Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 19,967 20,201 234 1.2% 20,498
High 20,124 20,347 223 1.1% 20,735
Low 19,801 20,078 277 1.4% 19,380
Close 20,119 20,180 61 0.3% 19,670
Range 323 269 -54 -16.7% 1,355
ATR 380 372 -8 -2.1% 0
Volume 939 4,108 3,169 337.5% 7,451
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 21,009 20,863 20,328
R3 20,740 20,594 20,254
R2 20,471 20,471 20,229
R1 20,325 20,325 20,205 20,264
PP 20,202 20,202 20,202 20,171
S1 20,056 20,056 20,155 19,995
S2 19,933 19,933 20,131
S3 19,664 19,787 20,106
S4 19,395 19,518 20,032
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 20,347 19,380 967 4.8% 395 2.0% 83% True False 2,296
10 20,870 19,380 1,490 7.4% 329 1.6% 54% False False 1,786
20 21,845 19,380 2,465 12.2% 289 1.4% 32% False False 1,179
40 22,500 19,380 3,120 15.5% 277 1.4% 26% False False 832
60 22,500 19,380 3,120 15.5% 268 1.3% 26% False False 665
80 22,500 19,012 3,488 17.3% 281 1.4% 33% False False 538
100 22,500 19,012 3,488 17.3% 269 1.3% 33% False False 444
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 65
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,490
2.618 21,051
1.618 20,782
1.000 20,616
0.618 20,513
HIGH 20,347
0.618 20,244
0.500 20,213
0.382 20,181
LOW 20,078
0.618 19,912
1.000 19,809
1.618 19,643
2.618 19,374
4.250 18,935
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 20,213 20,139
PP 20,202 20,098
S1 20,191 20,057

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

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