Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 26-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 26-Nov-2009 Change Change % Previous Week
Open 22,388 22,550 162 0.7% 22,740
High 22,580 22,550 -30 -0.1% 23,020
Low 22,310 22,030 -280 -1.3% 22,300
Close 22,545 22,088 -457 -2.0% 22,350
Range 270 520 250 92.6% 720
ATR 344 357 13 3.6% 0
Volume 98 152 54 55.1% 468
Daily Pivots for day following 26-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,783 23,455 22,374
R3 23,263 22,935 22,231
R2 22,743 22,743 22,183
R1 22,415 22,415 22,136 22,319
PP 22,223 22,223 22,223 22,175
S1 21,895 21,895 22,040 21,799
S2 21,703 21,703 21,993
S3 21,183 21,375 21,945
S4 20,663 20,855 21,802
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 22,700 22,030 670 3.0% 345 1.6% 9% False True 111
10 23,020 22,030 990 4.5% 284 1.3% 6% False True 96
20 23,020 21,035 1,985 9.0% 286 1.3% 53% False False 96
40 23,020 20,151 2,869 13.0% 216 1.0% 68% False False 59
60 23,020 19,300 3,720 16.8% 212 1.0% 75% False False 46
80 23,020 19,300 3,720 16.8% 199 0.9% 75% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 24,760
2.618 23,911
1.618 23,391
1.000 23,070
0.618 22,871
HIGH 22,550
0.618 22,351
0.500 22,290
0.382 22,229
LOW 22,030
0.618 21,709
1.000 21,510
1.618 21,189
2.618 20,669
4.250 19,820
Fisher Pivots for day following 26-Nov-2009
Pivot 1 day 3 day
R1 22,290 22,360
PP 22,223 22,269
S1 22,155 22,179

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

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