Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 20,428 20,336 -92 -0.5% 21,409
High 20,639 20,530 -109 -0.5% 21,560
Low 20,145 20,314 169 0.8% 20,145
Close 20,610 20,518 -92 -0.4% 20,610
Range 494 216 -278 -56.3% 1,415
ATR 372 367 -5 -1.5% 0
Volume 772 579 -193 -25.0% 2,038
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,102 21,026 20,637
R3 20,886 20,810 20,577
R2 20,670 20,670 20,558
R1 20,594 20,594 20,538 20,632
PP 20,454 20,454 20,454 20,473
S1 20,378 20,378 20,498 20,416
S2 20,238 20,238 20,478
S3 20,022 20,162 20,459
S4 19,806 19,946 20,399
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 25,017 24,228 21,388
R3 23,602 22,813 20,999
R2 22,187 22,187 20,869
R1 21,398 21,398 20,740 21,085
PP 20,772 20,772 20,772 20,615
S1 19,983 19,983 20,480 19,670
S2 19,357 19,357 20,351
S3 17,942 18,568 20,221
S4 16,527 17,153 19,832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,560 20,145 1,415 6.9% 397 1.9% 26% False False 523
10 22,637 20,145 2,492 12.1% 340 1.7% 15% False False 398
20 22,637 20,145 2,492 12.1% 306 1.5% 15% False False 491
40 22,637 20,145 2,492 12.1% 328 1.6% 15% False False 345
60 23,020 20,145 2,875 14.0% 307 1.5% 13% False False 260
80 23,020 20,145 2,875 14.0% 267 1.3% 13% False False 201
100 23,020 19,300 3,720 18.1% 254 1.2% 33% False False 164
120 23,020 19,300 3,720 18.1% 238 1.2% 33% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 76
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,448
2.618 21,095
1.618 20,879
1.000 20,746
0.618 20,663
HIGH 20,530
0.618 20,447
0.500 20,422
0.382 20,397
LOW 20,314
0.618 20,181
1.000 20,098
1.618 19,965
2.618 19,749
4.250 19,396
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 20,486 20,673
PP 20,454 20,621
S1 20,422 20,570

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

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