Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 21,470 21,250 -220 -1.0% 21,995
High 21,470 21,593 123 0.6% 22,155
Low 21,058 21,230 172 0.8% 21,060
Close 21,026 21,458 432 2.1% 21,574
Range 412 363 -49 -11.9% 1,095
ATR 372 386 14 3.7% 0
Volume 83 96 13 15.7% 297
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 22,516 22,350 21,658
R3 22,153 21,987 21,558
R2 21,790 21,790 21,525
R1 21,624 21,624 21,491 21,707
PP 21,427 21,427 21,427 21,469
S1 21,261 21,261 21,425 21,344
S2 21,064 21,064 21,391
S3 20,701 20,898 21,358
S4 20,338 20,535 21,258
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 21,800 21,035 765 3.6% 319 1.5% 55% False False 95
10 22,500 21,035 1,465 6.8% 272 1.3% 29% False False 71
20 22,500 20,970 1,530 7.1% 192 0.9% 32% False False 43
40 22,500 20,151 2,349 10.9% 193 0.9% 56% False False 32
60 22,500 19,300 3,200 14.9% 172 0.8% 67% False False 25
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,136
2.618 22,543
1.618 22,180
1.000 21,956
0.618 21,817
HIGH 21,593
0.618 21,454
0.500 21,412
0.382 21,369
LOW 21,230
0.618 21,006
1.000 20,867
1.618 20,643
2.618 20,280
4.250 19,687
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 21,443 21,410
PP 21,427 21,362
S1 21,412 21,314

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

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