Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 19,484 19,618 134 0.7% 20,270
High 19,498 19,671 173 0.9% 20,335
Low 19,484 19,555 71 0.4% 19,800
Close 19,491 19,555 64 0.3% 19,900
Range 14 116 102 728.6% 535
ATR 336 325 -11 -3.3% 0
Volume 8 9 1 12.5% 61
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 19,942 19,864 19,619
R3 19,826 19,748 19,587
R2 19,710 19,710 19,576
R1 19,632 19,632 19,566 19,613
PP 19,594 19,594 19,594 19,584
S1 19,516 19,516 19,544 19,497
S2 19,478 19,478 19,534
S3 19,362 19,400 19,523
S4 19,246 19,284 19,491
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 21,617 21,293 20,194
R3 21,082 20,758 20,047
R2 20,547 20,547 19,998
R1 20,223 20,223 19,949 20,118
PP 20,012 20,012 20,012 19,959
S1 19,688 19,688 19,851 19,583
S2 19,477 19,477 19,802
S3 18,942 19,153 19,753
S4 18,407 18,618 19,606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,283 19,484 799 4.1% 37 0.2% 9% False False 11
10 20,335 19,484 851 4.4% 88 0.5% 8% False False 11
20 20,808 19,484 1,324 6.8% 160 0.8% 5% False False 14
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 17
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 20,164
2.618 19,975
1.618 19,859
1.000 19,787
0.618 19,743
HIGH 19,671
0.618 19,627
0.500 19,613
0.382 19,599
LOW 19,555
0.618 19,483
1.000 19,439
1.618 19,367
2.618 19,251
4.250 19,062
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 19,613 19,665
PP 19,594 19,628
S1 19,574 19,592

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

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