Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 19,989 20,196 207 1.0% 19,051
High 20,159 20,220 61 0.3% 20,040
Low 19,967 20,077 110 0.6% 19,045
Close 20,145 20,192 47 0.2% 19,848
Range 192 143 -49 -25.5% 995
ATR 369 353 -16 -4.4% 0
Volume 54,917 48,472 -6,445 -11.7% 318,217
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,592 20,535 20,271
R3 20,449 20,392 20,231
R2 20,306 20,306 20,218
R1 20,249 20,249 20,205 20,206
PP 20,163 20,163 20,163 20,142
S1 20,106 20,106 20,179 20,063
S2 20,020 20,020 20,166
S3 19,877 19,963 20,153
S4 19,734 19,820 20,113
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 20,220 19,463 757 3.7% 182 0.9% 96% True False 51,826
10 20,220 19,045 1,175 5.8% 225 1.1% 98% True False 58,813
20 20,220 18,899 1,321 6.5% 295 1.5% 98% True False 49,778
40 21,467 18,899 2,568 12.7% 292 1.4% 50% False False 25,506
60 22,500 18,899 3,601 17.8% 283 1.4% 36% False False 17,174
80 22,500 18,899 3,601 17.8% 277 1.4% 36% False False 12,967
100 22,500 18,899 3,601 17.8% 285 1.4% 36% False False 10,407
120 22,500 18,899 3,601 17.8% 276 1.4% 36% False False 8,685
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,828
2.618 20,594
1.618 20,451
1.000 20,363
0.618 20,308
HIGH 20,220
0.618 20,165
0.500 20,149
0.382 20,132
LOW 20,077
0.618 19,989
1.000 19,934
1.618 19,846
2.618 19,703
4.250 19,469
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 20,178 20,159
PP 20,163 20,126
S1 20,149 20,094

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

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