Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 22,525 22,400 -125 -0.6% 21,794
High 22,637 22,422 -215 -0.9% 22,485
Low 22,371 22,151 -220 -1.0% 21,650
Close 22,437 22,159 -278 -1.2% 22,235
Range 266 271 5 1.9% 835
ATR 344 340 -4 -1.2% 0
Volume 263 209 -54 -20.5% 3,114
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 23,057 22,879 22,308
R3 22,786 22,608 22,234
R2 22,515 22,515 22,209
R1 22,337 22,337 22,184 22,291
PP 22,244 22,244 22,244 22,221
S1 22,066 22,066 22,134 22,020
S2 21,973 21,973 22,109
S3 21,702 21,795 22,084
S4 21,431 21,524 22,010
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,628 24,267 22,694
R3 23,793 23,432 22,465
R2 22,958 22,958 22,388
R1 22,597 22,597 22,312 22,778
PP 22,123 22,123 22,123 22,214
S1 21,762 21,762 22,158 21,943
S2 21,288 21,288 22,082
S3 20,453 20,927 22,005
S4 19,618 20,092 21,776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,637 22,128 509 2.3% 263 1.2% 6% False False 627
10 22,637 21,288 1,349 6.1% 274 1.2% 65% False False 525
20 22,637 20,704 1,933 8.7% 305 1.4% 75% False False 423
40 23,020 20,704 2,316 10.5% 311 1.4% 63% False False 277
60 23,020 20,704 2,316 10.5% 281 1.3% 63% False False 206
80 23,020 20,151 2,869 12.9% 250 1.1% 70% False False 159
100 23,020 19,300 3,720 16.8% 229 1.0% 77% False False 130
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 58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23,574
2.618 23,131
1.618 22,860
1.000 22,693
0.618 22,589
HIGH 22,422
0.618 22,318
0.500 22,287
0.382 22,255
LOW 22,151
0.618 21,984
1.000 21,880
1.618 21,713
2.618 21,442
4.250 20,999
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 22,287 22,394
PP 22,244 22,316
S1 22,202 22,237

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

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