Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 20,173 20,476 303 1.5% 20,084
High 20,382 20,978 596 2.9% 20,382
Low 20,128 20,460 332 1.6% 19,967
Close 20,379 20,970 591 2.9% 20,379
Range 254 518 264 103.9% 415
ATR 346 364 18 5.2% 0
Volume 70,817 96,264 25,447 35.9% 215,282
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 22,357 22,181 21,255
R3 21,839 21,663 21,112
R2 21,321 21,321 21,065
R1 21,145 21,145 21,017 21,233
PP 20,803 20,803 20,803 20,847
S1 20,627 20,627 20,923 20,715
S2 20,285 20,285 20,875
S3 19,767 20,109 20,828
S4 19,249 19,591 20,685
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 20,978 19,967 1,011 4.8% 242 1.2% 99% True False 62,309
10 20,978 19,045 1,933 9.2% 266 1.3% 100% True False 62,976
20 20,978 18,899 2,079 9.9% 299 1.4% 100% True False 57,788
40 21,368 18,899 2,469 11.8% 300 1.4% 84% False False 29,658
60 22,500 18,899 3,601 17.2% 291 1.4% 58% False False 19,949
80 22,500 18,899 3,601 17.2% 281 1.3% 58% False False 15,054
100 22,500 18,899 3,601 17.2% 287 1.4% 58% False False 12,076
120 22,500 18,899 3,601 17.2% 278 1.3% 58% False False 10,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 23,180
2.618 22,334
1.618 21,816
1.000 21,496
0.618 21,298
HIGH 20,978
0.618 20,780
0.500 20,719
0.382 20,658
LOW 20,460
0.618 20,140
1.000 19,942
1.618 19,622
2.618 19,104
4.250 18,259
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 20,886 20,823
PP 20,803 20,675
S1 20,719 20,528

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

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