Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 20,001 20,084 83 0.4% 19,051
High 20,040 20,123 83 0.4% 20,040
Low 19,825 20,022 197 1.0% 19,045
Close 19,848 20,089 241 1.2% 19,848
Range 215 101 -114 -53.0% 995
ATR 391 383 -8 -2.1% 0
Volume 56,096 41,076 -15,020 -26.8% 318,217
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,381 20,336 20,145
R3 20,280 20,235 20,117
R2 20,179 20,179 20,108
R1 20,134 20,134 20,098 20,157
PP 20,078 20,078 20,078 20,089
S1 20,033 20,033 20,080 20,056
S2 19,977 19,977 20,070
S3 19,876 19,932 20,061
S4 19,775 19,831 20,033
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 22,629 22,234 20,395
R3 21,634 21,239 20,122
R2 20,639 20,639 20,030
R1 20,244 20,244 19,939 20,442
PP 19,644 19,644 19,644 19,743
S1 19,249 19,249 19,757 19,447
S2 18,649 18,649 19,666
S3 17,654 18,254 19,574
S4 16,659 17,259 19,301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,123 19,308 815 4.1% 248 1.2% 96% True False 58,537
10 20,123 19,045 1,078 5.4% 259 1.3% 97% True False 66,208
20 20,170 18,899 1,271 6.3% 309 1.5% 94% False False 44,724
40 21,845 18,899 2,946 14.7% 299 1.5% 40% False False 22,951
60 22,500 18,899 3,601 17.9% 287 1.4% 33% False False 15,463
80 22,500 18,899 3,601 17.9% 278 1.4% 33% False False 11,680
100 22,500 18,899 3,601 17.9% 287 1.4% 33% False False 9,375
120 22,500 18,899 3,601 17.9% 276 1.4% 33% False False 7,824
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 64
Narrowest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 20,552
2.618 20,387
1.618 20,286
1.000 20,224
0.618 20,185
HIGH 20,123
0.618 20,084
0.500 20,073
0.382 20,061
LOW 20,022
0.618 19,960
1.000 19,921
1.618 19,859
2.618 19,758
4.250 19,593
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 20,084 19,990
PP 20,078 19,892
S1 20,073 19,793

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

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