Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 20,084 19,989 -95 -0.5% 19,051
High 20,123 20,159 36 0.2% 20,040
Low 20,022 19,967 -55 -0.3% 19,045
Close 20,089 20,145 56 0.3% 19,848
Range 101 192 91 90.1% 995
ATR 383 369 -14 -3.6% 0
Volume 41,076 54,917 13,841 33.7% 318,217
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,666 20,598 20,251
R3 20,474 20,406 20,198
R2 20,282 20,282 20,180
R1 20,214 20,214 20,163 20,248
PP 20,090 20,090 20,090 20,108
S1 20,022 20,022 20,127 20,056
S2 19,898 19,898 20,110
S3 19,706 19,830 20,092
S4 19,514 19,638 20,039
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 20,159 19,357 802 4.0% 245 1.2% 98% True False 56,478
10 20,159 19,045 1,114 5.5% 245 1.2% 99% True False 62,938
20 20,159 18,899 1,260 6.3% 304 1.5% 99% True False 47,426
40 21,467 18,899 2,568 12.7% 296 1.5% 49% False False 24,311
60 22,500 18,899 3,601 17.9% 286 1.4% 35% False False 16,371
80 22,500 18,899 3,601 17.9% 278 1.4% 35% False False 12,366
100 22,500 18,899 3,601 17.9% 285 1.4% 35% False False 9,923
120 22,500 18,899 3,601 17.9% 277 1.4% 35% False False 8,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,975
2.618 20,662
1.618 20,470
1.000 20,351
0.618 20,278
HIGH 20,159
0.618 20,086
0.500 20,063
0.382 20,040
LOW 19,967
0.618 19,848
1.000 19,775
1.618 19,656
2.618 19,464
4.250 19,151
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 20,118 20,094
PP 20,090 20,043
S1 20,063 19,992

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

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