Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 21,752 21,950 198 0.9% 21,058
High 21,840 22,110 270 1.2% 21,840
Low 21,685 21,853 168 0.8% 21,035
Close 21,760 22,050 290 1.3% 21,760
Range 155 257 102 65.8% 805
ATR 381 379 -2 -0.6% 0
Volume 61 134 73 119.7% 366
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 22,775 22,670 22,191
R3 22,518 22,413 22,121
R2 22,261 22,261 22,097
R1 22,156 22,156 22,074 22,209
PP 22,004 22,004 22,004 22,031
S1 21,899 21,899 22,026 21,952
S2 21,747 21,747 22,003
S3 21,490 21,642 21,979
S4 21,233 21,385 21,909
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,960 23,665 22,203
R3 23,155 22,860 21,981
R2 22,350 22,350 21,908
R1 22,055 22,055 21,834 22,203
PP 21,545 21,545 21,545 21,619
S1 21,250 21,250 21,686 21,398
S2 20,740 20,740 21,612
S3 19,935 20,445 21,539
S4 19,130 19,640 21,317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,110 21,058 1,052 4.8% 259 1.2% 94% True False 80
10 22,155 21,035 1,120 5.1% 269 1.2% 91% False False 79
20 22,500 21,035 1,465 6.6% 190 0.9% 69% False False 52
40 22,500 20,151 2,349 10.7% 186 0.8% 81% False False 35
60 22,500 19,300 3,200 14.5% 171 0.8% 86% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,202
2.618 22,783
1.618 22,526
1.000 22,367
0.618 22,269
HIGH 22,110
0.618 22,012
0.500 21,982
0.382 21,951
LOW 21,853
0.618 21,694
1.000 21,596
1.618 21,437
2.618 21,180
4.250 20,761
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 22,027 21,927
PP 22,004 21,805
S1 21,982 21,682

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

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