Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 21,287 21,752 465 2.2% 21,058
High 21,361 21,840 479 2.2% 21,840
Low 21,254 21,685 431 2.0% 21,035
Close 21,353 21,760 407 1.9% 21,760
Range 107 155 48 44.9% 805
ATR 373 381 8 2.2% 0
Volume 27 61 34 125.9% 366
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 22,227 22,148 21,845
R3 22,072 21,993 21,803
R2 21,917 21,917 21,788
R1 21,838 21,838 21,774 21,878
PP 21,762 21,762 21,762 21,781
S1 21,683 21,683 21,746 21,723
S2 21,607 21,607 21,732
S3 21,452 21,528 21,717
S4 21,297 21,373 21,675
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,960 23,665 22,203
R3 23,155 22,860 21,981
R2 22,350 22,350 21,908
R1 22,055 22,055 21,834 22,203
PP 21,545 21,545 21,545 21,619
S1 21,250 21,250 21,686 21,398
S2 20,740 20,740 21,612
S3 19,935 20,445 21,539
S4 19,130 19,640 21,317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,840 21,035 805 3.7% 297 1.4% 90% True False 73
10 22,500 21,035 1,465 6.7% 261 1.2% 49% False False 69
20 22,500 21,035 1,465 6.7% 182 0.8% 49% False False 46
40 22,500 20,151 2,349 10.8% 185 0.9% 68% False False 32
60 22,500 19,300 3,200 14.7% 168 0.8% 77% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,499
2.618 22,246
1.618 22,091
1.000 21,995
0.618 21,936
HIGH 21,840
0.618 21,781
0.500 21,763
0.382 21,744
LOW 21,685
0.618 21,589
1.000 21,530
1.618 21,434
2.618 21,279
4.250 21,026
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 21,763 21,685
PP 21,762 21,610
S1 21,761 21,535

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

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