Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 19,802 19,801 -1 0.0% 20,979
High 19,930 20,010 80 0.4% 21,258
Low 19,563 19,760 197 1.0% 19,906
Close 19,592 19,863 271 1.4% 20,276
Range 367 250 -117 -31.9% 1,352
ATR 345 350 5 1.5% 0
Volume 142 168 26 18.3% 728
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 20,628 20,495 20,001
R3 20,378 20,245 19,932
R2 20,128 20,128 19,909
R1 19,995 19,995 19,886 20,062
PP 19,878 19,878 19,878 19,911
S1 19,745 19,745 19,840 19,812
S2 19,628 19,628 19,817
S3 19,378 19,495 19,794
S4 19,128 19,245 19,726
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,536 23,758 21,020
R3 23,184 22,406 20,648
R2 21,832 21,832 20,524
R1 21,054 21,054 20,400 20,767
PP 20,480 20,480 20,480 20,337
S1 19,702 19,702 20,152 19,415
S2 19,128 19,128 20,028
S3 17,776 18,350 19,904
S4 16,424 16,998 19,532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,293 19,563 730 3.7% 331 1.7% 41% False False 174
10 21,368 19,563 1,805 9.1% 331 1.7% 17% False False 138
20 22,300 19,563 2,737 13.8% 291 1.5% 11% False False 113
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 63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,073
2.618 20,665
1.618 20,415
1.000 20,260
0.618 20,165
HIGH 20,010
0.618 19,915
0.500 19,885
0.382 19,856
LOW 19,760
0.618 19,606
1.000 19,510
1.618 19,356
2.618 19,106
4.250 18,698
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 19,885 19,856
PP 19,878 19,849
S1 19,870 19,842

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

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