Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 20,465 20,285 -180 -0.9% 20,598
High 20,520 20,285 -235 -1.1% 20,687
Low 20,289 19,773 -516 -2.5% 19,773
Close 20,289 19,852 -437 -2.2% 19,852
Range 231 512 281 121.6% 914
ATR 383 393 9 2.5% 0
Volume 1,907 4,941 3,034 159.1% 8,420
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,506 21,191 20,134
R3 20,994 20,679 19,993
R2 20,482 20,482 19,946
R1 20,167 20,167 19,899 20,069
PP 19,970 19,970 19,970 19,921
S1 19,655 19,655 19,805 19,557
S2 19,458 19,458 19,758
S3 18,946 19,143 19,711
S4 18,434 18,631 19,570
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,846 22,263 20,355
R3 21,932 21,349 20,103
R2 21,018 21,018 20,020
R1 20,435 20,435 19,936 20,270
PP 20,104 20,104 20,104 20,021
S1 19,521 19,521 19,768 19,356
S2 19,190 19,190 19,684
S3 18,276 18,607 19,601
S4 17,362 17,693 19,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,687 19,773 914 4.6% 318 1.6% 9% False True 2,389
10 20,687 19,320 1,367 6.9% 312 1.6% 39% False False 2,339
20 21,200 19,320 1,880 9.5% 360 1.8% 28% False False 1,640
40 22,637 19,320 3,317 16.7% 324 1.6% 16% False False 1,050
60 22,700 19,320 3,380 17.0% 334 1.7% 16% False False 752
80 23,020 19,320 3,700 18.6% 314 1.6% 14% False False 584
100 23,020 19,320 3,700 18.6% 278 1.4% 14% False False 471
120 23,020 19,300 3,720 18.7% 262 1.3% 15% False False 396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 22,461
2.618 21,625
1.618 21,113
1.000 20,797
0.618 20,601
HIGH 20,285
0.618 20,089
0.500 20,029
0.382 19,969
LOW 19,773
0.618 19,457
1.000 19,261
1.618 18,945
2.618 18,433
4.250 17,597
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 20,029 20,230
PP 19,970 20,104
S1 19,911 19,978

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

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