Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 20,146 19,967 -179 -0.9% 20,498
High 20,182 20,124 -58 -0.3% 20,735
Low 19,767 19,801 34 0.2% 19,380
Close 19,924 20,119 195 1.0% 19,670
Range 415 323 -92 -22.2% 1,355
ATR 384 380 -4 -1.1% 0
Volume 1,567 939 -628 -40.1% 7,451
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 20,984 20,874 20,297
R3 20,661 20,551 20,208
R2 20,338 20,338 20,178
R1 20,228 20,228 20,149 20,283
PP 20,015 20,015 20,015 20,042
S1 19,905 19,905 20,089 19,960
S2 19,692 19,692 20,060
S3 19,369 19,582 20,030
S4 19,046 19,259 19,941
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 23,993 23,187 20,415
R3 22,638 21,832 20,043
R2 21,283 21,283 19,918
R1 20,477 20,477 19,794 20,203
PP 19,928 19,928 19,928 19,791
S1 19,122 19,122 19,546 18,848
S2 18,573 18,573 19,422
S3 17,218 17,767 19,297
S4 15,863 16,412 18,925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,272 19,380 892 4.4% 425 2.1% 83% False False 1,851
10 20,870 19,380 1,490 7.4% 329 1.6% 50% False False 1,461
20 22,063 19,380 2,683 13.3% 288 1.4% 28% False False 982
40 22,500 19,380 3,120 15.5% 273 1.4% 24% False False 735
60 22,500 19,286 3,214 16.0% 268 1.3% 26% False False 598
80 22,500 19,012 3,488 17.3% 281 1.4% 32% False False 489
100 22,500 19,012 3,488 17.3% 273 1.4% 32% False False 403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,497
2.618 20,970
1.618 20,647
1.000 20,447
0.618 20,324
HIGH 20,124
0.618 20,001
0.500 19,963
0.382 19,924
LOW 19,801
0.618 19,601
1.000 19,478
1.618 19,278
2.618 18,955
4.250 18,428
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 20,067 20,084
PP 20,015 20,048
S1 19,963 20,013

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

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