Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 21,630 21,409 -221 -1.0% 22,525
High 21,668 21,560 -108 -0.5% 22,637
Low 21,488 21,264 -224 -1.0% 21,488
Close 21,490 21,550 60 0.3% 21,490
Range 180 296 116 64.4% 1,149
ATR 339 336 -3 -0.9% 0
Volume 242 335 93 38.4% 1,363
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,346 22,244 21,713
R3 22,050 21,948 21,631
R2 21,754 21,754 21,604
R1 21,652 21,652 21,577 21,703
PP 21,458 21,458 21,458 21,484
S1 21,356 21,356 21,523 21,407
S2 21,162 21,162 21,496
S3 20,866 21,060 21,469
S4 20,570 20,764 21,387
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 22,422 21,264 1,158 5.4% 288 1.3% 25% False True 287
10 22,637 21,264 1,373 6.4% 279 1.3% 21% False True 460
20 22,637 20,704 1,933 9.0% 277 1.3% 44% False False 446
40 22,700 20,704 1,996 9.3% 316 1.5% 42% False False 298
60 23,020 20,704 2,316 10.7% 296 1.4% 37% False False 226
80 23,020 20,151 2,869 13.3% 254 1.2% 49% False False 173
100 23,020 19,300 3,720 17.3% 238 1.1% 60% False False 142
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 57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,818
2.618 22,335
1.618 22,039
1.000 21,856
0.618 21,743
HIGH 21,560
0.618 21,447
0.500 21,412
0.382 21,377
LOW 21,264
0.618 21,081
1.000 20,968
1.618 20,785
2.618 20,489
4.250 20,006
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 21,504 21,591
PP 21,458 21,577
S1 21,412 21,564

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

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