Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 19,610 19,442 -168 -0.9% 19,753
High 19,850 19,687 -163 -0.8% 20,347
Low 19,513 19,335 -178 -0.9% 19,753
Close 19,776 19,335 -441 -2.2% 19,910
Range 337 352 15 4.5% 594
ATR 374 379 5 1.3% 0
Volume 2,143 4,729 2,586 120.7% 9,857
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 20,508 20,274 19,529
R3 20,156 19,922 19,432
R2 19,804 19,804 19,400
R1 19,570 19,570 19,367 19,511
PP 19,452 19,452 19,452 19,423
S1 19,218 19,218 19,303 19,159
S2 19,100 19,100 19,270
S3 18,748 18,866 19,238
S4 18,396 18,514 19,141
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 21,785 21,442 20,237
R3 21,191 20,848 20,073
R2 20,597 20,597 20,019
R1 20,254 20,254 19,964 20,426
PP 20,003 20,003 20,003 20,089
S1 19,660 19,660 19,856 19,832
S2 19,409 19,409 19,801
S3 18,815 19,066 19,747
S4 18,221 18,472 19,583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,347 19,335 1,012 5.2% 315 1.6% 0% False True 2,656
10 20,347 19,335 1,012 5.2% 370 1.9% 0% False True 2,253
20 21,368 19,335 2,033 10.5% 301 1.6% 0% False True 1,528
40 22,500 19,335 3,165 16.4% 287 1.5% 0% False True 1,029
60 22,500 19,335 3,165 16.4% 275 1.4% 0% False True 809
80 22,500 19,012 3,488 18.0% 284 1.5% 9% False False 648
100 22,500 19,012 3,488 18.0% 273 1.4% 9% False False 535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 82
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,183
2.618 20,609
1.618 20,257
1.000 20,039
0.618 19,905
HIGH 19,687
0.618 19,553
0.500 19,511
0.382 19,469
LOW 19,335
0.618 19,117
1.000 18,983
1.618 18,765
2.618 18,413
4.250 17,839
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 19,511 19,593
PP 19,452 19,507
S1 19,394 19,421

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

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