Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 21,007 21,287 280 1.3% 20,657
High 21,219 21,500 281 1.3% 21,078
Low 20,970 21,254 284 1.4% 20,525
Close 21,180 21,543 363 1.7% 21,142
Range 249 246 -3 -1.2% 553
ATR 274 277 3 1.2% 0
Volume 55 73 18 32.7% 182
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,170 22,103 21,678
R3 21,924 21,857 21,611
R2 21,678 21,678 21,588
R1 21,611 21,611 21,566 21,645
PP 21,432 21,432 21,432 21,449
S1 21,365 21,365 21,520 21,399
S2 21,186 21,186 21,498
S3 20,940 21,119 21,475
S4 20,694 20,873 21,408
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 22,574 22,411 21,446
R3 22,021 21,858 21,294
R2 21,468 21,468 21,243
R1 21,305 21,305 21,193 21,387
PP 20,915 20,915 20,915 20,956
S1 20,752 20,752 21,091 20,834
S2 20,362 20,362 21,041
S3 19,809 20,199 20,990
S4 19,256 19,646 20,838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,500 20,970 530 2.5% 182 0.8% 108% True False 82
10 21,500 20,525 975 4.5% 215 1.0% 104% True False 66
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,546
2.618 22,144
1.618 21,898
1.000 21,746
0.618 21,652
HIGH 21,500
0.618 21,406
0.500 21,377
0.382 21,348
LOW 21,254
0.618 21,102
1.000 21,008
1.618 20,856
2.618 20,610
4.250 20,209
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 21,488 21,440
PP 21,432 21,338
S1 21,377 21,235

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

View Archives - Comment on this page... - Back to Index of Symbols