Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 22,378 22,405 27 0.1% 21,655
High 22,561 22,500 -61 -0.3% 22,561
Low 22,320 22,200 -120 -0.5% 21,580
Close 22,499 22,364 -135 -0.6% 22,364
Range 241 300 59 24.5% 981
ATR 409 401 -8 -1.9% 0
Volume 147 153 6 4.1% 968
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 23,255 23,109 22,529
R3 22,955 22,809 22,447
R2 22,655 22,655 22,419
R1 22,509 22,509 22,392 22,432
PP 22,355 22,355 22,355 22,316
S1 22,209 22,209 22,337 22,132
S2 22,055 22,055 22,309
S3 21,755 21,909 22,282
S4 21,455 21,609 22,199
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 25,111 24,719 22,904
R3 24,130 23,738 22,634
R2 23,149 23,149 22,544
R1 22,757 22,757 22,454 22,953
PP 22,168 22,168 22,168 22,267
S1 21,776 21,776 22,274 21,972
S2 21,187 21,187 22,184
S3 20,206 20,795 22,094
S4 19,225 19,814 21,824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,561 21,580 981 4.4% 277 1.2% 80% False False 193
10 22,700 20,933 1,767 7.9% 360 1.6% 81% False False 172
20 23,020 20,933 2,087 9.3% 304 1.4% 69% False False 132
40 23,020 20,933 2,087 9.3% 243 1.1% 69% False False 89
60 23,020 20,151 2,869 12.8% 225 1.0% 77% False False 66
80 23,020 19,300 3,720 16.6% 202 0.9% 82% False False 53
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 3 trading days
Fibonacci Retracements and Extensions
4.250 23,775
2.618 23,285
1.618 22,985
1.000 22,800
0.618 22,685
HIGH 22,500
0.618 22,385
0.500 22,350
0.382 22,315
LOW 22,200
0.618 22,015
1.000 21,900
1.618 21,715
2.618 21,415
4.250 20,925
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 22,359 22,381
PP 22,355 22,375
S1 22,350 22,370

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

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