Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 20,288 20,398 110 0.5% 20,336
High 20,433 20,686 253 1.2% 20,530
Low 20,086 20,224 138 0.7% 19,815
Close 20,121 20,540 419 2.1% 20,128
Range 347 462 115 33.1% 715
ATR 388 400 13 3.3% 0
Volume 833 1,332 499 59.9% 4,510
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,869 21,667 20,794
R3 21,407 21,205 20,667
R2 20,945 20,945 20,625
R1 20,743 20,743 20,582 20,844
PP 20,483 20,483 20,483 20,534
S1 20,281 20,281 20,498 20,382
S2 20,021 20,021 20,455
S3 19,559 19,819 20,413
S4 19,097 19,357 20,286
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,303 21,930 20,521
R3 21,588 21,215 20,325
R2 20,873 20,873 20,259
R1 20,500 20,500 20,194 20,329
PP 20,158 20,158 20,158 20,072
S1 19,785 19,785 20,062 19,614
S2 19,443 19,443 19,997
S3 18,728 19,070 19,931
S4 18,013 18,355 19,735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,686 19,740 946 4.6% 382 1.9% 85% True False 1,114
10 21,200 19,740 1,460 7.1% 409 2.0% 55% False False 941
20 22,637 19,740 2,897 14.1% 350 1.7% 28% False False 713
40 22,637 19,740 2,897 14.1% 333 1.6% 28% False False 500
60 23,020 19,740 3,280 16.0% 323 1.6% 24% False False 378
80 23,020 19,740 3,280 16.0% 288 1.4% 24% False False 295
100 23,020 19,740 3,280 16.0% 268 1.3% 24% False False 239
120 23,020 19,300 3,720 18.1% 246 1.2% 33% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 100
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 22,650
2.618 21,896
1.618 21,434
1.000 21,148
0.618 20,972
HIGH 20,686
0.618 20,510
0.500 20,455
0.382 20,400
LOW 20,224
0.618 19,938
1.000 19,762
1.618 19,476
2.618 19,014
4.250 18,261
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 20,512 20,431
PP 20,483 20,322
S1 20,455 20,213

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

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