Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	22,338	22,740	402	1.8%	21,950
High	22,445	22,850	405	1.8%	22,621
Low	22,300	22,740	440	2.0%	21,853
Close	22,416	22,771	355	1.6%	22,416
Range	145	110	-35	-24.1%	768
ATR	360	365	5	1.5%	0
Volume	31	39	8	25.8%	453

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	23,117	23,054	22,832
R3	23,007	22,944	22,801
R2	22,897	22,897	22,791
R1	22,834	22,834	22,781	22,866
PP	22,787	22,787	22,787	22,803
S1	22,724	22,724	22,761	22,756
S2	22,677	22,677	22,751
S3	22,567	22,614	22,741
S4	22,457	22,504	22,711

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	24,601	24,276	22,838
R3	23,833	23,508	22,627
R2	23,065	23,065	22,557
R1	22,740	22,740	22,486	22,903
PP	22,297	22,297	22,297	22,378
S1	21,972	21,972	22,346	22,135
S2	21,529	21,529	22,275
S3	20,761	21,204	22,205
S4	19,993	20,436	21,994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,850	22,123	727	3.2%	230	1.0%	89%	True	False	71
10	22,850	21,058	1,792	7.9%	245	1.1%	96%	True	False	75
20	22,850	21,035	1,815	8.0%	223	1.0%	96%	True	False	65
40	22,850	20,151	2,699	11.9%	184	0.8%	97%	True	False	42
60	22,850	19,300	3,550	15.6%	176	0.8%	98%	True	False	33

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	41
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	23,318
2.618	23,138
1.618	23,028
1.000	22,960
0.618	22,918
HIGH	22,850
0.618	22,808
0.500	22,795
0.382	22,782
LOW	22,740
0.618	22,672
1.000	22,630
1.618	22,562
2.618	22,452
4.250	22,273

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	22,795	22,701
PP	22,787	22,631
S1	22,779	22,561

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols