Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 22,433 22,425 -8 0.0% 21,058
High 22,433 22,544 111 0.5% 21,840
Low 22,123 22,308 185 0.8% 21,035
Close 22,180 22,589 409 1.8% 21,760
Range 310 236 -74 -23.9% 805
ATR 379 378 -1 -0.3% 0
Volume 176 36 -140 -79.5% 366
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,188 23,125 22,719
R3 22,952 22,889 22,654
R2 22,716 22,716 22,632
R1 22,653 22,653 22,611 22,685
PP 22,480 22,480 22,480 22,496
S1 22,417 22,417 22,567 22,449
S2 22,244 22,244 22,546
S3 22,008 22,181 22,524
S4 21,772 21,945 22,459
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 22,544 21,254 1,290 5.7% 213 0.9% 103% True False 86
10 22,544 21,035 1,509 6.7% 266 1.2% 103% True False 91
20 22,544 21,035 1,509 6.7% 214 0.9% 103% True False 62
40 22,544 20,151 2,393 10.6% 189 0.8% 102% True False 40
60 22,544 19,300 3,244 14.4% 176 0.8% 101% True False 31
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 False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,547
2.618 23,162
1.618 22,926
1.000 22,780
0.618 22,690
HIGH 22,544
0.618 22,454
0.500 22,426
0.382 22,398
LOW 22,308
0.618 22,162
1.000 22,072
1.618 21,926
2.618 21,690
4.250 21,305
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 22,535 22,459
PP 22,480 22,329
S1 22,426 22,199

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

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