Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 20,947 20,782 -165 -0.8% 20,084
High 20,993 20,935 -58 -0.3% 20,382
Low 20,827 20,706 -121 -0.6% 19,967
Close 20,839 20,935 96 0.5% 20,379
Range 166 229 63 38.0% 415
ATR 350 341 -9 -2.5% 0
Volume 77,797 76,668 -1,129 -1.5% 215,282
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,546 21,469 21,061
R3 21,317 21,240 20,998
R2 21,088 21,088 20,977
R1 21,011 21,011 20,956 21,050
PP 20,859 20,859 20,859 20,878
S1 20,782 20,782 20,914 20,821
S2 20,630 20,630 20,893
S3 20,401 20,553 20,872
S4 20,172 20,324 20,809
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,488 21,348 20,607
R3 21,073 20,933 20,493
R2 20,658 20,658 20,455
R1 20,518 20,518 20,417 20,588
PP 20,243 20,243 20,243 20,278
S1 20,103 20,103 20,341 20,173
S2 19,828 19,828 20,303
S3 19,413 19,688 20,265
S4 18,998 19,273 20,151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,993 20,077 916 4.4% 262 1.3% 94% False False 74,003
10 20,993 19,357 1,636 7.8% 254 1.2% 96% False False 65,241
20 20,993 18,899 2,094 10.0% 277 1.3% 97% False False 64,974
40 21,368 18,899 2,469 11.8% 298 1.4% 82% False False 33,500
60 22,500 18,899 3,601 17.2% 289 1.4% 57% False False 22,511
80 22,500 18,899 3,601 17.2% 279 1.3% 57% False False 16,980
100 22,500 18,899 3,601 17.2% 282 1.3% 57% False False 13,618
120 22,500 18,899 3,601 17.2% 278 1.3% 57% False False 11,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,908
2.618 21,535
1.618 21,306
1.000 21,164
0.618 21,077
HIGH 20,935
0.618 20,848
0.500 20,821
0.382 20,793
LOW 20,706
0.618 20,564
1.000 20,477
1.618 20,335
2.618 20,106
4.250 19,733
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 20,897 20,866
PP 20,859 20,796
S1 20,821 20,727

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

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