Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 21,466 21,812 346 1.6% 21,253
High 21,625 21,930 305 1.4% 21,500
Low 21,357 21,800 443 2.1% 20,970
Close 21,421 21,881 460 2.1% 21,543
Range 268 130 -138 -51.5% 530
ATR 277 293 17 6.0% 0
Volume 40 49 9 22.5% 395
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,260 22,201 21,953
R3 22,130 22,071 21,917
R2 22,000 22,000 21,905
R1 21,941 21,941 21,893 21,971
PP 21,870 21,870 21,870 21,885
S1 21,811 21,811 21,869 21,841
S2 21,740 21,740 21,857
S3 21,610 21,681 21,845
S4 21,480 21,551 21,810
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 22,928 22,765 21,835
R3 22,398 22,235 21,689
R2 21,868 21,868 21,640
R1 21,705 21,705 21,592 21,787
PP 21,338 21,338 21,338 21,378
S1 21,175 21,175 21,494 21,257
S2 20,808 20,808 21,446
S3 20,278 20,645 21,397
S4 19,748 20,115 21,252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,930 20,970 960 4.4% 215 1.0% 95% True False 68
10 21,930 20,525 1,405 6.4% 198 0.9% 97% True False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,483
2.618 22,270
1.618 22,140
1.000 22,060
0.618 22,010
HIGH 21,930
0.618 21,880
0.500 21,865
0.382 21,850
LOW 21,800
0.618 21,720
1.000 21,670
1.618 21,590
2.618 21,460
4.250 21,248
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 21,876 21,785
PP 21,870 21,688
S1 21,865 21,592

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

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