Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 21,614 21,416 -198 -0.9% 20,707
High 21,630 21,616 -14 -0.1% 21,800
Low 21,470 21,373 -97 -0.5% 20,707
Close 21,515 21,369 -146 -0.7% 21,515
Range 160 243 83 51.9% 1,093
ATR 328 322 -6 -1.9% 0
Volume 9 91 82 911.1% 77
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 22,182 22,018 21,503
R3 21,939 21,775 21,436
R2 21,696 21,696 21,414
R1 21,532 21,532 21,391 21,493
PP 21,453 21,453 21,453 21,433
S1 21,289 21,289 21,347 21,250
S2 21,210 21,210 21,324
S3 20,967 21,046 21,302
S4 20,724 20,803 21,235
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 24,620 24,160 22,116
R3 23,527 23,067 21,816
R2 22,434 22,434 21,715
R1 21,974 21,974 21,615 22,204
PP 21,341 21,341 21,341 21,456
S1 20,881 20,881 21,415 21,111
S2 20,248 20,248 21,315
S3 19,155 19,788 21,214
S4 18,062 18,695 20,914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,800 20,750 1,050 4.9% 236 1.1% 59% False False 31
10 21,800 20,600 1,200 5.6% 241 1.1% 64% False False 28
20 21,800 19,300 2,500 11.7% 167 0.8% 83% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,649
2.618 22,252
1.618 22,009
1.000 21,859
0.618 21,766
HIGH 21,616
0.618 21,523
0.500 21,495
0.382 21,466
LOW 21,373
0.618 21,223
1.000 21,130
1.618 20,980
2.618 20,737
4.250 20,340
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 21,495 21,587
PP 21,453 21,514
S1 21,411 21,442

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

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