Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 22,090 21,872 -218 -1.0% 21,275
High 22,113 21,950 -163 -0.7% 22,113
Low 21,987 21,870 -117 -0.5% 21,275
Close 21,859 21,870 11 0.1% 21,870
Range 126 80 -46 -36.5% 838
ATR 316 300 -16 -5.1% 0
Volume 37 22 -15 -40.5% 84
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,137 22,083 21,914
R3 22,057 22,003 21,892
R2 21,977 21,977 21,885
R1 21,923 21,923 21,877 21,910
PP 21,897 21,897 21,897 21,890
S1 21,843 21,843 21,863 21,830
S2 21,817 21,817 21,855
S3 21,737 21,763 21,848
S4 21,657 21,683 21,826
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,267 23,906 22,331
R3 23,429 23,068 22,100
R2 22,591 22,591 22,024
R1 22,230 22,230 21,947 22,411
PP 21,753 21,753 21,753 21,843
S1 21,392 21,392 21,793 21,573
S2 20,915 20,915 21,716
S3 20,077 20,554 21,640
S4 19,239 19,716 21,409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,113 21,275 838 3.8% 95 0.4% 71% False False 16
10 22,113 20,270 1,843 8.4% 135 0.6% 87% False False 14
20 22,113 20,151 1,962 9.0% 146 0.7% 88% False False 18
40 22,113 19,300 2,813 12.9% 153 0.7% 91% False False 16
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 True
Bull Hook False
Stretch 12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22,290
2.618 22,159
1.618 22,079
1.000 22,030
0.618 21,999
HIGH 21,950
0.618 21,919
0.500 21,910
0.382 21,901
LOW 21,870
0.618 21,821
1.000 21,790
1.618 21,741
2.618 21,661
4.250 21,530
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 21,910 21,863
PP 21,897 21,855
S1 21,883 21,848

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

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