Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 19,051 19,499 448 2.4% 19,555
High 19,355 19,512 157 0.8% 19,894
Low 19,045 19,308 263 1.4% 19,345
Close 19,335 19,498 163 0.8% 19,814
Range 310 204 -106 -34.2% 549
ATR 415 400 -15 -3.6% 0
Volume 66,605 65,211 -1,394 -2.1% 302,787
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,051 19,979 19,610
R3 19,847 19,775 19,554
R2 19,643 19,643 19,535
R1 19,571 19,571 19,517 19,505
PP 19,439 19,439 19,439 19,407
S1 19,367 19,367 19,479 19,301
S2 19,235 19,235 19,461
S3 19,031 19,163 19,442
S4 18,827 18,959 19,386
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% 244 1.2% 53% False False 69,398
10 19,894 18,899 995 5.1% 300 1.5% 60% False False 64,707
20 20,347 18,899 1,448 7.4% 334 1.7% 41% False False 33,799
40 22,500 18,899 3,601 18.5% 304 1.6% 17% False False 17,296
60 22,500 18,899 3,601 18.5% 283 1.5% 17% False False 11,694
80 22,500 18,899 3,601 18.5% 279 1.4% 17% False False 8,845
100 22,500 18,899 3,601 18.5% 286 1.5% 17% False False 7,105
120 22,500 18,899 3,601 18.5% 279 1.4% 17% False False 5,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,379
2.618 20,046
1.618 19,842
1.000 19,716
0.618 19,638
HIGH 19,512
0.618 19,434
0.500 19,410
0.382 19,386
LOW 19,308
0.618 19,182
1.000 19,104
1.618 18,978
2.618 18,774
4.250 18,441
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 19,469 19,477
PP 19,439 19,455
S1 19,410 19,434

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

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