Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 20,452 20,070 -382 -1.9% 21,409
High 20,452 20,262 -190 -0.9% 21,560
Low 19,960 19,847 -113 -0.6% 20,145
Close 20,037 19,917 -120 -0.6% 20,610
Range 492 415 -77 -15.7% 1,415
ATR 381 383 2 0.6% 0
Volume 968 1,089 121 12.5% 2,038
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,254 21,000 20,145
R3 20,839 20,585 20,031
R2 20,424 20,424 19,993
R1 20,170 20,170 19,955 20,090
PP 20,009 20,009 20,009 19,968
S1 19,755 19,755 19,879 19,675
S2 19,594 19,594 19,841
S3 19,179 19,340 19,803
S4 18,764 18,925 19,689
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 21,200 19,847 1,353 6.8% 436 2.2% 5% False True 769
10 22,004 19,847 2,157 10.8% 377 1.9% 3% False True 556
20 22,637 19,847 2,790 14.0% 325 1.6% 3% False True 540
40 22,637 19,847 2,790 14.0% 320 1.6% 3% False True 385
60 23,020 19,847 3,173 15.9% 316 1.6% 2% False True 291
80 23,020 19,847 3,173 15.9% 276 1.4% 2% False True 226
100 23,020 19,455 3,565 17.9% 262 1.3% 13% False False 185
120 23,020 19,300 3,720 18.7% 242 1.2% 17% False False 156
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 82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,026
2.618 21,348
1.618 20,933
1.000 20,677
0.618 20,518
HIGH 20,262
0.618 20,103
0.500 20,055
0.382 20,006
LOW 19,847
0.618 19,591
1.000 19,432
1.618 19,176
2.618 18,761
4.250 18,083
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 20,055 20,189
PP 20,009 20,098
S1 19,963 20,008

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

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