Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 21,120 20,428 -692 -3.3% 21,409
High 21,200 20,639 -561 -2.6% 21,560
Low 20,635 20,145 -490 -2.4% 20,145
Close 20,689 20,610 -79 -0.4% 20,610
Range 565 494 -71 -12.6% 1,415
ATR 359 372 13 3.7% 0
Volume 441 772 331 75.1% 2,038
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,947 21,772 20,882
R3 21,453 21,278 20,746
R2 20,959 20,959 20,701
R1 20,784 20,784 20,655 20,872
PP 20,465 20,465 20,465 20,508
S1 20,290 20,290 20,565 20,378
S2 19,971 19,971 20,519
S3 19,477 19,796 20,474
S4 18,983 19,302 20,338
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 25,017 24,228 21,388
R3 23,602 22,813 20,999
R2 22,187 22,187 20,869
R1 21,398 21,398 20,740 21,085
PP 20,772 20,772 20,772 20,615
S1 19,983 19,983 20,480 19,670
S2 19,357 19,357 20,351
S3 17,942 18,568 20,221
S4 16,527 17,153 19,832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,668 20,145 1,523 7.4% 390 1.9% 31% False True 456
10 22,637 20,145 2,492 12.1% 336 1.6% 19% False True 444
20 22,637 20,145 2,492 12.1% 312 1.5% 19% False True 480
40 22,637 20,145 2,492 12.1% 329 1.6% 19% False True 333
60 23,020 20,145 2,875 13.9% 311 1.5% 16% False True 251
80 23,020 20,145 2,875 13.9% 268 1.3% 16% False True 194
100 23,020 19,300 3,720 18.0% 252 1.2% 35% False False 159
120 23,020 19,300 3,720 18.0% 236 1.1% 35% False False 134
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 77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,739
2.618 21,932
1.618 21,438
1.000 21,133
0.618 20,944
HIGH 20,639
0.618 20,450
0.500 20,392
0.382 20,334
LOW 20,145
0.618 19,840
1.000 19,651
1.618 19,346
2.618 18,852
4.250 18,046
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 20,537 20,836
PP 20,465 20,760
S1 20,392 20,685

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

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