Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 19,770 19,051 -719 -3.6% 19,555
High 19,823 19,355 -468 -2.4% 19,894
Low 19,639 19,045 -594 -3.0% 19,345
Close 19,814 19,335 -479 -2.4% 19,814
Range 184 310 126 68.5% 549
ATR 388 415 27 7.0% 0
Volume 56,299 66,605 10,306 18.3% 302,787
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,175 20,065 19,506
R3 19,865 19,755 19,420
R2 19,555 19,555 19,392
R1 19,445 19,445 19,363 19,500
PP 19,245 19,245 19,245 19,273
S1 19,135 19,135 19,307 19,190
S2 18,935 18,935 19,278
S3 18,625 18,825 19,250
S4 18,315 18,515 19,165
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,331 21,122 20,116
R3 20,782 20,573 19,965
R2 20,233 20,233 19,915
R1 20,024 20,024 19,864 20,129
PP 19,684 19,684 19,684 19,737
S1 19,475 19,475 19,764 19,580
S2 19,135 19,135 19,713
S3 18,586 18,926 19,663
S4 18,037 18,377 19,512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,894 19,045 849 4.4% 271 1.4% 34% False True 73,878
10 19,894 18,899 995 5.1% 316 1.6% 44% False False 58,868
20 20,347 18,899 1,448 7.5% 346 1.8% 30% False False 30,663
40 22,500 18,899 3,601 18.6% 306 1.6% 12% False False 15,675
60 22,500 18,899 3,601 18.6% 283 1.5% 12% False False 10,618
80 22,500 18,899 3,601 18.6% 279 1.4% 12% False False 8,034
100 22,500 18,899 3,601 18.6% 287 1.5% 12% False False 6,454
120 22,500 18,899 3,601 18.6% 278 1.4% 12% False False 5,385
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 58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,673
2.618 20,167
1.618 19,857
1.000 19,665
0.618 19,547
HIGH 19,355
0.618 19,237
0.500 19,200
0.382 19,163
LOW 19,045
0.618 18,853
1.000 18,735
1.618 18,543
2.618 18,233
4.250 17,728
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 19,290 19,470
PP 19,245 19,425
S1 19,200 19,380

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

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