Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 20,755 20,970 215 1.0% 21,250
High 20,950 21,078 128 0.6% 21,862
Low 20,636 20,970 334 1.6% 20,701
Close 20,881 21,142 261 1.2% 20,756
Range 314 108 -206 -65.6% 1,161
ATR 0 289 289 0
Volume 45 19 -26 -57.8% 119
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 21,387 21,373 21,201
R3 21,279 21,265 21,172
R2 21,171 21,171 21,162
R1 21,157 21,157 21,152 21,164
PP 21,063 21,063 21,063 21,067
S1 21,049 21,049 21,132 21,056
S2 20,955 20,955 21,122
S3 20,847 20,941 21,112
S4 20,739 20,833 21,083
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 24,589 23,834 21,395
R3 23,428 22,673 21,075
R2 22,267 22,267 20,969
R1 21,512 21,512 20,862 21,309
PP 21,106 21,106 21,106 21,005
S1 20,351 20,351 20,650 20,148
S2 19,945 19,945 20,543
S3 18,784 19,190 20,437
S4 17,623 18,029 20,117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,078 20,525 553 2.6% 189 0.9% 112% True False 42
10 21,862 20,525 1,337 6.3% 264 1.2% 46% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 21,537
2.618 21,361
1.618 21,253
1.000 21,186
0.618 21,145
HIGH 21,078
0.618 21,037
0.500 21,024
0.382 21,011
LOW 20,970
0.618 20,903
1.000 20,862
1.618 20,795
2.618 20,687
4.250 20,511
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 21,103 21,047
PP 21,063 20,952
S1 21,024 20,857

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

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