Hang Seng Index Future March 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	20,932	20,707	-225	-1.1%	20,439
High	21,150	20,914	-236	-1.1%	21,150
Low	20,932	20,707	-225	-1.1%	20,420
Close	21,025	20,818	-207	-1.0%	21,025
Range	218	207	-11	-5.0%	730
ATR	332	331	-1	-0.3%	0
Volume	27	9	-18	-66.7%	132

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,434	21,333	20,932
R3	21,227	21,126	20,875
R2	21,020	21,020	20,856
R1	20,919	20,919	20,837	20,970
PP	20,813	20,813	20,813	20,838
S1	20,712	20,712	20,799	20,763
S2	20,606	20,606	20,780
S3	20,399	20,505	20,761
S4	20,192	20,298	20,704

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	23,055	22,770	21,427
R3	22,325	22,040	21,226
R2	21,595	21,595	21,159
R1	21,310	21,310	21,092	21,453
PP	20,865	20,865	20,865	20,936
S1	20,580	20,580	20,958	20,723
S2	20,135	20,135	20,891
S3	19,405	19,850	20,824
S4	18,675	19,120	20,624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,150	20,600	550	2.6%	246	1.2%	40%	False	False	25
10	21,150	19,300	1,850	8.9%	209	1.0%	82%	False	False	17
20	21,150	19,300	1,850	8.9%	150	0.7%	82%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	21,794
2.618	21,456
1.618	21,249
1.000	21,121
0.618	21,042
HIGH	20,914
0.618	20,835
0.500	20,811
0.382	20,786
LOW	20,707
0.618	20,579
1.000	20,500
1.618	20,372
2.618	20,165
4.250	19,827

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	20,816	20,929
PP	20,813	20,892
S1	20,811	20,855

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