Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 21,655 21,800 145 0.7% 22,439
High 21,827 22,190 363 1.7% 22,700
Low 21,580 21,721 141 0.7% 20,933
Close 21,691 22,180 489 2.3% 21,127
Range 247 469 222 89.9% 1,767
ATR 434 439 5 1.1% 0
Volume 267 230 -37 -13.9% 759
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 23,437 23,278 22,438
R3 22,968 22,809 22,309
R2 22,499 22,499 22,266
R1 22,340 22,340 22,223 22,420
PP 22,030 22,030 22,030 22,070
S1 21,871 21,871 22,137 21,951
S2 21,561 21,561 22,094
S3 21,092 21,402 22,051
S4 20,623 20,933 21,922
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 26,888 25,774 22,099
R3 25,121 24,007 21,613
R2 23,354 23,354 21,451
R1 22,240 22,240 21,289 21,914
PP 21,587 21,587 21,587 21,423
S1 20,473 20,473 20,965 20,147
S2 19,820 19,820 20,803
S3 18,053 18,706 20,641
S4 16,286 16,939 20,155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,580 20,933 1,647 7.4% 442 2.0% 76% False False 208
10 23,020 20,933 2,087 9.4% 384 1.7% 60% False False 163
20 23,020 20,933 2,087 9.4% 302 1.4% 60% False False 118
40 23,020 20,412 2,608 11.8% 245 1.1% 68% False False 78
60 23,020 20,151 2,869 12.9% 224 1.0% 71% False False 59
80 23,020 19,300 3,720 16.8% 203 0.9% 77% False False 48
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 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 24,183
2.618 23,418
1.618 22,949
1.000 22,659
0.618 22,480
HIGH 22,190
0.618 22,011
0.500 21,956
0.382 21,900
LOW 21,721
0.618 21,431
1.000 21,252
1.618 20,962
2.618 20,493
4.250 19,728
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 22,105 21,974
PP 22,030 21,768
S1 21,956 21,562

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

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