Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 21,610 21,478 -132 -0.6% 20,704
High 21,659 21,519 -140 -0.6% 21,507
Low 21,376 21,303 -73 -0.3% 20,704
Close 21,409 21,383 -26 -0.1% 21,440
Range 283 216 -67 -23.7% 803
ATR 370 359 -11 -3.0% 0
Volume 949 294 -655 -69.0% 1,285
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,050 21,932 21,502
R3 21,834 21,716 21,442
R2 21,618 21,618 21,423
R1 21,500 21,500 21,403 21,451
PP 21,402 21,402 21,402 21,377
S1 21,284 21,284 21,363 21,235
S2 21,186 21,186 21,343
S3 20,970 21,068 21,324
S4 20,754 20,852 21,264
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 20,927 732 3.4% 249 1.2% 62% False False 411
10 21,867 20,704 1,163 5.4% 286 1.3% 58% False False 331
20 22,561 20,704 1,857 8.7% 314 1.5% 37% False False 231
40 23,020 20,704 2,316 10.8% 306 1.4% 29% False False 171
60 23,020 20,270 2,750 12.9% 260 1.2% 40% False False 126
80 23,020 19,601 3,419 16.0% 248 1.2% 52% False False 99
100 23,020 19,300 3,720 17.4% 223 1.0% 56% False False 82
Crabel Price Patterns
NR True
NR4 True
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 51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22,437
2.618 22,084
1.618 21,868
1.000 21,735
0.618 21,652
HIGH 21,519
0.618 21,436
0.500 21,411
0.382 21,386
LOW 21,303
0.618 21,170
1.000 21,087
1.618 20,954
2.618 20,738
4.250 20,385
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 21,411 21,459
PP 21,402 21,434
S1 21,392 21,408

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

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