Hang Seng Index Future September 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 20,650 20,676 26 0.1% 19,950
High 20,747 20,730 -17 -0.1% 20,196
Low 20,530 20,550 20 0.1% 19,782
Close 20,740 20,553 -187 -0.9% 20,196
Range 217 180 -37 -17.1% 414
ATR 311 302 -9 -2.8% 0
Volume 403 752 349 86.6% 720
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,151 21,032 20,652
R3 20,971 20,852 20,603
R2 20,791 20,791 20,586
R1 20,672 20,672 20,570 20,642
PP 20,611 20,611 20,611 20,596
S1 20,492 20,492 20,537 20,462
S2 20,431 20,431 20,520
S3 20,251 20,312 20,504
S4 20,071 20,132 20,454
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,300 21,162 20,424
R3 20,886 20,748 20,310
R2 20,472 20,472 20,272
R1 20,334 20,334 20,234 20,403
PP 20,058 20,058 20,058 20,093
S1 19,920 19,920 20,158 19,989
S2 19,644 19,644 20,120
S3 19,230 19,506 20,082
S4 18,816 19,092 19,968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,799 19,970 829 4.0% 246 1.2% 70% False False 367
10 20,799 19,288 1,511 7.4% 205 1.0% 84% False False 252
20 20,799 18,748 2,051 10.0% 235 1.1% 88% False False 228
40 20,799 18,725 2,074 10.1% 254 1.2% 88% False False 206
60 21,927 18,725 3,202 15.6% 232 1.1% 57% False False 172
80 21,927 18,725 3,202 15.6% 215 1.0% 57% False False 145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,495
2.618 21,201
1.618 21,021
1.000 20,910
0.618 20,841
HIGH 20,730
0.618 20,661
0.500 20,640
0.382 20,619
LOW 20,550
0.618 20,439
1.000 20,370
1.618 20,259
2.618 20,079
4.250 19,785
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 20,640 20,665
PP 20,611 20,627
S1 20,582 20,590

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

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