Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 21,608 21,655 47 0.2% 22,439
High 21,635 21,827 192 0.9% 22,700
Low 20,933 21,580 647 3.1% 20,933
Close 21,127 21,691 564 2.7% 21,127
Range 702 247 -455 -64.8% 1,767
ATR 414 434 20 4.9% 0
Volume 297 267 -30 -10.1% 759
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 22,440 22,313 21,827
R3 22,193 22,066 21,759
R2 21,946 21,946 21,736
R1 21,819 21,819 21,714 21,883
PP 21,699 21,699 21,699 21,731
S1 21,572 21,572 21,668 21,636
S2 21,452 21,452 21,646
S3 21,205 21,325 21,623
S4 20,958 21,078 21,555
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 22,690 20,933 1,757 8.1% 441 2.0% 43% False False 183
10 23,020 20,933 2,087 9.6% 354 1.6% 36% False False 145
20 23,020 20,933 2,087 9.6% 299 1.4% 36% False False 110
40 23,020 20,270 2,750 12.7% 234 1.1% 52% False False 73
60 23,020 19,601 3,419 15.8% 226 1.0% 61% False False 55
80 23,020 19,300 3,720 17.1% 200 0.9% 64% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 22,877
2.618 22,474
1.618 22,227
1.000 22,074
0.618 21,980
HIGH 21,827
0.618 21,733
0.500 21,704
0.382 21,674
LOW 21,580
0.618 21,427
1.000 21,333
1.618 21,180
2.618 20,933
4.250 20,530
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 21,704 21,742
PP 21,699 21,725
S1 21,695 21,708

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

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