Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 20,488 20,560 72 0.4% 20,324
High 20,585 20,710 125 0.6% 20,799
Low 20,424 20,551 127 0.6% 20,324
Close 20,535 20,605 70 0.3% 20,535
Range 161 159 -2 -1.2% 475
ATR 292 284 -8 -2.9% 0
Volume 362 450 88 24.3% 1,918
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,099 21,011 20,692
R3 20,940 20,852 20,649
R2 20,781 20,781 20,634
R1 20,693 20,693 20,620 20,737
PP 20,622 20,622 20,622 20,644
S1 20,534 20,534 20,590 20,578
S2 20,463 20,463 20,576
S3 20,304 20,375 20,561
S4 20,145 20,216 20,518
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,978 21,731 20,796
R3 21,503 21,256 20,666
R2 21,028 21,028 20,622
R1 20,781 20,781 20,579 20,905
PP 20,553 20,553 20,553 20,614
S1 20,306 20,306 20,491 20,430
S2 20,078 20,078 20,448
S3 19,603 19,831 20,404
S4 19,128 19,356 20,274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,799 20,424 375 1.8% 173 0.8% 48% False False 432
10 20,799 19,782 1,017 4.9% 196 1.0% 81% False False 308
20 20,799 18,890 1,909 9.3% 212 1.0% 90% False False 234
40 20,799 18,725 2,074 10.1% 252 1.2% 91% False False 214
60 21,927 18,725 3,202 15.5% 230 1.1% 59% False False 183
80 21,927 18,725 3,202 15.5% 215 1.0% 59% False False 154
100 21,927 18,725 3,202 15.5% 196 1.0% 59% False False 128
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,386
2.618 21,126
1.618 20,967
1.000 20,869
0.618 20,808
HIGH 20,710
0.618 20,649
0.500 20,631
0.382 20,612
LOW 20,551
0.618 20,453
1.000 20,392
1.618 20,294
2.618 20,135
4.250 19,875
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 20,631 20,596
PP 20,622 20,586
S1 20,614 20,577

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

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