Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 21,794 22,015 221 1.0% 21,610
High 21,985 22,234 249 1.1% 21,850
Low 21,650 21,933 283 1.3% 21,288
Close 21,757 22,224 467 2.1% 21,850
Range 335 301 -34 -10.1% 562
ATR 351 360 9 2.6% 0
Volume 206 241 35 17.0% 2,617
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,033 22,930 22,390
R3 22,732 22,629 22,307
R2 22,431 22,431 22,279
R1 22,328 22,328 22,252 22,380
PP 22,130 22,130 22,130 22,156
S1 22,027 22,027 22,196 22,079
S2 21,829 21,829 22,169
S3 21,528 21,726 22,141
S4 21,227 21,425 22,058
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,349 23,161 22,159
R3 22,787 22,599 22,005
R2 22,225 22,225 21,953
R1 22,037 22,037 21,902 22,131
PP 21,663 21,663 21,663 21,710
S1 21,475 21,475 21,798 21,569
S2 21,101 21,101 21,747
S3 20,539 20,913 21,695
S4 19,977 20,351 21,541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,234 21,288 946 4.3% 284 1.3% 99% True False 423
10 22,234 20,704 1,530 6.9% 285 1.3% 99% True False 434
20 22,395 20,704 1,691 7.6% 317 1.4% 90% False False 287
40 23,020 20,704 2,316 10.4% 310 1.4% 66% False False 210
60 23,020 20,704 2,316 10.4% 267 1.2% 66% False False 155
80 23,020 20,151 2,869 12.9% 248 1.1% 72% False False 121
100 23,020 19,300 3,720 16.7% 225 1.0% 79% False False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,513
2.618 23,022
1.618 22,721
1.000 22,535
0.618 22,420
HIGH 22,234
0.618 22,119
0.500 22,084
0.382 22,048
LOW 21,933
0.618 21,747
1.000 21,632
1.618 21,446
2.618 21,145
4.250 20,654
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 22,177 22,113
PP 22,130 22,003
S1 22,084 21,892

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

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