Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 20,398 20,400 2 0.0% 20,336
High 20,686 20,441 -245 -1.2% 20,530
Low 20,224 20,219 -5 0.0% 19,815
Close 20,540 20,273 -267 -1.3% 20,128
Range 462 222 -240 -51.9% 715
ATR 400 395 -6 -1.4% 0
Volume 1,332 1,252 -80 -6.0% 4,510
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 20,977 20,847 20,395
R3 20,755 20,625 20,334
R2 20,533 20,533 20,314
R1 20,403 20,403 20,293 20,357
PP 20,311 20,311 20,311 20,288
S1 20,181 20,181 20,253 20,135
S2 20,089 20,089 20,232
S3 19,867 19,959 20,212
S4 19,645 19,737 20,151
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 20,686 19,740 946 4.7% 371 1.8% 56% False False 1,213
10 20,686 19,740 946 4.7% 375 1.8% 56% False False 1,023
20 22,637 19,740 2,897 14.3% 348 1.7% 18% False False 715
40 22,637 19,740 2,897 14.3% 334 1.6% 18% False False 531
60 23,020 19,740 3,280 16.2% 323 1.6% 16% False False 396
80 23,020 19,740 3,280 16.2% 290 1.4% 16% False False 310
100 23,020 19,740 3,280 16.2% 268 1.3% 16% False False 252
120 23,020 19,300 3,720 18.3% 247 1.2% 26% False False 212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 96
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 21,385
2.618 21,022
1.618 20,800
1.000 20,663
0.618 20,578
HIGH 20,441
0.618 20,356
0.500 20,330
0.382 20,304
LOW 20,219
0.618 20,082
1.000 19,997
1.618 19,860
2.618 19,638
4.250 19,276
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 20,330 20,386
PP 20,311 20,348
S1 20,292 20,311

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

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