Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 19,801 20,005 204 1.0% 18,920
High 19,965 20,024 59 0.3% 19,829
Low 19,782 19,900 118 0.6% 18,890
Close 19,945 20,000 55 0.3% 19,661
Range 183 124 -59 -32.2% 939
ATR 333 318 -15 -4.5% 0
Volume 217 119 -98 -45.2% 964
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,347 20,297 20,068
R3 20,223 20,173 20,034
R2 20,099 20,099 20,023
R1 20,049 20,049 20,011 20,012
PP 19,975 19,975 19,975 19,956
S1 19,925 19,925 19,989 19,888
S2 19,851 19,851 19,977
S3 19,727 19,801 19,966
S4 19,603 19,677 19,932
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 22,277 21,908 20,177
R3 21,338 20,969 19,919
R2 20,399 20,399 19,833
R1 20,030 20,030 19,747 20,215
PP 19,460 19,460 19,460 19,552
S1 19,091 19,091 19,575 19,276
S2 18,521 18,521 19,489
S3 17,582 18,152 19,403
S4 16,643 17,213 19,145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,024 19,288 736 3.7% 165 0.8% 97% True False 138
10 20,024 18,890 1,134 5.7% 194 1.0% 98% True False 170
20 20,024 18,725 1,299 6.5% 253 1.3% 98% True False 179
40 21,257 18,725 2,532 12.7% 247 1.2% 50% False False 172
60 21,927 18,725 3,202 16.0% 224 1.1% 40% False False 147
80 21,927 18,725 3,202 16.0% 215 1.1% 40% False False 126
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,551
2.618 20,349
1.618 20,225
1.000 20,148
0.618 20,101
HIGH 20,024
0.618 19,977
0.500 19,962
0.382 19,947
LOW 19,900
0.618 19,823
1.000 19,776
1.618 19,699
2.618 19,575
4.250 19,373
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 19,987 19,968
PP 19,975 19,935
S1 19,962 19,903

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

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