S1 22,415 22,210

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

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