Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 19,799 19,944 145 0.7% 19,847
High 19,915 20,266 351 1.8% 20,686
Low 19,591 19,944 353 1.8% 19,478
Close 19,915 20,153 238 1.2% 19,481
Range 324 322 -2 -0.6% 1,208
ATR 409 405 -4 -1.0% 0
Volume 2,167 2,305 138 6.4% 6,935
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,087 20,942 20,330
R3 20,765 20,620 20,242
R2 20,443 20,443 20,212
R1 20,298 20,298 20,183 20,371
PP 20,121 20,121 20,121 20,157
S1 19,976 19,976 20,123 20,049
S2 19,799 19,799 20,094
S3 19,477 19,654 20,064
S4 19,155 19,332 19,976
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 23,506 22,701 20,145
R3 22,298 21,493 19,813
R2 21,090 21,090 19,702
R1 20,285 20,285 19,592 20,084
PP 19,882 19,882 19,882 19,781
S1 19,077 19,077 19,370 18,876
S2 18,674 18,674 19,260
S3 17,466 17,869 19,149
S4 16,258 16,661 18,817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,266 19,320 946 4.7% 325 1.6% 88% True False 2,500
10 20,686 19,320 1,366 6.8% 348 1.7% 61% False False 1,857
20 21,917 19,320 2,597 12.9% 358 1.8% 32% False False 1,224
40 22,637 19,320 3,317 16.5% 322 1.6% 25% False False 829
60 23,020 19,320 3,700 18.4% 331 1.6% 23% False False 599
80 23,020 19,320 3,700 18.4% 304 1.5% 23% False False 465
100 23,020 19,320 3,700 18.4% 272 1.4% 23% False False 376
120 23,020 19,300 3,720 18.5% 254 1.3% 23% False False 316
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 62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,635
2.618 21,109
1.618 20,787
1.000 20,588
0.618 20,465
HIGH 20,266
0.618 20,143
0.500 20,105
0.382 20,067
LOW 19,944
0.618 19,745
1.000 19,622
1.618 19,423
2.618 19,101
4.250 18,576
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 20,137 20,033
PP 20,121 19,913
S1 20,105 19,793

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

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