Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 20,070 20,118 48 0.2% 21,409
High 20,262 20,357 95 0.5% 21,560
Low 19,847 20,083 236 1.2% 20,145
Close 19,917 20,180 263 1.3% 20,610
Range 415 274 -141 -34.0% 1,415
ATR 383 387 4 1.1% 0
Volume 1,089 756 -333 -30.6% 2,038
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,029 20,878 20,331
R3 20,755 20,604 20,255
R2 20,481 20,481 20,230
R1 20,330 20,330 20,205 20,406
PP 20,207 20,207 20,207 20,244
S1 20,056 20,056 20,155 20,132
S2 19,933 19,933 20,130
S3 19,659 19,782 20,105
S4 19,385 19,508 20,029
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 20,639 19,847 792 3.9% 378 1.9% 42% False False 832
10 21,917 19,847 2,070 10.3% 368 1.8% 16% False False 591
20 22,637 19,847 2,790 13.8% 328 1.6% 12% False False 564
40 22,637 19,847 2,790 13.8% 321 1.6% 12% False False 398
60 23,020 19,847 3,173 15.7% 313 1.6% 10% False False 302
80 23,020 19,847 3,173 15.7% 277 1.4% 10% False False 235
100 23,020 19,601 3,419 16.9% 264 1.3% 17% False False 192
120 23,020 19,300 3,720 18.4% 241 1.2% 24% False False 163
Crabel Price Patterns
NR True
NR4 False
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 80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,522
2.618 21,074
1.618 20,800
1.000 20,631
0.618 20,526
HIGH 20,357
0.618 20,252
0.500 20,220
0.382 20,188
LOW 20,083
0.618 19,914
1.000 19,809
1.618 19,640
2.618 19,366
4.250 18,919
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 20,220 20,170
PP 20,207 20,160
S1 20,193 20,150

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

View Archives - Comment on this page... - Back to Index of Symbols