Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 22,000 21,190 -810 -3.7% 22,123
High 22,000 21,196 -804 -3.7% 22,500
Low 21,578 21,060 -518 -2.4% 21,919
Close 21,578 21,195 -383 -1.8% 22,491
Range 422 136 -286 -67.8% 581
ATR 323 337 14 4.3% 0
Volume 34 26 -8 -23.5% 164
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 21,558 21,513 21,270
R3 21,422 21,377 21,232
R2 21,286 21,286 21,220
R1 21,241 21,241 21,207 21,264
PP 21,150 21,150 21,150 21,162
S1 21,105 21,105 21,183 21,128
S2 21,014 21,014 21,170
S3 20,878 20,969 21,158
S4 20,742 20,833 21,120
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 24,046 23,850 22,811
R3 23,465 23,269 22,651
R2 22,884 22,884 22,598
R1 22,688 22,688 22,544 22,786
PP 22,303 22,303 22,303 22,353
S1 22,107 22,107 22,438 22,205
S2 21,722 21,722 22,384
S3 21,141 21,526 22,331
S4 20,560 20,945 22,171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,500 21,060 1,440 6.8% 224 1.1% 9% False True 50
10 22,500 21,060 1,440 6.8% 155 0.7% 9% False True 34
20 22,500 20,151 2,349 11.1% 146 0.7% 44% False False 23
40 22,500 19,300 3,200 15.1% 175 0.8% 59% False False 22
60 22,500 19,300 3,200 15.1% 170 0.8% 59% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,774
2.618 21,552
1.618 21,416
1.000 21,332
0.618 21,280
HIGH 21,196
0.618 21,144
0.500 21,128
0.382 21,112
LOW 21,060
0.618 20,976
1.000 20,924
1.618 20,840
2.618 20,704
4.250 20,482
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 21,173 21,608
PP 21,150 21,470
S1 21,128 21,333

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

View Archives - Comment on this page... - Back to Index of Symbols