Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 20,118 19,852 -266 -1.3% 20,336
High 20,357 20,243 -114 -0.6% 20,530
Low 20,083 19,815 -268 -1.3% 19,815
Close 20,180 20,128 -52 -0.3% 20,128
Range 274 428 154 56.2% 715
ATR 387 390 3 0.8% 0
Volume 756 1,118 362 47.9% 4,510
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,346 21,165 20,363
R3 20,918 20,737 20,246
R2 20,490 20,490 20,206
R1 20,309 20,309 20,167 20,400
PP 20,062 20,062 20,062 20,107
S1 19,881 19,881 20,089 19,972
S2 19,634 19,634 20,050
S3 19,206 19,453 20,010
S4 18,778 19,025 19,893
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,303 21,930 20,521
R3 21,588 21,215 20,325
R2 20,873 20,873 20,259
R1 20,500 20,500 20,194 20,329
PP 20,158 20,158 20,158 20,072
S1 19,785 19,785 20,062 19,614
S2 19,443 19,443 19,997
S3 18,728 19,070 19,931
S4 18,013 18,355 19,735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,530 19,815 715 3.6% 365 1.8% 44% False True 902
10 21,668 19,815 1,853 9.2% 378 1.9% 17% False True 679
20 22,637 19,815 2,822 14.0% 336 1.7% 11% False True 608
40 22,637 19,815 2,822 14.0% 320 1.6% 11% False True 420
60 23,020 19,815 3,205 15.9% 314 1.6% 10% False True 319
80 23,020 19,815 3,205 15.9% 282 1.4% 10% False True 249
100 23,020 19,815 3,205 15.9% 263 1.3% 10% False True 203
120 23,020 19,300 3,720 18.5% 242 1.2% 22% False False 172
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 76
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22,062
2.618 21,364
1.618 20,936
1.000 20,671
0.618 20,508
HIGH 20,243
0.618 20,080
0.500 20,029
0.382 19,978
LOW 19,815
0.618 19,550
1.000 19,387
1.618 19,122
2.618 18,694
4.250 17,996
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 20,095 20,114
PP 20,062 20,100
S1 20,029 20,086

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

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