Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 21,173 21,007 -166 -0.8% 20,657
High 21,183 21,219 36 0.2% 21,078
Low 21,000 20,970 -30 -0.1% 20,525
Close 21,060 21,180 120 0.6% 21,142
Range 183 249 66 36.1% 553
ATR 276 274 -2 -0.7% 0
Volume 127 55 -72 -56.7% 182
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 21,870 21,774 21,317
R3 21,621 21,525 21,248
R2 21,372 21,372 21,226
R1 21,276 21,276 21,203 21,324
PP 21,123 21,123 21,123 21,147
S1 21,027 21,027 21,157 21,075
S2 20,874 20,874 21,134
S3 20,625 20,778 21,112
S4 20,376 20,529 21,043
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,574 22,411 21,446
R3 22,021 21,858 21,294
R2 21,468 21,468 21,243
R1 21,305 21,305 21,193 21,387
PP 20,915 20,915 20,915 20,956
S1 20,752 20,752 21,091 20,834
S2 20,362 20,362 21,041
S3 19,809 20,199 20,990
S4 19,256 19,646 20,838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,355 20,636 719 3.4% 196 0.9% 76% False False 77
10 21,452 20,525 927 4.4% 213 1.0% 71% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22,277
2.618 21,871
1.618 21,622
1.000 21,468
0.618 21,373
HIGH 21,219
0.618 21,124
0.500 21,095
0.382 21,065
LOW 20,970
0.618 20,816
1.000 20,721
1.618 20,567
2.618 20,318
4.250 19,912
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 21,152 21,174
PP 21,123 21,168
S1 21,095 21,163

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

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