Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 22,253 22,525 272 1.2% 21,794
High 22,407 22,637 230 1.0% 22,485
Low 22,222 22,371 149 0.7% 21,650
Close 22,235 22,437 202 0.9% 22,235
Range 185 266 81 43.8% 835
ATR 340 344 4 1.3% 0
Volume 1,043 263 -780 -74.8% 3,114
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,280 23,124 22,583
R3 23,014 22,858 22,510
R2 22,748 22,748 22,486
R1 22,592 22,592 22,461 22,537
PP 22,482 22,482 22,482 22,454
S1 22,326 22,326 22,413 22,271
S2 22,216 22,216 22,388
S3 21,950 22,060 22,364
S4 21,684 21,794 22,291
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,628 24,267 22,694
R3 23,793 23,432 22,465
R2 22,958 22,958 22,388
R1 22,597 22,597 22,312 22,778
PP 22,123 22,123 22,123 22,214
S1 21,762 21,762 22,158 21,943
S2 21,288 21,288 22,082
S3 20,453 20,927 22,005
S4 19,618 20,092 21,776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,637 21,933 704 3.1% 269 1.2% 72% True False 634
10 22,637 21,288 1,349 6.0% 275 1.2% 85% True False 599
20 22,637 20,704 1,933 8.6% 310 1.4% 90% True False 416
40 23,020 20,704 2,316 10.3% 308 1.4% 75% False False 272
60 23,020 20,704 2,316 10.3% 279 1.2% 75% False False 203
80 23,020 20,151 2,869 12.8% 253 1.1% 80% False False 157
100 23,020 19,300 3,720 16.6% 231 1.0% 84% False False 128
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 61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,768
2.618 23,333
1.618 23,067
1.000 22,903
0.618 22,801
HIGH 22,637
0.618 22,535
0.500 22,504
0.382 22,473
LOW 22,371
0.618 22,207
1.000 22,105
1.618 21,941
2.618 21,675
4.250 21,241
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 22,504 22,419
PP 22,482 22,401
S1 22,459 22,383

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

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