Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 18,993 19,670 677 3.6% 19,341
High 19,513 19,892 379 1.9% 19,892
Low 18,928 19,652 724 3.8% 18,899
Close 19,386 19,716 330 1.7% 19,716
Range 585 240 -345 -59.0% 993
ATR 406 413 7 1.8% 0
Volume 58,476 83,976 25,500 43.6% 219,295
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 20,473 20,335 19,848
R3 20,233 20,095 19,782
R2 19,993 19,993 19,760
R1 19,855 19,855 19,738 19,924
PP 19,753 19,753 19,753 19,788
S1 19,615 19,615 19,694 19,684
S2 19,513 19,513 19,672
S3 19,273 19,375 19,650
S4 19,033 19,135 19,584
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 22,481 22,092 20,262
R3 21,488 21,099 19,989
R2 20,495 20,495 19,898
R1 20,106 20,106 19,807 20,301
PP 19,502 19,502 19,502 19,600
S1 19,113 19,113 19,625 19,308
S2 18,509 18,509 19,534
S3 17,516 18,120 19,443
S4 16,523 17,127 19,170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,892 18,899 993 5.0% 361 1.8% 82% True False 43,859
10 20,170 18,899 1,271 6.4% 359 1.8% 64% False False 23,240
20 20,870 18,899 1,971 10.0% 344 1.7% 41% False False 12,513
40 22,500 18,899 3,601 18.3% 299 1.5% 23% False False 6,504
60 22,500 18,899 3,601 18.3% 280 1.4% 23% False False 4,501
80 22,500 18,899 3,601 18.3% 284 1.4% 23% False False 3,426
100 22,500 18,899 3,601 18.3% 285 1.4% 23% False False 2,762
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,912
2.618 20,520
1.618 20,280
1.000 20,132
0.618 20,040
HIGH 19,892
0.618 19,800
0.500 19,772
0.382 19,744
LOW 19,652
0.618 19,504
1.000 19,412
1.618 19,264
2.618 19,024
4.250 18,632
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 19,772 19,614
PP 19,753 19,512
S1 19,735 19,410

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

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