Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 21,416 21,510 94 0.4% 20,707
High 21,616 21,610 -6 0.0% 21,800
Low 21,373 21,468 95 0.4% 20,707
Close 21,369 21,589 220 1.0% 21,515
Range 243 142 -101 -41.6% 1,093
ATR 322 316 -6 -1.8% 0
Volume 91 14 -77 -84.6% 77
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 21,982 21,927 21,667
R3 21,840 21,785 21,628
R2 21,698 21,698 21,615
R1 21,643 21,643 21,602 21,671
PP 21,556 21,556 21,556 21,569
S1 21,501 21,501 21,576 21,529
S2 21,414 21,414 21,563
S3 21,272 21,359 21,550
S4 21,130 21,217 21,511
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 20,851 949 4.4% 265 1.2% 78% False False 34
10 21,800 20,700 1,100 5.1% 221 1.0% 81% False False 24
20 21,800 19,300 2,500 11.6% 174 0.8% 92% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,214
2.618 21,982
1.618 21,840
1.000 21,752
0.618 21,698
HIGH 21,610
0.618 21,556
0.500 21,539
0.382 21,522
LOW 21,468
0.618 21,380
1.000 21,326
1.618 21,238
2.618 21,096
4.250 20,865
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 21,572 21,560
PP 21,556 21,531
S1 21,539 21,502

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

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