Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 22,338 22,740 402 1.8% 21,950
High 22,445 22,850 405 1.8% 22,621
Low 22,300 22,740 440 2.0% 21,853
Close 22,416 22,771 355 1.6% 22,416
Range 145 110 -35 -24.1% 768
ATR 360 365 5 1.5% 0
Volume 31 39 8 25.8% 453
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,117 23,054 22,832
R3 23,007 22,944 22,801
R2 22,897 22,897 22,791
R1 22,834 22,834 22,781 22,866
PP 22,787 22,787 22,787 22,803
S1 22,724 22,724 22,761 22,756
S2 22,677 22,677 22,751
S3 22,567 22,614 22,741
S4 22,457 22,504 22,711
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 24,601 24,276 22,838
R3 23,833 23,508 22,627
R2 23,065 23,065 22,557
R1 22,740 22,740 22,486 22,903
PP 22,297 22,297 22,297 22,378
S1 21,972 21,972 22,346 22,135
S2 21,529 21,529 22,275
S3 20,761 21,204 22,205
S4 19,993 20,436 21,994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,850 22,123 727 3.2% 230 1.0% 89% True False 71
10 22,850 21,058 1,792 7.9% 245 1.1% 96% True False 75
20 22,850 21,035 1,815 8.0% 223 1.0% 96% True False 65
40 22,850 20,151 2,699 11.9% 184 0.8% 97% True False 42
60 22,850 19,300 3,550 15.6% 176 0.8% 98% True False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 23,318
2.618 23,138
1.618 23,028
1.000 22,960
0.618 22,918
HIGH 22,850
0.618 22,808
0.500 22,795
0.382 22,782
LOW 22,740
0.618 22,672
1.000 22,630
1.618 22,562
2.618 22,452
4.250 22,273
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 22,795 22,701
PP 22,787 22,631
S1 22,779 22,561

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

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