Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 21,800 22,274 474 2.2% 22,439
High 22,190 22,378 188 0.8% 22,700
Low 21,721 22,250 529 2.4% 20,933
Close 22,180 22,358 178 0.8% 21,127
Range 469 128 -341 -72.7% 1,767
ATR 439 422 -17 -3.9% 0
Volume 230 171 -59 -25.7% 759
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,713 22,663 22,428
R3 22,585 22,535 22,393
R2 22,457 22,457 22,381
R1 22,407 22,407 22,370 22,432
PP 22,329 22,329 22,329 22,341
S1 22,279 22,279 22,346 22,304
S2 22,201 22,201 22,335
S3 22,073 22,151 22,323
S4 21,945 22,023 22,288
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 22,550 20,933 1,617 7.2% 413 1.8% 88% False False 223
10 22,760 20,933 1,827 8.2% 355 1.6% 78% False False 162
20 23,020 20,933 2,087 9.3% 290 1.3% 68% False False 121
40 23,020 20,933 2,087 9.3% 241 1.1% 68% False False 82
60 23,020 20,151 2,869 12.8% 225 1.0% 77% False False 62
80 23,020 19,300 3,720 16.6% 202 0.9% 82% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 46
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 22,922
2.618 22,713
1.618 22,585
1.000 22,506
0.618 22,457
HIGH 22,378
0.618 22,329
0.500 22,314
0.382 22,299
LOW 22,250
0.618 22,171
1.000 22,122
1.618 22,043
2.618 21,915
4.250 21,706
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 22,343 22,232
PP 22,329 22,105
S1 22,314 21,979

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

View Archives - Comment on this page... - Back to Index of Symbols