Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 20,336 20,452 116 0.6% 21,409
High 20,530 20,452 -78 -0.4% 21,560
Low 20,314 19,960 -354 -1.7% 20,145
Close 20,518 20,037 -481 -2.3% 20,610
Range 216 492 276 127.8% 1,415
ATR 367 381 14 3.7% 0
Volume 579 968 389 67.2% 2,038
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,626 21,323 20,308
R3 21,134 20,831 20,172
R2 20,642 20,642 20,127
R1 20,339 20,339 20,082 20,245
PP 20,150 20,150 20,150 20,102
S1 19,847 19,847 19,992 19,753
S2 19,658 19,658 19,947
S3 19,166 19,355 19,902
S4 18,674 18,863 19,766
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 21,526 19,960 1,566 7.8% 437 2.2% 5% False True 650
10 22,422 19,960 2,462 12.3% 362 1.8% 3% False True 468
20 22,637 19,960 2,677 13.4% 318 1.6% 3% False True 533
40 22,637 19,960 2,677 13.4% 327 1.6% 3% False True 365
60 23,020 19,960 3,060 15.3% 313 1.6% 3% False True 276
80 23,020 19,960 3,060 15.3% 272 1.4% 3% False True 212
100 23,020 19,300 3,720 18.6% 258 1.3% 20% False False 174
120 23,020 19,300 3,720 18.6% 242 1.2% 20% False False 147
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 65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,543
2.618 21,740
1.618 21,248
1.000 20,944
0.618 20,756
HIGH 20,452
0.618 20,264
0.500 20,206
0.382 20,148
LOW 19,960
0.618 19,656
1.000 19,468
1.618 19,164
2.618 18,672
4.250 17,869
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 20,206 20,300
PP 20,150 20,212
S1 20,093 20,125

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

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