Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 20,750 20,951 201 1.0% 20,439
High 20,750 21,343 593 2.9% 21,150
Low 20,750 20,851 101 0.5% 20,420
Close 20,762 21,335 573 2.8% 21,025
Range 0 492 492 730
ATR 312 332 19 6.1% 0
Volume 1 41 40 4,000.0% 132
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 22,652 22,486 21,606
R3 22,160 21,994 21,470
R2 21,668 21,668 21,425
R1 21,502 21,502 21,380 21,585
PP 21,176 21,176 21,176 21,218
S1 21,010 21,010 21,290 21,093
S2 20,684 20,684 21,245
S3 20,192 20,518 21,200
S4 19,700 20,026 21,064
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 23,055 22,770 21,427
R3 22,325 22,040 21,226
R2 21,595 21,595 21,159
R1 21,310 21,310 21,092 21,453
PP 20,865 20,865 20,865 20,936
S1 20,580 20,580 20,958 20,723
S2 20,135 20,135 20,891
S3 19,405 19,850 20,824
S4 18,675 19,120 20,624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,343 20,707 636 3.0% 232 1.1% 99% True False 19
10 21,343 19,455 1,888 8.8% 244 1.1% 100% True False 20
20 21,343 19,300 2,043 9.6% 146 0.7% 100% True 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 20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 23,434
2.618 22,631
1.618 22,139
1.000 21,835
0.618 21,647
HIGH 21,343
0.618 21,155
0.500 21,097
0.382 21,039
LOW 20,851
0.618 20,547
1.000 20,359
1.618 20,055
2.618 19,563
4.250 18,760
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 21,256 21,232
PP 21,176 21,128
S1 21,097 21,025

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

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