Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 22,350 22,294 -56 -0.3% 21,655
High 22,395 22,294 -101 -0.5% 22,561
Low 22,202 22,000 -202 -0.9% 21,580
Close 22,270 21,999 -271 -1.2% 22,364
Range 193 294 101 52.3% 981
ATR 386 380 -7 -1.7% 0
Volume 35 105 70 200.0% 968
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,980 22,783 22,161
R3 22,686 22,489 22,080
R2 22,392 22,392 22,053
R1 22,195 22,195 22,026 22,147
PP 22,098 22,098 22,098 22,073
S1 21,901 21,901 21,972 21,853
S2 21,804 21,804 21,945
S3 21,510 21,607 21,918
S4 21,216 21,313 21,837
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 22,000 561 2.6% 231 1.1% 0% False True 122
10 22,580 20,933 1,647 7.5% 336 1.5% 65% False False 165
20 23,020 20,933 2,087 9.5% 300 1.4% 51% False False 123
40 23,020 20,933 2,087 9.5% 253 1.1% 51% False False 92
60 23,020 20,151 2,869 13.0% 225 1.0% 64% False False 67
80 23,020 19,300 3,720 16.9% 207 0.9% 73% False False 54
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 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,544
2.618 23,064
1.618 22,770
1.000 22,588
0.618 22,476
HIGH 22,294
0.618 22,182
0.500 22,147
0.382 22,112
LOW 22,000
0.618 21,818
1.000 21,706
1.618 21,524
2.618 21,230
4.250 20,751
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 22,147 22,250
PP 22,098 22,166
S1 22,048 22,083

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

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