Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 20,443 20,250 -193 -0.9% 20,598
High 20,443 20,700 257 1.3% 20,687
Low 20,250 20,040 -210 -1.0% 19,773
Close 20,352 20,600 248 1.2% 19,852
Range 193 660 467 242.0% 914
ATR 407 425 18 4.4% 0
Volume 14,330 48,193 33,863 236.3% 8,420
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,427 22,173 20,963
R3 21,767 21,513 20,782
R2 21,107 21,107 20,721
R1 20,853 20,853 20,661 20,980
PP 20,447 20,447 20,447 20,510
S1 20,193 20,193 20,540 20,320
S2 19,787 19,787 20,479
S3 19,127 19,533 20,419
S4 18,467 18,873 20,237
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,846 22,263 20,355
R3 21,932 21,349 20,103
R2 21,018 21,018 20,020
R1 20,435 20,435 19,936 20,270
PP 20,104 20,104 20,104 20,021
S1 19,521 19,521 19,768 19,356
S2 19,190 19,190 19,684
S3 18,276 18,607 19,601
S4 17,362 17,693 19,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,700 19,773 927 4.5% 379 1.8% 89% True False 14,188
10 20,700 19,320 1,380 6.7% 349 1.7% 93% True False 8,268
20 20,700 19,320 1,380 6.7% 350 1.7% 93% True False 4,706
40 22,637 19,320 3,317 16.1% 331 1.6% 39% False False 2,593
60 22,637 19,320 3,317 16.1% 336 1.6% 39% False False 1,791
80 23,020 19,320 3,700 18.0% 321 1.6% 35% False False 1,365
100 23,020 19,320 3,700 18.0% 284 1.4% 35% False False 1,096
120 23,020 19,300 3,720 18.1% 269 1.3% 35% False False 917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 23,505
2.618 22,428
1.618 21,768
1.000 21,360
0.618 21,108
HIGH 20,700
0.618 20,448
0.500 20,370
0.382 20,292
LOW 20,040
0.618 19,632
1.000 19,380
1.618 18,972
2.618 18,312
4.250 17,235
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 20,523 20,479
PP 20,447 20,358
S1 20,370 20,237

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

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