Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 19,944 20,156 212 1.1% 19,600
High 20,266 20,357 91 0.4% 20,357
Low 19,944 20,128 184 0.9% 19,320
Close 20,153 20,275 122 0.6% 20,275
Range 322 229 -93 -28.9% 1,037
ATR 405 392 -13 -3.1% 0
Volume 2,305 1,222 -1,083 -47.0% 11,739
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 20,940 20,837 20,401
R3 20,711 20,608 20,338
R2 20,482 20,482 20,317
R1 20,379 20,379 20,296 20,431
PP 20,253 20,253 20,253 20,279
S1 20,150 20,150 20,254 20,202
S2 20,024 20,024 20,233
S3 19,795 19,921 20,212
S4 19,566 19,692 20,149
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 23,095 22,722 20,845
R3 22,058 21,685 20,560
R2 21,021 21,021 20,465
R1 20,648 20,648 20,370 20,835
PP 19,984 19,984 19,984 20,077
S1 19,611 19,611 20,180 19,798
S2 18,947 18,947 20,085
S3 17,910 18,574 19,990
S4 16,873 17,537 19,705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,357 19,320 1,037 5.1% 320 1.6% 92% True False 2,347
10 20,686 19,320 1,366 6.7% 328 1.6% 70% False False 1,867
20 21,668 19,320 2,348 11.6% 353 1.7% 41% False False 1,273
40 22,637 19,320 3,317 16.4% 324 1.6% 29% False False 856
60 23,020 19,320 3,700 18.2% 332 1.6% 26% False False 618
80 23,020 19,320 3,700 18.2% 307 1.5% 26% False False 481
100 23,020 19,320 3,700 18.2% 273 1.3% 26% False False 388
120 23,020 19,300 3,720 18.3% 254 1.3% 26% False False 326
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 61
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,330
2.618 20,957
1.618 20,728
1.000 20,586
0.618 20,499
HIGH 20,357
0.618 20,270
0.500 20,243
0.382 20,215
LOW 20,128
0.618 19,986
1.000 19,899
1.618 19,757
2.618 19,528
4.250 19,155
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 20,264 20,175
PP 20,253 20,074
S1 20,243 19,974

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

View Archives - Comment on this page... - Back to Index of Symbols