Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 19,852 19,847 -5 0.0% 20,336
High 20,243 20,137 -106 -0.5% 20,530
Low 19,815 19,740 -75 -0.4% 19,815
Close 20,128 20,080 -48 -0.2% 20,128
Range 428 397 -31 -7.2% 715
ATR 390 390 1 0.1% 0
Volume 1,118 1,531 413 36.9% 4,510
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,177 21,025 20,298
R3 20,780 20,628 20,189
R2 20,383 20,383 20,153
R1 20,231 20,231 20,116 20,307
PP 19,986 19,986 19,986 20,024
S1 19,834 19,834 20,044 19,910
S2 19,589 19,589 20,007
S3 19,192 19,437 19,971
S4 18,795 19,040 19,862
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 20,452 19,740 712 3.5% 401 2.0% 48% False True 1,092
10 21,560 19,740 1,820 9.1% 399 2.0% 19% False True 807
20 22,637 19,740 2,897 14.4% 341 1.7% 12% False True 627
40 22,637 19,740 2,897 14.4% 326 1.6% 12% False True 454
60 23,020 19,740 3,280 16.3% 314 1.6% 10% False True 343
80 23,020 19,740 3,280 16.3% 284 1.4% 10% False True 268
100 23,020 19,740 3,280 16.3% 266 1.3% 10% False True 218
120 23,020 19,300 3,720 18.5% 243 1.2% 21% False False 184
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 83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,824
2.618 21,176
1.618 20,779
1.000 20,534
0.618 20,382
HIGH 20,137
0.618 19,985
0.500 19,939
0.382 19,892
LOW 19,740
0.618 19,495
1.000 19,343
1.618 19,098
2.618 18,701
4.250 18,053
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 20,033 20,070
PP 19,986 20,059
S1 19,939 20,049

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

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