Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 22,410 22,439 29 0.1% 22,740
High 22,510 22,700 190 0.8% 23,020
Low 22,300 22,439 139 0.6% 22,300
Close 22,350 22,700 350 1.6% 22,350
Range 210 261 51 24.3% 720
ATR 340 341 1 0.2% 0
Volume 97 108 11 11.3% 468
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,396 23,309 22,844
R3 23,135 23,048 22,772
R2 22,874 22,874 22,748
R1 22,787 22,787 22,724 22,831
PP 22,613 22,613 22,613 22,635
S1 22,526 22,526 22,676 22,570
S2 22,352 22,352 22,652
S3 22,091 22,265 22,628
S4 21,830 22,004 22,556
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 24,717 24,253 22,746
R3 23,997 23,533 22,548
R2 23,277 23,277 22,482
R1 22,813 22,813 22,416 22,685
PP 22,557 22,557 22,557 22,493
S1 22,093 22,093 22,284 21,965
S2 21,837 21,837 22,218
S3 21,117 21,373 22,152
S4 20,397 20,653 21,954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23,020 22,300 720 3.2% 266 1.2% 56% False False 107
10 23,020 22,123 897 4.0% 248 1.1% 64% False False 89
20 23,020 21,035 1,985 8.7% 259 1.1% 84% False False 84
40 23,020 20,151 2,869 12.6% 197 0.9% 89% False False 52
60 23,020 19,300 3,720 16.4% 194 0.9% 91% False False 41
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 41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,809
2.618 23,383
1.618 23,122
1.000 22,961
0.618 22,861
HIGH 22,700
0.618 22,600
0.500 22,570
0.382 22,539
LOW 22,439
0.618 22,278
1.000 22,178
1.618 22,017
2.618 21,756
4.250 21,330
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 22,657 22,643
PP 22,613 22,587
S1 22,570 22,530

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

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