Hang Seng Index Future September 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 20,560 20,577 17 0.1% 20,324
High 20,710 20,595 -115 -0.6% 20,799
Low 20,551 20,022 -529 -2.6% 20,324
Close 20,605 20,055 -550 -2.7% 20,535
Range 159 573 414 260.4% 475
ATR 284 305 21 7.5% 0
Volume 450 591 141 31.3% 1,918
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,943 21,572 20,370
R3 21,370 20,999 20,213
R2 20,797 20,797 20,160
R1 20,426 20,426 20,108 20,325
PP 20,224 20,224 20,224 20,174
S1 19,853 19,853 20,002 19,752
S2 19,651 19,651 19,950
S3 19,078 19,280 19,897
S4 18,505 18,707 19,740
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,978 21,731 20,796
R3 21,503 21,256 20,666
R2 21,028 21,028 20,622
R1 20,781 20,781 20,579 20,905
PP 20,553 20,553 20,553 20,614
S1 20,306 20,306 20,491 20,430
S2 20,078 20,078 20,448
S3 19,603 19,831 20,404
S4 19,128 19,356 20,274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,747 20,022 725 3.6% 258 1.3% 5% False True 511
10 20,799 19,782 1,017 5.1% 243 1.2% 27% False False 357
20 20,799 18,890 1,909 9.5% 230 1.1% 61% False False 253
40 20,799 18,725 2,074 10.3% 260 1.3% 64% False False 226
60 21,927 18,725 3,202 16.0% 236 1.2% 42% False False 190
80 21,927 18,725 3,202 16.0% 221 1.1% 42% False False 160
100 21,927 18,725 3,202 16.0% 202 1.0% 42% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 23,030
2.618 22,095
1.618 21,522
1.000 21,168
0.618 20,949
HIGH 20,595
0.618 20,376
0.500 20,309
0.382 20,241
LOW 20,022
0.618 19,668
1.000 19,449
1.618 19,095
2.618 18,522
4.250 17,587
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 20,309 20,366
PP 20,224 20,262
S1 20,140 20,159

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

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