Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 20,400 19,732 -668 -3.3% 19,847
High 20,441 19,732 -709 -3.5% 20,686
Low 20,219 19,478 -741 -3.7% 19,478
Close 20,273 19,481 -792 -3.9% 19,481
Range 222 254 32 14.4% 1,208
ATR 395 423 29 7.2% 0
Volume 1,252 1,987 735 58.7% 6,935
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 20,326 20,157 19,621
R3 20,072 19,903 19,551
R2 19,818 19,818 19,528
R1 19,649 19,649 19,504 19,607
PP 19,564 19,564 19,564 19,542
S1 19,395 19,395 19,458 19,353
S2 19,310 19,310 19,434
S3 19,056 19,141 19,411
S4 18,802 18,887 19,341
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 23,506 22,701 20,145
R3 22,298 21,493 19,813
R2 21,090 21,090 19,702
R1 20,285 20,285 19,592 20,084
PP 19,882 19,882 19,882 19,781
S1 19,077 19,077 19,370 18,876
S2 18,674 18,674 19,260
S3 17,466 17,869 19,149
S4 16,258 16,661 18,817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,686 19,478 1,208 6.2% 336 1.7% 0% False True 1,387
10 20,686 19,478 1,208 6.2% 351 1.8% 0% False True 1,144
20 22,637 19,478 3,159 16.2% 344 1.8% 0% False True 794
40 22,637 19,478 3,159 16.2% 333 1.7% 0% False True 578
60 23,020 19,478 3,542 18.2% 322 1.7% 0% False True 426
80 23,020 19,478 3,542 18.2% 293 1.5% 0% False True 335
100 23,020 19,478 3,542 18.2% 268 1.4% 0% False True 271
120 23,020 19,300 3,720 19.1% 249 1.3% 5% False False 229
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 75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,812
2.618 20,397
1.618 20,143
1.000 19,986
0.618 19,889
HIGH 19,732
0.618 19,635
0.500 19,605
0.382 19,575
LOW 19,478
0.618 19,321
1.000 19,224
1.618 19,067
2.618 18,813
4.250 18,399
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 19,605 20,082
PP 19,564 19,882
S1 19,522 19,681

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

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