Hang Seng Index Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 20,270 20,535 265 1.3% 20,598
High 20,547 20,609 62 0.3% 20,687
Low 20,258 20,171 -87 -0.4% 19,773
Close 20,459 20,339 -120 -0.6% 19,852
Range 289 438 149 51.6% 914
ATR 419 420 1 0.3% 0
Volume 57,288 97,202 39,914 69.7% 8,420
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,687 21,451 20,580
R3 21,249 21,013 20,459
R2 20,811 20,811 20,419
R1 20,575 20,575 20,379 20,474
PP 20,373 20,373 20,373 20,323
S1 20,137 20,137 20,299 20,036
S2 19,935 19,935 20,259
S3 19,497 19,699 20,219
S4 19,059 19,261 20,098
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 4.6% 418 2.1% 61% False False 44,390
10 20,700 19,591 1,109 5.5% 350 1.7% 67% False False 23,112
20 20,700 19,320 1,380 6.8% 351 1.7% 74% False False 12,353
40 22,637 19,320 3,317 16.3% 335 1.6% 31% False False 6,443
60 22,637 19,320 3,317 16.3% 335 1.6% 31% False False 4,361
80 23,020 19,320 3,700 18.2% 323 1.6% 28% False False 3,295
100 23,020 19,320 3,700 18.2% 287 1.4% 28% False False 2,641
120 23,020 19,300 3,720 18.3% 274 1.3% 28% False False 2,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,471
2.618 21,756
1.618 21,318
1.000 21,047
0.618 20,880
HIGH 20,609
0.618 20,442
0.500 20,390
0.382 20,338
LOW 20,171
0.618 19,900
1.000 19,733
1.618 19,462
2.618 19,024
4.250 18,310
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 20,390 20,370
PP 20,373 20,360
S1 20,356 20,349

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

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