Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 20,672 20,798 126 0.6% 21,416
High 20,672 20,940 268 1.3% 21,616
Low 20,430 20,798 368 1.8% 20,767
Close 20,553 20,840 287 1.4% 20,848
Range 242 142 -100 -41.3% 849
ATR 319 324 5 1.5% 0
Volume 23 25 2 8.7% 131
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 21,285 21,205 20,918
R3 21,143 21,063 20,879
R2 21,001 21,001 20,866
R1 20,921 20,921 20,853 20,961
PP 20,859 20,859 20,859 20,880
S1 20,779 20,779 20,827 20,819
S2 20,717 20,717 20,814
S3 20,575 20,637 20,801
S4 20,433 20,495 20,762
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 23,624 23,085 21,315
R3 22,775 22,236 21,081
R2 21,926 21,926 21,004
R1 21,387 21,387 20,926 21,232
PP 21,077 21,077 21,077 21,000
S1 20,538 20,538 20,770 20,383
S2 20,228 20,228 20,692
S3 19,379 19,689 20,615
S4 18,530 18,840 20,381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,560 20,430 1,130 5.4% 157 0.8% 36% False False 14
10 21,800 20,430 1,370 6.6% 211 1.0% 30% False False 24
20 21,800 19,300 2,500 12.0% 204 1.0% 62% False False 20
40 21,800 19,300 2,500 12.0% 182 0.9% 62% False False 17
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 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,544
2.618 21,312
1.618 21,170
1.000 21,082
0.618 21,028
HIGH 20,940
0.618 20,886
0.500 20,869
0.382 20,852
LOW 20,798
0.618 20,710
1.000 20,656
1.618 20,568
2.618 20,426
4.250 20,195
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 20,869 20,788
PP 20,859 20,737
S1 20,850 20,685

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

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