Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 22,760 22,410 -350 -1.5% 22,740
High 22,760 22,510 -250 -1.1% 23,020
Low 22,480 22,300 -180 -0.8% 22,300
Close 22,450 22,350 -100 -0.4% 22,350
Range 280 210 -70 -25.0% 720
ATR 350 340 -10 -2.9% 0
Volume 99 97 -2 -2.0% 468
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,017 22,893 22,466
R3 22,807 22,683 22,408
R2 22,597 22,597 22,389
R1 22,473 22,473 22,369 22,430
PP 22,387 22,387 22,387 22,365
S1 22,263 22,263 22,331 22,220
S2 22,177 22,177 22,312
S3 21,967 22,053 22,292
S4 21,757 21,843 22,235
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 24,717 24,253 22,746
R3 23,997 23,533 22,548
R2 23,277 23,277 22,482
R1 22,813 22,813 22,416 22,685
PP 22,557 22,557 22,557 22,493
S1 22,093 22,093 22,284 21,965
S2 21,837 21,837 22,218
S3 21,117 21,373 22,152
S4 20,397 20,653 21,954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23,020 22,300 720 3.2% 236 1.1% 7% False True 93
10 23,020 21,853 1,167 5.2% 248 1.1% 43% False False 92
20 23,020 21,035 1,985 8.9% 254 1.1% 66% False False 80
40 23,020 20,151 2,869 12.8% 194 0.9% 77% False False 49
60 23,020 19,300 3,720 16.6% 190 0.8% 82% False False 39
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 51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,403
2.618 23,060
1.618 22,850
1.000 22,720
0.618 22,640
HIGH 22,510
0.618 22,430
0.500 22,405
0.382 22,380
LOW 22,300
0.618 22,170
1.000 22,090
1.618 21,960
2.618 21,750
4.250 21,408
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 22,405 22,660
PP 22,387 22,557
S1 22,368 22,453

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

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