Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 21,250 21,287 37 0.2% 21,995
High 21,593 21,361 -232 -1.1% 22,155
Low 21,230 21,254 24 0.1% 21,060
Close 21,458 21,353 -105 -0.5% 21,574
Range 363 107 -256 -70.5% 1,095
ATR 386 373 -13 -3.4% 0
Volume 96 27 -69 -71.9% 297
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 21,644 21,605 21,412
R3 21,537 21,498 21,382
R2 21,430 21,430 21,373
R1 21,391 21,391 21,363 21,411
PP 21,323 21,323 21,323 21,332
S1 21,284 21,284 21,343 21,304
S2 21,216 21,216 21,333
S3 21,109 21,177 21,324
S4 21,002 21,070 21,294
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% 313 1.5% 42% False False 95
10 22,500 21,035 1,465 6.9% 268 1.3% 22% False False 72
20 22,500 21,035 1,465 6.9% 183 0.9% 22% False False 43
40 22,500 20,151 2,349 11.0% 187 0.9% 51% False False 31
60 22,500 19,300 3,200 15.0% 169 0.8% 64% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 21,816
2.618 21,641
1.618 21,534
1.000 21,468
0.618 21,427
HIGH 21,361
0.618 21,320
0.500 21,308
0.382 21,295
LOW 21,254
0.618 21,188
1.000 21,147
1.618 21,081
2.618 20,974
4.250 20,799
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 21,338 21,344
PP 21,323 21,335
S1 21,308 21,326

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

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