Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 21,950 22,433 483 2.2% 21,058
High 22,110 22,433 323 1.5% 21,840
Low 21,853 22,123 270 1.2% 21,035
Close 22,050 22,180 130 0.6% 21,760
Range 257 310 53 20.6% 805
ATR 379 379 0 0.1% 0
Volume 134 176 42 31.3% 366
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,175 22,988 22,351
R3 22,865 22,678 22,265
R2 22,555 22,555 22,237
R1 22,368 22,368 22,208 22,307
PP 22,245 22,245 22,245 22,215
S1 22,058 22,058 22,152 21,997
S2 21,935 21,935 22,123
S3 21,625 21,748 22,095
S4 21,315 21,438 22,010
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 22,433 21,230 1,203 5.4% 238 1.1% 79% True False 98
10 22,433 21,035 1,398 6.3% 284 1.3% 82% True False 90
20 22,500 21,035 1,465 6.6% 205 0.9% 78% False False 61
40 22,500 20,151 2,349 10.6% 188 0.8% 86% False False 39
60 22,500 19,300 3,200 14.4% 176 0.8% 90% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 23,751
2.618 23,245
1.618 22,935
1.000 22,743
0.618 22,625
HIGH 22,433
0.618 22,315
0.500 22,278
0.382 22,241
LOW 22,123
0.618 21,931
1.000 21,813
1.618 21,621
2.618 21,311
4.250 20,806
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 22,278 22,140
PP 22,245 22,099
S1 22,213 22,059

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

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