Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 22,550 21,608 -942 -4.2% 22,439
High 22,550 21,635 -915 -4.1% 22,700
Low 22,030 20,933 -1,097 -5.0% 20,933
Close 22,088 21,127 -961 -4.4% 21,127
Range 520 702 182 35.0% 1,767
ATR 357 414 57 16.0% 0
Volume 152 297 145 95.4% 759
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,338 22,934 21,513
R3 22,636 22,232 21,320
R2 21,934 21,934 21,256
R1 21,530 21,530 21,191 21,381
PP 21,232 21,232 21,232 21,157
S1 20,828 20,828 21,063 20,679
S2 20,530 20,530 20,998
S3 19,828 20,126 20,934
S4 19,126 19,424 20,741
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 26,888 25,774 22,099
R3 25,121 24,007 21,613
R2 23,354 23,354 21,451
R1 22,240 22,240 21,289 21,914
PP 21,587 21,587 21,587 21,423
S1 20,473 20,473 20,965 20,147
S2 19,820 19,820 20,803
S3 18,053 18,706 20,641
S4 16,286 16,939 20,155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,700 20,933 1,767 8.4% 444 2.1% 11% False True 151
10 23,020 20,933 2,087 9.9% 340 1.6% 9% False True 122
20 23,020 20,933 2,087 9.9% 309 1.5% 9% False True 102
40 23,020 20,151 2,869 13.6% 231 1.1% 34% False False 66
60 23,020 19,455 3,565 16.9% 223 1.1% 47% False False 51
80 23,020 19,300 3,720 17.6% 204 1.0% 49% False False 42
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 40
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 24,619
2.618 23,473
1.618 22,771
1.000 22,337
0.618 22,069
HIGH 21,635
0.618 21,367
0.500 21,284
0.382 21,201
LOW 20,933
0.618 20,499
1.000 20,231
1.618 19,797
2.618 19,095
4.250 17,950
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 21,284 21,757
PP 21,232 21,547
S1 21,179 21,337

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

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