Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 22,294 21,825 -469 -2.1% 21,655
High 22,294 21,971 -323 -1.4% 22,561
Low 22,000 21,594 -406 -1.8% 21,580
Close 21,999 21,827 -172 -0.8% 22,364
Range 294 377 83 28.2% 981
ATR 380 381 2 0.5% 0
Volume 105 64 -41 -39.0% 968
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,928 22,755 22,034
R3 22,551 22,378 21,931
R2 22,174 22,174 21,896
R1 22,001 22,001 21,862 22,088
PP 21,797 21,797 21,797 21,841
S1 21,624 21,624 21,792 21,711
S2 21,420 21,420 21,758
S3 21,043 21,247 21,723
S4 20,666 20,870 21,620
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 21,594 967 4.4% 281 1.3% 24% False True 100
10 22,561 20,933 1,628 7.5% 347 1.6% 55% False False 162
20 23,020 20,933 2,087 9.6% 307 1.4% 43% False False 125
40 23,020 20,933 2,087 9.6% 261 1.2% 43% False False 93
60 23,020 20,151 2,869 13.1% 228 1.0% 58% False False 68
80 23,020 19,300 3,720 17.0% 209 1.0% 68% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 23,573
2.618 22,958
1.618 22,581
1.000 22,348
0.618 22,204
HIGH 21,971
0.618 21,827
0.500 21,783
0.382 21,738
LOW 21,594
0.618 21,361
1.000 21,217
1.618 20,984
2.618 20,607
4.250 19,992
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 21,812 21,995
PP 21,797 21,939
S1 21,783 21,883

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

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