Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 19,500 19,490 -10 -0.1% 19,555
High 19,815 19,724 -91 -0.5% 19,894
Low 19,357 19,463 106 0.5% 19,345
Close 19,544 19,687 143 0.7% 19,814
Range 458 261 -197 -43.0% 549
ATR 404 394 -10 -2.5% 0
Volume 71,732 58,573 -13,159 -18.3% 302,787
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,408 20,308 19,831
R3 20,147 20,047 19,759
R2 19,886 19,886 19,735
R1 19,786 19,786 19,711 19,836
PP 19,625 19,625 19,625 19,650
S1 19,525 19,525 19,663 19,575
S2 19,364 19,364 19,639
S3 19,103 19,264 19,615
S4 18,842 19,003 19,543
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 19,823 19,045 778 4.0% 283 1.4% 83% False False 63,684
10 19,894 18,928 966 4.9% 310 1.6% 79% False False 70,736
20 20,347 18,899 1,448 7.4% 323 1.6% 54% False False 40,117
40 22,063 18,899 3,164 16.1% 300 1.5% 25% False False 20,533
60 22,500 18,899 3,601 18.3% 289 1.5% 22% False False 13,852
80 22,500 18,899 3,601 18.3% 282 1.4% 22% False False 10,469
100 22,500 18,899 3,601 18.3% 289 1.5% 22% False False 8,407
120 22,500 18,899 3,601 18.3% 281 1.4% 22% False False 7,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,833
2.618 20,407
1.618 20,146
1.000 19,985
0.618 19,885
HIGH 19,724
0.618 19,624
0.500 19,594
0.382 19,563
LOW 19,463
0.618 19,302
1.000 19,202
1.618 19,041
2.618 18,780
4.250 18,354
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 19,656 19,645
PP 19,625 19,603
S1 19,594 19,562

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

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