Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 22,274 22,378 104 0.5% 22,439
High 22,378 22,561 183 0.8% 22,700
Low 22,250 22,320 70 0.3% 20,933
Close 22,358 22,499 141 0.6% 21,127
Range 128 241 113 88.3% 1,767
ATR 422 409 -13 -3.1% 0
Volume 171 147 -24 -14.0% 759
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 23,183 23,082 22,632
R3 22,942 22,841 22,565
R2 22,701 22,701 22,543
R1 22,600 22,600 22,521 22,651
PP 22,460 22,460 22,460 22,485
S1 22,359 22,359 22,477 22,410
S2 22,219 22,219 22,455
S3 21,978 22,118 22,433
S4 21,737 21,877 22,366
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 22,561 20,933 1,628 7.2% 357 1.6% 96% True False 222
10 22,700 20,933 1,767 7.9% 351 1.6% 89% False False 167
20 23,020 20,933 2,087 9.3% 297 1.3% 75% False False 127
40 23,020 20,933 2,087 9.3% 240 1.1% 75% False False 85
60 23,020 20,151 2,869 12.8% 224 1.0% 82% False False 63
80 23,020 19,300 3,720 16.5% 201 0.9% 86% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,585
2.618 23,192
1.618 22,951
1.000 22,802
0.618 22,710
HIGH 22,561
0.618 22,469
0.500 22,441
0.382 22,412
LOW 22,320
0.618 22,171
1.000 22,079
1.618 21,930
2.618 21,689
4.250 21,296
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 22,480 22,380
PP 22,460 22,260
S1 22,441 22,141

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

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