Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 20,854 20,639 -215 -1.0% 20,476
High 20,938 20,799 -139 -0.7% 20,993
Low 20,730 20,585 -145 -0.7% 20,460
Close 20,733 20,716 -17 -0.1% 20,716
Range 208 214 6 2.9% 533
ATR 332 323 -8 -2.5% 0
Volume 71,341 104,619 33,278 46.6% 426,689
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,342 21,243 20,834
R3 21,128 21,029 20,775
R2 20,914 20,914 20,755
R1 20,815 20,815 20,736 20,865
PP 20,700 20,700 20,700 20,725
S1 20,601 20,601 20,696 20,651
S2 20,486 20,486 20,677
S3 20,272 20,387 20,657
S4 20,058 20,173 20,598
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 22,322 22,052 21,009
R3 21,789 21,519 20,863
R2 21,256 21,256 20,814
R1 20,986 20,986 20,765 21,121
PP 20,723 20,723 20,723 20,791
S1 20,453 20,453 20,667 20,588
S2 20,190 20,190 20,618
S3 19,657 19,920 20,569
S4 19,124 19,387 20,423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,993 20,460 533 2.6% 267 1.3% 48% False False 85,337
10 20,993 19,825 1,168 5.6% 224 1.1% 76% False False 69,806
20 20,993 18,928 2,065 10.0% 267 1.3% 87% False False 70,271
40 20,993 18,899 2,094 10.1% 297 1.4% 87% False False 37,876
60 22,500 18,899 3,601 17.4% 287 1.4% 50% False False 25,427
80 22,500 18,899 3,601 17.4% 273 1.3% 50% False False 19,172
100 22,500 18,899 3,601 17.4% 281 1.4% 50% False False 15,374
120 22,500 18,899 3,601 17.4% 278 1.3% 50% False False 12,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,709
2.618 21,359
1.618 21,145
1.000 21,013
0.618 20,931
HIGH 20,799
0.618 20,717
0.500 20,692
0.382 20,667
LOW 20,585
0.618 20,453
1.000 20,371
1.618 20,239
2.618 20,025
4.250 19,676
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 20,708 20,762
PP 20,700 20,746
S1 20,692 20,731

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

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