Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 22,405 22,350 -55 -0.2% 21,655
High 22,500 22,395 -105 -0.5% 22,561
Low 22,200 22,202 2 0.0% 21,580
Close 22,364 22,270 -94 -0.4% 22,364
Range 300 193 -107 -35.7% 981
ATR 401 386 -15 -3.7% 0
Volume 153 35 -118 -77.1% 968
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,868 22,762 22,376
R3 22,675 22,569 22,323
R2 22,482 22,482 22,305
R1 22,376 22,376 22,288 22,333
PP 22,289 22,289 22,289 22,267
S1 22,183 22,183 22,252 22,140
S2 22,096 22,096 22,235
S3 21,903 21,990 22,217
S4 21,710 21,797 22,164
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 21,721 840 3.8% 266 1.2% 65% False False 147
10 22,690 20,933 1,757 7.9% 354 1.6% 76% False False 165
20 23,020 20,933 2,087 9.4% 301 1.4% 64% False False 127
40 23,020 20,933 2,087 9.4% 245 1.1% 64% False False 89
60 23,020 20,151 2,869 12.9% 224 1.0% 74% False False 66
80 23,020 19,300 3,720 16.7% 203 0.9% 80% False False 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,215
2.618 22,900
1.618 22,707
1.000 22,588
0.618 22,514
HIGH 22,395
0.618 22,321
0.500 22,299
0.382 22,276
LOW 22,202
0.618 22,083
1.000 22,009
1.618 21,890
2.618 21,697
4.250 21,382
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 22,299 22,381
PP 22,289 22,344
S1 22,280 22,307

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

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