Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 19,490 20,001 511 2.6% 19,051
High 19,724 20,040 316 1.6% 20,040
Low 19,463 19,825 362 1.9% 19,045
Close 19,687 19,848 161 0.8% 19,848
Range 261 215 -46 -17.6% 995
ATR 394 391 -3 -0.7% 0
Volume 58,573 56,096 -2,477 -4.2% 318,217
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,549 20,414 19,966
R3 20,334 20,199 19,907
R2 20,119 20,119 19,887
R1 19,984 19,984 19,868 19,944
PP 19,904 19,904 19,904 19,885
S1 19,769 19,769 19,828 19,729
S2 19,689 19,689 19,809
S3 19,474 19,554 19,789
S4 19,259 19,339 19,730
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 22,629 22,234 20,395
R3 21,634 21,239 20,122
R2 20,639 20,639 20,030
R1 20,244 20,244 19,939 20,442
PP 19,644 19,644 19,644 19,743
S1 19,249 19,249 19,757 19,447
S2 18,649 18,649 19,666
S3 17,654 18,254 19,574
S4 16,659 17,259 19,301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,040 19,045 995 5.0% 290 1.5% 81% True False 63,643
10 20,040 19,045 995 5.0% 273 1.4% 81% True False 70,498
20 20,347 18,899 1,448 7.3% 318 1.6% 66% False False 42,875
40 22,063 18,899 3,164 15.9% 303 1.5% 30% False False 21,928
60 22,500 18,899 3,601 18.1% 288 1.5% 26% False False 14,782
80 22,500 18,899 3,601 18.1% 281 1.4% 26% False False 11,167
100 22,500 18,899 3,601 18.1% 289 1.5% 26% False False 8,966
120 22,500 18,899 3,601 18.1% 281 1.4% 26% False False 7,482
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 62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,954
2.618 20,603
1.618 20,388
1.000 20,255
0.618 20,173
HIGH 20,040
0.618 19,958
0.500 19,933
0.382 19,907
LOW 19,825
0.618 19,692
1.000 19,610
1.618 19,477
2.618 19,262
4.250 18,911
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 19,933 19,798
PP 19,904 19,748
S1 19,876 19,699

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

View Archives - Comment on this page... - Back to Index of Symbols