Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 21,825 21,899 74 0.3% 21,655
High 21,971 21,899 -72 -0.3% 22,561
Low 21,594 21,580 -14 -0.1% 21,580
Close 21,827 21,620 -207 -0.9% 22,364
Range 377 319 -58 -15.4% 981
ATR 381 377 -4 -1.2% 0
Volume 64 158 94 146.9% 968
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,657 22,457 21,795
R3 22,338 22,138 21,708
R2 22,019 22,019 21,678
R1 21,819 21,819 21,649 21,760
PP 21,700 21,700 21,700 21,670
S1 21,500 21,500 21,591 21,441
S2 21,381 21,381 21,562
S3 21,062 21,181 21,532
S4 20,743 20,862 21,445
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 22,500 21,580 920 4.3% 297 1.4% 4% False True 103
10 22,561 20,933 1,628 7.5% 327 1.5% 42% False False 162
20 23,020 20,933 2,087 9.7% 306 1.4% 33% False False 129
40 23,020 20,933 2,087 9.7% 263 1.2% 33% False False 97
60 23,020 20,151 2,869 13.3% 234 1.1% 51% False False 71
80 23,020 19,300 3,720 17.2% 211 1.0% 62% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,255
2.618 22,734
1.618 22,415
1.000 22,218
0.618 22,096
HIGH 21,899
0.618 21,777
0.500 21,740
0.382 21,702
LOW 21,580
0.618 21,383
1.000 21,261
1.618 21,064
2.618 20,745
4.250 20,224
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 21,740 21,937
PP 21,700 21,831
S1 21,660 21,726

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

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