Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 20,639 20,715 76 0.4% 20,476
High 20,799 20,894 95 0.5% 20,993
Low 20,585 20,704 119 0.6% 20,460
Close 20,716 20,773 57 0.3% 20,716
Range 214 190 -24 -11.2% 533
ATR 323 314 -10 -2.9% 0
Volume 104,619 76,306 -28,313 -27.1% 426,689
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,360 21,257 20,878
R3 21,170 21,067 20,825
R2 20,980 20,980 20,808
R1 20,877 20,877 20,790 20,929
PP 20,790 20,790 20,790 20,816
S1 20,687 20,687 20,756 20,739
S2 20,600 20,600 20,738
S3 20,410 20,497 20,721
S4 20,220 20,307 20,669
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 20,585 408 2.0% 201 1.0% 46% False False 81,346
10 20,993 19,967 1,026 4.9% 222 1.1% 79% False False 71,827
20 20,993 19,045 1,948 9.4% 247 1.2% 89% False False 71,162
40 20,993 18,899 2,094 10.1% 296 1.4% 89% False False 39,760
60 22,500 18,899 3,601 17.3% 281 1.4% 52% False False 26,683
80 22,500 18,899 3,601 17.3% 270 1.3% 52% False False 20,120
100 22,500 18,899 3,601 17.3% 278 1.3% 52% False False 16,135
120 22,500 18,899 3,601 17.3% 278 1.3% 52% False False 13,464
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,702
2.618 21,391
1.618 21,201
1.000 21,084
0.618 21,011
HIGH 20,894
0.618 20,821
0.500 20,799
0.382 20,777
LOW 20,704
0.618 20,587
1.000 20,514
1.618 20,397
2.618 20,207
4.250 19,897
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 20,799 20,769
PP 20,790 20,765
S1 20,782 20,762

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

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