Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 21,929 22,189 260 1.2% 21,466
High 22,090 22,300 210 1.0% 22,155
Low 21,897 22,081 184 0.8% 21,357
Close 21,943 22,138 195 0.9% 21,943
Range 193 219 26 13.5% 798
ATR 286 291 5 1.8% 0
Volume 60 31 -29 -48.3% 321
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,830 22,703 22,258
R3 22,611 22,484 22,198
R2 22,392 22,392 22,178
R1 22,265 22,265 22,158 22,219
PP 22,173 22,173 22,173 22,150
S1 22,046 22,046 22,118 22,000
S2 21,954 21,954 22,098
S3 21,735 21,827 22,078
S4 21,516 21,608 22,018
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,212 23,876 22,382
R3 23,414 23,078 22,162
R2 22,616 22,616 22,089
R1 22,280 22,280 22,016 22,448
PP 21,818 21,818 21,818 21,903
S1 21,482 21,482 21,870 21,650
S2 21,020 21,020 21,797
S3 20,222 20,684 21,724
S4 19,424 19,886 21,504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,300 21,800 500 2.3% 220 1.0% 68% True False 62
10 22,300 20,970 1,330 6.0% 217 1.0% 88% True False 74
20 22,300 20,525 1,775 8.0% 241 1.1% 91% True False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23,231
2.618 22,873
1.618 22,654
1.000 22,519
0.618 22,435
HIGH 22,300
0.618 22,216
0.500 22,191
0.382 22,165
LOW 22,081
0.618 21,946
1.000 21,862
1.618 21,727
2.618 21,508
4.250 21,150
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 22,191 22,114
PP 22,173 22,089
S1 22,156 22,065

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

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