Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 20,577 19,877 -700 -3.4% 20,324
High 20,595 20,000 -595 -2.9% 20,799
Low 20,022 19,877 -145 -0.7% 20,324
Close 20,055 19,948 -107 -0.5% 20,535
Range 573 123 -450 -78.5% 475
ATR 305 296 -9 -3.0% 0
Volume 591 142 -449 -76.0% 1,918
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,311 20,252 20,016
R3 20,188 20,129 19,982
R2 20,065 20,065 19,971
R1 20,006 20,006 19,959 20,036
PP 19,942 19,942 19,942 19,956
S1 19,883 19,883 19,937 19,913
S2 19,819 19,819 19,925
S3 19,696 19,760 19,914
S4 19,573 19,637 19,880
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 20,730 19,877 853 4.3% 239 1.2% 8% False True 459
10 20,799 19,877 922 4.6% 237 1.2% 8% False True 350
20 20,799 18,890 1,909 9.6% 221 1.1% 55% False False 257
40 20,799 18,725 2,074 10.4% 260 1.3% 59% False False 227
60 21,927 18,725 3,202 16.1% 236 1.2% 38% False False 190
80 21,927 18,725 3,202 16.1% 221 1.1% 38% False False 159
100 21,927 18,725 3,202 16.1% 203 1.0% 38% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 20,523
2.618 20,322
1.618 20,199
1.000 20,123
0.618 20,076
HIGH 20,000
0.618 19,953
0.500 19,939
0.382 19,924
LOW 19,877
0.618 19,801
1.000 19,754
1.618 19,678
2.618 19,555
4.250 19,354
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 19,945 20,294
PP 19,942 20,178
S1 19,939 20,063

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

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