Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 21,899 21,750 -149 -0.7% 22,350
High 21,899 22,110 211 1.0% 22,395
Low 21,580 21,750 170 0.8% 21,580
Close 21,620 21,809 189 0.9% 21,809
Range 319 360 41 12.9% 815
ATR 377 385 8 2.1% 0
Volume 158 61 -97 -61.4% 423
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,970 22,749 22,007
R3 22,610 22,389 21,908
R2 22,250 22,250 21,875
R1 22,029 22,029 21,842 22,140
PP 21,890 21,890 21,890 21,945
S1 21,669 21,669 21,776 21,780
S2 21,530 21,530 21,743
S3 21,170 21,309 21,710
S4 20,810 20,949 21,611
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,373 23,906 22,257
R3 23,558 23,091 22,033
R2 22,743 22,743 21,958
R1 22,276 22,276 21,884 22,102
PP 21,928 21,928 21,928 21,841
S1 21,461 21,461 21,734 21,287
S2 21,113 21,113 21,660
S3 20,298 20,646 21,585
S4 19,483 19,831 21,361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,395 21,580 815 3.7% 309 1.4% 28% False False 84
10 22,561 21,580 981 4.5% 293 1.3% 23% False False 139
20 23,020 20,933 2,087 9.6% 316 1.5% 42% False False 130
40 23,020 20,933 2,087 9.6% 269 1.2% 42% False False 98
60 23,020 20,151 2,869 13.2% 231 1.1% 58% False False 71
80 23,020 19,300 3,720 17.1% 210 1.0% 67% False False 57
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 52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,640
2.618 23,052
1.618 22,692
1.000 22,470
0.618 22,332
HIGH 22,110
0.618 21,972
0.500 21,930
0.382 21,888
LOW 21,750
0.618 21,528
1.000 21,390
1.618 21,168
2.618 20,808
4.250 20,220
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 21,930 21,845
PP 21,890 21,833
S1 21,849 21,821

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

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