Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 22,439 22,610 171 0.8% 22,740
High 22,700 22,690 -10 0.0% 23,020
Low 22,439 22,225 -214 -1.0% 22,300
Close 22,700 22,384 -316 -1.4% 22,350
Range 261 465 204 78.2% 720
ATR 341 350 10 2.8% 0
Volume 108 104 -4 -3.7% 468
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,828 23,571 22,640
R3 23,363 23,106 22,512
R2 22,898 22,898 22,469
R1 22,641 22,641 22,427 22,537
PP 22,433 22,433 22,433 22,381
S1 22,176 22,176 22,341 22,072
S2 21,968 21,968 22,299
S3 21,503 21,711 22,256
S4 21,038 21,246 22,128
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 22,225 795 3.6% 327 1.5% 20% False True 118
10 23,020 22,225 795 3.6% 264 1.2% 20% False True 82
20 23,020 21,035 1,985 8.9% 274 1.2% 68% False False 86
40 23,020 20,151 2,869 12.8% 206 0.9% 78% False False 54
60 23,020 19,300 3,720 16.6% 201 0.9% 83% False False 42
80 23,020 19,300 3,720 16.6% 189 0.8% 83% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 24,666
2.618 23,907
1.618 23,442
1.000 23,155
0.618 22,977
HIGH 22,690
0.618 22,512
0.500 22,458
0.382 22,403
LOW 22,225
0.618 21,938
1.000 21,760
1.618 21,473
2.618 21,008
4.250 20,249
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 22,458 22,463
PP 22,433 22,436
S1 22,409 22,410

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

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