Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 20,715 20,748 33 0.2% 20,476
High 20,894 20,757 -137 -0.7% 20,993
Low 20,704 20,411 -293 -1.4% 20,460
Close 20,773 20,427 -346 -1.7% 20,716
Range 190 346 156 82.1% 533
ATR 314 317 3 1.1% 0
Volume 76,306 17,256 -59,050 -77.4% 426,689
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,570 21,344 20,617
R3 21,224 20,998 20,522
R2 20,878 20,878 20,490
R1 20,652 20,652 20,459 20,592
PP 20,532 20,532 20,532 20,502
S1 20,306 20,306 20,395 20,246
S2 20,186 20,186 20,364
S3 19,840 19,960 20,332
S4 19,494 19,614 20,237
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 20,938 20,411 527 2.6% 237 1.2% 3% False True 69,238
10 20,993 19,967 1,026 5.0% 246 1.2% 45% False False 69,445
20 20,993 19,045 1,948 9.5% 253 1.2% 71% False False 67,826
40 20,993 18,899 2,094 10.3% 298 1.5% 73% False False 40,170
60 22,500 18,899 3,601 17.6% 284 1.4% 42% False False 26,945
80 22,500 18,899 3,601 17.6% 273 1.3% 42% False False 20,332
100 22,500 18,899 3,601 17.6% 278 1.4% 42% False False 16,306
120 22,500 18,899 3,601 17.6% 280 1.4% 42% False False 13,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 22,228
2.618 21,663
1.618 21,317
1.000 21,103
0.618 20,971
HIGH 20,757
0.618 20,625
0.500 20,584
0.382 20,543
LOW 20,411
0.618 20,197
1.000 20,065
1.618 19,851
2.618 19,505
4.250 18,941
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 20,584 20,653
PP 20,532 20,577
S1 20,479 20,502

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

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