Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 21,259 21,610 351 1.7% 20,704
High 21,507 21,659 152 0.7% 21,507
Low 21,259 21,376 117 0.6% 20,704
Close 21,440 21,409 -31 -0.1% 21,440
Range 248 283 35 14.1% 803
ATR 376 370 -7 -1.8% 0
Volume 120 949 829 690.8% 1,285
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,330 22,153 21,565
R3 22,047 21,870 21,487
R2 21,764 21,764 21,461
R1 21,587 21,587 21,435 21,534
PP 21,481 21,481 21,481 21,455
S1 21,304 21,304 21,383 21,251
S2 21,198 21,198 21,357
S3 20,915 21,021 21,331
S4 20,632 20,738 21,253
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 23,626 23,336 21,882
R3 22,823 22,533 21,661
R2 22,020 22,020 21,587
R1 21,730 21,730 21,514 21,875
PP 21,217 21,217 21,217 21,290
S1 20,927 20,927 21,366 21,072
S2 20,414 20,414 21,293
S3 19,611 20,124 21,219
S4 18,808 19,321 20,998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,659 20,704 955 4.5% 287 1.3% 74% True False 446
10 22,180 20,704 1,476 6.9% 337 1.6% 48% False False 322
20 22,561 20,704 1,857 8.7% 315 1.5% 38% False False 230
40 23,020 20,704 2,316 10.8% 312 1.5% 30% False False 166
60 23,020 20,151 2,869 13.4% 259 1.2% 44% False False 121
80 23,020 19,455 3,565 16.7% 246 1.1% 55% False False 96
100 23,020 19,300 3,720 17.4% 226 1.1% 57% False False 80
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 77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,862
2.618 22,400
1.618 22,117
1.000 21,942
0.618 21,834
HIGH 21,659
0.618 21,551
0.500 21,518
0.382 21,484
LOW 21,376
0.618 21,201
1.000 21,093
1.618 20,918
2.618 20,635
4.250 20,173
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 21,518 21,370
PP 21,481 21,332
S1 21,445 21,293

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

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