Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 21,950 21,840 -110 -0.5% 21,794
High 22,004 21,917 -87 -0.4% 22,485
Low 21,640 21,590 -50 -0.2% 21,650
Close 21,720 21,590 -130 -0.6% 22,235
Range 364 327 -37 -10.2% 835
ATR 353 351 -2 -0.5% 0
Volume 407 242 -165 -40.5% 3,114
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,680 22,462 21,770
R3 22,353 22,135 21,680
R2 22,026 22,026 21,650
R1 21,808 21,808 21,620 21,754
PP 21,699 21,699 21,699 21,672
S1 21,481 21,481 21,560 21,427
S2 21,372 21,372 21,530
S3 21,045 21,154 21,500
S4 20,718 20,827 21,410
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 21,590 1,047 4.8% 283 1.3% 0% False True 432
10 22,637 21,550 1,087 5.0% 294 1.4% 4% False False 538
20 22,637 20,704 1,933 9.0% 294 1.4% 46% False False 439
40 23,020 20,704 2,316 10.7% 321 1.5% 38% False False 291
60 23,020 20,704 2,316 10.7% 291 1.3% 38% False False 217
80 23,020 20,151 2,869 13.3% 253 1.2% 50% False False 167
100 23,020 19,300 3,720 17.2% 234 1.1% 62% False False 136
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 60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,307
2.618 22,773
1.618 22,446
1.000 22,244
0.618 22,119
HIGH 21,917
0.618 21,792
0.500 21,754
0.382 21,715
LOW 21,590
0.618 21,388
1.000 21,263
1.618 21,061
2.618 20,734
4.250 20,200
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 21,754 22,006
PP 21,699 21,867
S1 21,645 21,729

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

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