Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 22,610 22,388 -222 -1.0% 22,740
High 22,690 22,580 -110 -0.5% 23,020
Low 22,225 22,310 85 0.4% 22,300
Close 22,384 22,545 161 0.7% 22,350
Range 465 270 -195 -41.9% 720
ATR 350 344 -6 -1.6% 0
Volume 104 98 -6 -5.8% 468
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 23,288 23,187 22,694
R3 23,018 22,917 22,619
R2 22,748 22,748 22,595
R1 22,647 22,647 22,570 22,698
PP 22,478 22,478 22,478 22,504
S1 22,377 22,377 22,520 22,428
S2 22,208 22,208 22,496
S3 21,938 22,107 22,471
S4 21,668 21,837 22,397
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 22,760 22,225 535 2.4% 297 1.3% 60% False False 101
10 23,020 22,225 795 3.5% 267 1.2% 40% False False 88
20 23,020 21,035 1,985 8.8% 266 1.2% 76% False False 89
40 23,020 20,151 2,869 12.7% 206 0.9% 83% False False 56
60 23,020 19,300 3,720 16.5% 205 0.9% 87% False False 44
80 23,020 19,300 3,720 16.5% 192 0.9% 87% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,728
2.618 23,287
1.618 23,017
1.000 22,850
0.618 22,747
HIGH 22,580
0.618 22,477
0.500 22,445
0.382 22,413
LOW 22,310
0.618 22,143
1.000 22,040
1.618 21,873
2.618 21,603
4.250 21,163
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 22,512 22,518
PP 22,478 22,490
S1 22,445 22,463

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

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