Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 20,598 20,465 -133 -0.6% 19,600
High 20,687 20,520 -167 -0.8% 20,357
Low 20,389 20,289 -100 -0.5% 19,320
Close 20,535 20,289 -246 -1.2% 20,275
Range 298 231 -67 -22.5% 1,037
ATR 394 383 -11 -2.7% 0
Volume 1,572 1,907 335 21.3% 11,739
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,059 20,905 20,416
R3 20,828 20,674 20,353
R2 20,597 20,597 20,331
R1 20,443 20,443 20,310 20,405
PP 20,366 20,366 20,366 20,347
S1 20,212 20,212 20,268 20,174
S2 20,135 20,135 20,247
S3 19,904 19,981 20,225
S4 19,673 19,750 20,162
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 20,687 19,591 1,096 5.4% 281 1.4% 64% False False 1,834
10 20,687 19,320 1,367 6.7% 307 1.5% 71% False False 1,978
20 21,526 19,320 2,206 10.9% 356 1.8% 44% False False 1,418
40 22,637 19,320 3,317 16.3% 316 1.6% 29% False False 932
60 22,700 19,320 3,380 16.7% 329 1.6% 29% False False 671
80 23,020 19,320 3,700 18.2% 311 1.5% 26% False False 524
100 23,020 19,320 3,700 18.2% 274 1.4% 26% False False 422
120 23,020 19,300 3,720 18.3% 258 1.3% 27% False False 355
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,502
2.618 21,125
1.618 20,894
1.000 20,751
0.618 20,663
HIGH 20,520
0.618 20,432
0.500 20,405
0.382 20,377
LOW 20,289
0.618 20,146
1.000 20,058
1.618 19,915
2.618 19,684
4.250 19,307
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 20,405 20,408
PP 20,366 20,368
S1 20,328 20,329

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

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