Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	19,500	19,490	-10	-0.1%	19,555
High	19,815	19,724	-91	-0.5%	19,894
Low	19,357	19,463	106	0.5%	19,345
Close	19,544	19,687	143	0.7%	19,814
Range	458	261	-197	-43.0%	549
ATR	404	394	-10	-2.5%	0
Volume	71,732	58,573	-13,159	-18.3%	302,787

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,408	20,308	19,831
R3	20,147	20,047	19,759
R2	19,886	19,886	19,735
R1	19,786	19,786	19,711	19,836
PP	19,625	19,625	19,625	19,650
S1	19,525	19,525	19,663	19,575
S2	19,364	19,364	19,639
S3	19,103	19,264	19,615
S4	18,842	19,003	19,543

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,331	21,122	20,116
R3	20,782	20,573	19,965
R2	20,233	20,233	19,915
R1	20,024	20,024	19,864	20,129
PP	19,684	19,684	19,684	19,737
S1	19,475	19,475	19,764	19,580
S2	19,135	19,135	19,713
S3	18,586	18,926	19,663
S4	18,037	18,377	19,512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,823	19,045	778	4.0%	283	1.4%	83%	False	False	63,684
10	19,894	18,928	966	4.9%	310	1.6%	79%	False	False	70,736
20	20,347	18,899	1,448	7.4%	323	1.6%	54%	False	False	40,117
40	22,063	18,899	3,164	16.1%	300	1.5%	25%	False	False	20,533
60	22,500	18,899	3,601	18.3%	289	1.5%	22%	False	False	13,852
80	22,500	18,899	3,601	18.3%	282	1.4%	22%	False	False	10,469
100	22,500	18,899	3,601	18.3%	289	1.5%	22%	False	False	8,407
120	22,500	18,899	3,601	18.3%	281	1.4%	22%	False	False	7,014

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,833
2.618	20,407
1.618	20,146
1.000	19,985
0.618	19,885
HIGH	19,724
0.618	19,624
0.500	19,594
0.382	19,563
LOW	19,463
0.618	19,302
1.000	19,202
1.618	19,041
2.618	18,780
4.250	18,354

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	19,656	19,645
PP	19,625	19,603
S1	19,594	19,562

Download as Excel Spreadsheet

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

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