Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 21,600 21,058 -542 -2.5% 21,995
High 21,800 21,484 -316 -1.4% 22,155
Low 21,567 21,035 -532 -2.5% 21,060
Close 21,574 21,300 -274 -1.3% 21,574
Range 233 449 216 92.7% 1,095
ATR 356 369 13 3.7% 0
Volume 172 99 -73 -42.4% 297
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 22,620 22,409 21,547
R3 22,171 21,960 21,423
R2 21,722 21,722 21,382
R1 21,511 21,511 21,341 21,617
PP 21,273 21,273 21,273 21,326
S1 21,062 21,062 21,259 21,168
S2 20,824 20,824 21,218
S3 20,375 20,613 21,177
S4 19,926 20,164 21,053
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,881 24,323 22,176
R3 23,786 23,228 21,875
R2 22,691 22,691 21,775
R1 22,133 22,133 21,674 21,865
PP 21,596 21,596 21,596 21,462
S1 21,038 21,038 21,474 20,770
S2 20,501 20,501 21,373
S3 19,406 19,943 21,273
S4 18,311 18,848 20,972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,155 21,035 1,120 5.3% 280 1.3% 24% False True 79
10 22,500 21,035 1,465 6.9% 202 0.9% 18% False True 56
20 22,500 20,270 2,230 10.5% 168 0.8% 46% False False 35
40 22,500 19,601 2,899 13.6% 189 0.9% 59% False False 28
60 22,500 19,300 3,200 15.0% 168 0.8% 63% False False 23
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 18
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 23,392
2.618 22,659
1.618 22,210
1.000 21,933
0.618 21,761
HIGH 21,484
0.618 21,312
0.500 21,260
0.382 21,207
LOW 21,035
0.618 20,758
1.000 20,586
1.618 20,309
2.618 19,860
4.250 19,127
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 21,287 21,418
PP 21,273 21,378
S1 21,260 21,339

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

View Archives - Comment on this page... - Back to Index of Symbols