Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 21,433 21,583 150 0.7% 20,270
High 21,485 21,800 315 1.5% 21,450
Low 21,433 21,583 150 0.7% 20,270
Close 21,293 21,800 507 2.4% 21,463
Range 52 217 165 317.3% 1,180
ATR 301 316 15 4.9% 0
Volume 4 20 16 400.0% 65
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 22,379 22,306 21,919
R3 22,162 22,089 21,860
R2 21,945 21,945 21,840
R1 21,872 21,872 21,820 21,909
PP 21,728 21,728 21,728 21,746
S1 21,655 21,655 21,780 21,692
S2 21,511 21,511 21,760
S3 21,294 21,438 21,740
S4 21,077 21,221 21,681
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,601 24,212 22,112
R3 23,421 23,032 21,788
R2 22,241 22,241 21,679
R1 21,852 21,852 21,571 22,047
PP 21,061 21,061 21,061 21,158
S1 20,672 20,672 21,355 20,867
S2 19,881 19,881 21,247
S3 18,701 19,492 21,139
S4 17,521 18,312 20,814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,800 21,219 581 2.7% 110 0.5% 100% True False 10
10 21,800 20,151 1,649 7.6% 138 0.6% 100% True False 12
20 21,800 20,151 1,649 7.6% 174 0.8% 100% True False 18
40 21,800 19,300 2,500 11.5% 159 0.7% 100% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,722
2.618 22,368
1.618 22,151
1.000 22,017
0.618 21,934
HIGH 21,800
0.618 21,717
0.500 21,692
0.382 21,666
LOW 21,583
0.618 21,449
1.000 21,366
1.618 21,232
2.618 21,015
4.250 20,661
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 21,764 21,713
PP 21,728 21,625
S1 21,692 21,538

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

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