Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 21,136 21,180 44 0.2% 22,189
High 21,258 21,180 -78 -0.4% 22,300
Low 20,950 20,770 -180 -0.9% 21,170
Close 21,232 20,794 -438 -2.1% 21,171
Range 308 410 102 33.1% 1,130
ATR 298 310 12 3.9% 0
Volume 75 168 93 124.0% 557
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,145 21,879 21,020
R3 21,735 21,469 20,907
R2 21,325 21,325 20,869
R1 21,059 21,059 20,832 20,987
PP 20,915 20,915 20,915 20,879
S1 20,649 20,649 20,756 20,577
S2 20,505 20,505 20,719
S3 20,095 20,239 20,681
S4 19,685 19,829 20,569
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,937 24,184 21,793
R3 23,807 23,054 21,482
R2 22,677 22,677 21,378
R1 21,924 21,924 21,275 21,736
PP 21,547 21,547 21,547 21,453
S1 20,794 20,794 21,067 20,606
S2 20,417 20,417 20,964
S3 19,287 19,664 20,860
S4 18,157 18,534 20,550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,552 20,770 782 3.8% 291 1.4% 3% False True 106
10 22,300 20,770 1,530 7.4% 277 1.3% 2% False True 105
20 22,300 20,636 1,664 8.0% 241 1.2% 9% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 22,923
2.618 22,253
1.618 21,843
1.000 21,590
0.618 21,433
HIGH 21,180
0.618 21,023
0.500 20,975
0.382 20,927
LOW 20,770
0.618 20,517
1.000 20,360
1.618 20,107
2.618 19,697
4.250 19,028
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 20,975 21,014
PP 20,915 20,941
S1 20,854 20,867

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

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