Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 19,847 20,288 441 2.2% 20,336
High 20,137 20,433 296 1.5% 20,530
Low 19,740 20,086 346 1.8% 19,815
Close 20,080 20,121 41 0.2% 20,128
Range 397 347 -50 -12.6% 715
ATR 390 388 -3 -0.7% 0
Volume 1,531 833 -698 -45.6% 4,510
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,254 21,035 20,312
R3 20,907 20,688 20,216
R2 20,560 20,560 20,185
R1 20,341 20,341 20,153 20,277
PP 20,213 20,213 20,213 20,182
S1 19,994 19,994 20,089 19,930
S2 19,866 19,866 20,057
S3 19,519 19,647 20,026
S4 19,172 19,300 19,930
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 20,433 19,740 693 3.4% 372 1.8% 55% True False 1,065
10 21,526 19,740 1,786 8.9% 404 2.0% 21% False False 857
20 22,637 19,740 2,897 14.4% 341 1.7% 13% False False 659
40 22,637 19,740 2,897 14.4% 329 1.6% 13% False False 471
60 23,020 19,740 3,280 16.3% 318 1.6% 12% False False 356
80 23,020 19,740 3,280 16.3% 284 1.4% 12% False False 278
100 23,020 19,740 3,280 16.3% 266 1.3% 12% False False 226
120 23,020 19,300 3,720 18.5% 244 1.2% 22% False False 191
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 True
Bear Hook False
Bull Hook False
Stretch 83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,908
2.618 21,341
1.618 20,994
1.000 20,780
0.618 20,647
HIGH 20,433
0.618 20,300
0.500 20,260
0.382 20,219
LOW 20,086
0.618 19,872
1.000 19,739
1.618 19,525
2.618 19,178
4.250 18,611
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 20,260 20,110
PP 20,213 20,098
S1 20,167 20,087

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

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