Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 21,840 21,630 -210 -1.0% 22,525
High 21,917 21,668 -249 -1.1% 22,637
Low 21,590 21,488 -102 -0.5% 21,488
Close 21,590 21,490 -100 -0.5% 21,490
Range 327 180 -147 -45.0% 1,149
ATR 351 339 -12 -3.5% 0
Volume 242 242 0 0.0% 1,363
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,089 21,969 21,589
R3 21,909 21,789 21,540
R2 21,729 21,729 21,523
R1 21,609 21,609 21,507 21,579
PP 21,549 21,549 21,549 21,534
S1 21,429 21,429 21,474 21,399
S2 21,369 21,369 21,457
S3 21,189 21,249 21,441
S4 21,009 21,069 21,391
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 25,319 24,553 22,122
R3 24,170 23,404 21,806
R2 23,021 23,021 21,701
R1 22,255 22,255 21,595 22,064
PP 21,872 21,872 21,872 21,776
S1 21,106 21,106 21,385 20,915
S2 20,723 20,723 21,279
S3 19,574 19,957 21,174
S4 18,425 18,808 20,858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,637 21,488 1,149 5.3% 282 1.3% 0% False True 272
10 22,637 21,488 1,149 5.3% 282 1.3% 0% False True 447
20 22,637 20,704 1,933 9.0% 284 1.3% 41% False False 440
40 22,760 20,704 2,056 9.6% 315 1.5% 38% False False 292
60 23,020 20,704 2,316 10.8% 293 1.4% 34% False False 220
80 23,020 20,151 2,869 13.4% 252 1.2% 47% False False 169
100 23,020 19,300 3,720 17.3% 235 1.1% 59% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 56
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 22,433
2.618 22,139
1.618 21,959
1.000 21,848
0.618 21,779
HIGH 21,668
0.618 21,599
0.500 21,578
0.382 21,557
LOW 21,488
0.618 21,377
1.000 21,308
1.618 21,197
2.618 21,017
4.250 20,723
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 21,578 21,746
PP 21,549 21,661
S1 21,519 21,575

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

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