Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 21,058 21,470 412 2.0% 21,995
High 21,484 21,470 -14 -0.1% 22,155
Low 21,035 21,058 23 0.1% 21,060
Close 21,300 21,026 -274 -1.3% 21,574
Range 449 412 -37 -8.2% 1,095
ATR 369 372 3 0.8% 0
Volume 99 83 -16 -16.2% 297
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 22,421 22,135 21,253
R3 22,009 21,723 21,139
R2 21,597 21,597 21,102
R1 21,311 21,311 21,064 21,248
PP 21,185 21,185 21,185 21,153
S1 20,899 20,899 20,988 20,836
S2 20,773 20,773 20,950
S3 20,361 20,487 20,913
S4 19,949 20,075 20,799
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,881 24,323 22,176
R3 23,786 23,228 21,875
R2 22,691 22,691 21,775
R1 22,133 22,133 21,674 21,865
PP 21,596 21,596 21,596 21,462
S1 21,038 21,038 21,474 20,770
S2 20,501 20,501 21,373
S3 19,406 19,943 21,273
S4 18,311 18,848 20,972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,000 21,035 965 4.6% 330 1.6% -1% False False 82
10 22,500 21,035 1,465 7.0% 243 1.2% -1% False False 64
20 22,500 20,412 2,088 9.9% 188 0.9% 29% False False 38
40 22,500 20,151 2,349 11.2% 186 0.9% 37% False False 30
60 22,500 19,300 3,200 15.2% 170 0.8% 54% False False 25
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,221
2.618 22,549
1.618 22,137
1.000 21,882
0.618 21,725
HIGH 21,470
0.618 21,313
0.500 21,264
0.382 21,215
LOW 21,058
0.618 20,803
1.000 20,646
1.618 20,391
2.618 19,979
4.250 19,307
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 21,264 21,418
PP 21,185 21,287
S1 21,105 21,157

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

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