Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 22,758 22,981 223 1.0% 21,950
High 22,840 23,020 180 0.8% 22,621
Low 22,680 22,600 -80 -0.4% 21,853
Close 22,801 22,673 -128 -0.6% 22,416
Range 160 420 260 162.5% 768
ATR 350 355 5 1.4% 0
Volume 49 184 135 275.5% 453
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 24,024 23,769 22,904
R3 23,604 23,349 22,789
R2 23,184 23,184 22,750
R1 22,929 22,929 22,712 22,847
PP 22,764 22,764 22,764 22,723
S1 22,509 22,509 22,635 22,427
S2 22,344 22,344 22,596
S3 21,924 22,089 22,558
S4 21,504 21,669 22,442
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 23,020 22,271 749 3.3% 237 1.0% 54% True False 75
10 23,020 21,254 1,766 7.8% 225 1.0% 80% True False 81
20 23,020 21,035 1,985 8.8% 248 1.1% 83% True False 76
40 23,020 20,151 2,869 12.7% 189 0.8% 88% True False 45
60 23,020 19,300 3,720 16.4% 182 0.8% 91% True False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 24,805
2.618 24,120
1.618 23,700
1.000 23,440
0.618 23,280
HIGH 23,020
0.618 22,860
0.500 22,810
0.382 22,760
LOW 22,600
0.618 22,340
1.000 22,180
1.618 21,920
2.618 21,500
4.250 20,815
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 22,810 22,810
PP 22,764 22,764
S1 22,719 22,719

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

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