Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 20,196 20,173 -23 -0.1% 20,084
High 20,220 20,382 162 0.8% 20,382
Low 20,077 20,128 51 0.3% 19,967
Close 20,192 20,379 187 0.9% 20,379
Range 143 254 111 77.6% 415
ATR 353 346 -7 -2.0% 0
Volume 48,472 70,817 22,345 46.1% 215,282
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,058 20,973 20,519
R3 20,804 20,719 20,449
R2 20,550 20,550 20,426
R1 20,465 20,465 20,402 20,508
PP 20,296 20,296 20,296 20,318
S1 20,211 20,211 20,356 20,254
S2 20,042 20,042 20,332
S3 19,788 19,957 20,309
S4 19,534 19,703 20,239
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,488 21,348 20,607
R3 21,073 20,933 20,493
R2 20,658 20,658 20,455
R1 20,518 20,518 20,417 20,588
PP 20,243 20,243 20,243 20,278
S1 20,103 20,103 20,341 20,173
S2 19,828 19,828 20,303
S3 19,413 19,688 20,265
S4 18,998 19,273 20,151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,382 19,825 557 2.7% 181 0.9% 99% True False 54,275
10 20,382 19,045 1,337 6.6% 232 1.1% 100% True False 58,979
20 20,382 18,899 1,483 7.3% 291 1.4% 100% True False 53,212
40 21,467 18,899 2,568 12.6% 296 1.5% 58% False False 27,263
60 22,500 18,899 3,601 17.7% 285 1.4% 41% False False 18,349
80 22,500 18,899 3,601 17.7% 277 1.4% 41% False False 13,851
100 22,500 18,899 3,601 17.7% 285 1.4% 41% False False 11,114
120 22,500 18,899 3,601 17.7% 275 1.3% 41% False False 9,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,462
2.618 21,047
1.618 20,793
1.000 20,636
0.618 20,539
HIGH 20,382
0.618 20,285
0.500 20,255
0.382 20,225
LOW 20,128
0.618 19,971
1.000 19,874
1.618 19,717
2.618 19,463
4.250 19,049
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 20,338 20,311
PP 20,296 20,243
S1 20,255 20,175

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

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