Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 20,782 20,854 72 0.3% 20,084
High 20,935 20,938 3 0.0% 20,382
Low 20,706 20,730 24 0.1% 19,967
Close 20,935 20,733 -202 -1.0% 20,379
Range 229 208 -21 -9.2% 415
ATR 341 332 -10 -2.8% 0
Volume 76,668 71,341 -5,327 -6.9% 215,282
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,424 21,287 20,847
R3 21,216 21,079 20,790
R2 21,008 21,008 20,771
R1 20,871 20,871 20,752 20,836
PP 20,800 20,800 20,800 20,783
S1 20,663 20,663 20,714 20,628
S2 20,592 20,592 20,695
S3 20,384 20,455 20,676
S4 20,176 20,247 20,619
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 20,128 865 4.2% 275 1.3% 70% False False 78,577
10 20,993 19,463 1,530 7.4% 229 1.1% 83% False False 65,202
20 20,993 18,928 2,065 10.0% 267 1.3% 87% False False 67,190
40 21,235 18,899 2,336 11.3% 298 1.4% 79% False False 35,271
60 22,500 18,899 3,601 17.4% 288 1.4% 51% False False 23,692
80 22,500 18,899 3,601 17.4% 274 1.3% 51% False False 17,868
100 22,500 18,899 3,601 17.4% 280 1.4% 51% False False 14,329
120 22,500 18,899 3,601 17.4% 277 1.3% 51% False False 11,957
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,822
2.618 21,483
1.618 21,275
1.000 21,146
0.618 21,067
HIGH 20,938
0.618 20,859
0.500 20,834
0.382 20,809
LOW 20,730
0.618 20,601
1.000 20,522
1.618 20,393
2.618 20,185
4.250 19,846
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 20,834 20,850
PP 20,800 20,811
S1 20,767 20,772

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

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