Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 20,324 20,702 378 1.9% 19,950
High 20,780 20,799 19 0.1% 20,196
Low 20,324 20,650 326 1.6% 19,782
Close 20,780 20,659 -121 -0.6% 20,196
Range 456 149 -307 -67.3% 414
ATR 331 318 -13 -3.9% 0
Volume 204 197 -7 -3.4% 720
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,150 21,053 20,741
R3 21,001 20,904 20,700
R2 20,852 20,852 20,686
R1 20,755 20,755 20,673 20,729
PP 20,703 20,703 20,703 20,690
S1 20,606 20,606 20,645 20,580
S2 20,554 20,554 20,632
S3 20,405 20,457 20,618
S4 20,256 20,308 20,577
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,300 21,162 20,424
R3 20,886 20,748 20,310
R2 20,472 20,472 20,272
R1 20,334 20,334 20,234 20,403
PP 20,058 20,058 20,058 20,093
S1 19,920 19,920 20,158 19,989
S2 19,644 19,644 20,120
S3 19,230 19,506 20,082
S4 18,816 19,092 19,968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,799 19,782 1,017 4.9% 228 1.1% 86% True False 203
10 20,799 19,147 1,652 8.0% 223 1.1% 92% True False 197
20 20,799 18,725 2,074 10.0% 240 1.2% 93% True False 185
40 21,160 18,725 2,435 11.8% 250 1.2% 79% False False 179
60 21,927 18,725 3,202 15.5% 232 1.1% 60% False False 156
80 21,927 18,725 3,202 15.5% 217 1.0% 60% False False 133
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,432
2.618 21,189
1.618 21,040
1.000 20,948
0.618 20,891
HIGH 20,799
0.618 20,742
0.500 20,725
0.382 20,707
LOW 20,650
0.618 20,558
1.000 20,501
1.618 20,409
2.618 20,260
4.250 20,017
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 20,725 20,568
PP 20,703 20,476
S1 20,681 20,385

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

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