Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 22,344 21,995 -349 -1.6% 22,123
High 22,500 22,155 -345 -1.5% 22,500
Low 22,330 21,995 -335 -1.5% 21,919
Close 22,491 22,084 -407 -1.8% 22,491
Range 170 160 -10 -5.9% 581
ATR 294 309 14 4.9% 0
Volume 27 65 38 140.7% 164
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,558 22,481 22,172
R3 22,398 22,321 22,128
R2 22,238 22,238 22,113
R1 22,161 22,161 22,099 22,200
PP 22,078 22,078 22,078 22,097
S1 22,001 22,001 22,069 22,040
S2 21,918 21,918 22,055
S3 21,758 21,841 22,040
S4 21,598 21,681 21,996
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% 156 0.7% 28% False False 45
10 22,500 21,433 1,067 4.8% 126 0.6% 61% False False 31
20 22,500 20,151 2,349 10.6% 137 0.6% 82% False False 23
40 22,500 19,300 3,200 14.5% 164 0.7% 87% False False 21
60 22,500 19,300 3,200 14.5% 161 0.7% 87% False False 18
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 True
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22,835
2.618 22,574
1.618 22,414
1.000 22,315
0.618 22,254
HIGH 22,155
0.618 22,094
0.500 22,075
0.382 22,056
LOW 21,995
0.618 21,896
1.000 21,835
1.618 21,736
2.618 21,576
4.250 21,315
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 22,081 22,210
PP 22,078 22,168
S1 22,075 22,126

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

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