Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 20,476 20,947 471 2.3% 20,084
High 20,978 20,993 15 0.1% 20,382
Low 20,460 20,827 367 1.8% 19,967
Close 20,970 20,839 -131 -0.6% 20,379
Range 518 166 -352 -68.0% 415
ATR 364 350 -14 -3.9% 0
Volume 96,264 77,797 -18,467 -19.2% 215,282
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,384 21,278 20,930
R3 21,218 21,112 20,885
R2 21,052 21,052 20,869
R1 20,946 20,946 20,854 20,916
PP 20,886 20,886 20,886 20,872
S1 20,780 20,780 20,824 20,750
S2 20,720 20,720 20,809
S3 20,554 20,614 20,793
S4 20,388 20,448 20,748
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 20,993 19,967 1,026 4.9% 255 1.2% 85% True False 69,653
10 20,993 19,308 1,685 8.1% 251 1.2% 91% True False 64,095
20 20,993 18,899 2,094 10.0% 284 1.4% 93% True False 61,482
40 21,368 18,899 2,469 11.8% 298 1.4% 79% False False 31,595
60 22,500 18,899 3,601 17.3% 290 1.4% 54% False False 21,241
80 22,500 18,899 3,601 17.3% 278 1.3% 54% False False 16,024
100 22,500 18,899 3,601 17.3% 285 1.4% 54% False False 12,853
120 22,500 18,899 3,601 17.3% 277 1.3% 54% False False 10,724
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 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,699
2.618 21,428
1.618 21,262
1.000 21,159
0.618 21,096
HIGH 20,993
0.618 20,930
0.500 20,910
0.382 20,890
LOW 20,827
0.618 20,724
1.000 20,661
1.618 20,558
2.618 20,392
4.250 20,122
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 20,910 20,746
PP 20,886 20,653
S1 20,863 20,561

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

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