Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	19,618	19,300	-318	-1.6%	20,270
High	19,671	19,322	-349	-1.8%	20,335
Low	19,555	19,300	-255	-1.3%	19,800
Close	19,555	19,322	-233	-1.2%	19,900
Range	116	22	-94	-81.0%	535
ATR	325	320	-5	-1.5%	0
Volume	9	2	-7	-77.8%	61

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	19,381	19,373	19,334
R3	19,359	19,351	19,328
R2	19,337	19,337	19,326
R1	19,329	19,329	19,324	19,333
PP	19,315	19,315	19,315	19,317
S1	19,307	19,307	19,320	19,311
S2	19,293	19,293	19,318
S3	19,271	19,285	19,316
S4	19,249	19,263	19,310

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,617	21,293	20,194
R3	21,082	20,758	20,047
R2	20,547	20,547	19,998
R1	20,223	20,223	19,949	20,118
PP	20,012	20,012	20,012	19,959
S1	19,688	19,688	19,851	19,583
S2	19,477	19,477	19,802
S3	18,942	19,153	19,753
S4	18,407	18,618	19,606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,034	19,300	734	3.8%	41	0.2%	3%	False	True	9
10	20,335	19,300	1,035	5.4%	47	0.2%	2%	False	True	9
20	20,808	19,300	1,508	7.8%	144	0.7%	1%	False	True	14

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,416
2.618	19,380
1.618	19,358
1.000	19,344
0.618	19,336
HIGH	19,322
0.618	19,314
0.500	19,311
0.382	19,308
LOW	19,300
0.618	19,286
1.000	19,278
1.618	19,264
2.618	19,242
4.250	19,207

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	19,318	19,486
PP	19,315	19,431
S1	19,311	19,377

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