Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 21,365 21,620 255 1.2% 20,704
High 21,555 21,850 295 1.4% 21,507
Low 21,288 21,550 262 1.2% 20,704
Close 21,496 21,850 354 1.6% 21,440
Range 267 300 33 12.4% 803
ATR 352 352 0 0.0% 0
Volume 220 1,154 934 424.5% 1,285
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,650 22,550 22,015
R3 22,350 22,250 21,933
R2 22,050 22,050 21,905
R1 21,950 21,950 21,878 22,000
PP 21,750 21,750 21,750 21,775
S1 21,650 21,650 21,823 21,700
S2 21,450 21,450 21,795
S3 21,150 21,350 21,768
S4 20,850 21,050 21,685
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 21,850 21,259 591 2.7% 263 1.2% 100% True False 547
10 21,850 20,704 1,146 5.2% 285 1.3% 100% True False 432
20 22,561 20,704 1,857 8.5% 312 1.4% 62% False False 280
40 23,020 20,704 2,316 10.6% 301 1.4% 49% False False 201
60 23,020 20,704 2,316 10.6% 265 1.2% 49% False False 148
80 23,020 20,151 2,869 13.1% 247 1.1% 59% False False 116
100 23,020 19,300 3,720 17.0% 224 1.0% 69% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 23,125
2.618 22,635
1.618 22,335
1.000 22,150
0.618 22,035
HIGH 21,850
0.618 21,735
0.500 21,700
0.382 21,665
LOW 21,550
0.618 21,365
1.000 21,250
1.618 21,065
2.618 20,765
4.250 20,275
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 21,800 21,756
PP 21,750 21,663
S1 21,700 21,569

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

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