Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 21,995 22,000 5 0.0% 22,123
High 22,155 22,000 -155 -0.7% 22,500
Low 21,995 21,578 -417 -1.9% 21,919
Close 22,084 21,578 -506 -2.3% 22,491
Range 160 422 262 163.8% 581
ATR 309 323 14 4.6% 0
Volume 65 34 -31 -47.7% 164
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,985 22,703 21,810
R3 22,563 22,281 21,694
R2 22,141 22,141 21,655
R1 21,859 21,859 21,617 21,789
PP 21,719 21,719 21,719 21,684
S1 21,437 21,437 21,539 21,367
S2 21,297 21,297 21,501
S3 20,875 21,015 21,462
S4 20,453 20,593 21,346
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 21,578 922 4.3% 225 1.0% 0% False True 48
10 22,500 21,578 922 4.3% 163 0.8% 0% False True 34
20 22,500 20,151 2,349 10.9% 146 0.7% 61% False False 23
40 22,500 19,300 3,200 14.8% 175 0.8% 71% False False 21
60 22,500 19,300 3,200 14.8% 168 0.8% 71% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 23,794
2.618 23,105
1.618 22,683
1.000 22,422
0.618 22,261
HIGH 22,000
0.618 21,839
0.500 21,789
0.382 21,739
LOW 21,578
0.618 21,317
1.000 21,156
1.618 20,895
2.618 20,473
4.250 19,785
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 21,789 22,039
PP 21,719 21,885
S1 21,648 21,732

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

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