Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 19,670 19,555 -115 -0.6% 19,341
High 19,892 19,771 -121 -0.6% 19,892
Low 19,652 19,430 -222 -1.1% 18,899
Close 19,716 19,451 -265 -1.3% 19,716
Range 240 341 101 42.1% 993
ATR 413 408 -5 -1.2% 0
Volume 83,976 87,611 3,635 4.3% 219,295
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,574 20,353 19,639
R3 20,233 20,012 19,545
R2 19,892 19,892 19,514
R1 19,671 19,671 19,482 19,611
PP 19,551 19,551 19,551 19,521
S1 19,330 19,330 19,420 19,270
S2 19,210 19,210 19,388
S3 18,869 18,989 19,357
S4 18,528 18,648 19,263
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 5.1% 356 1.8% 56% False False 60,017
10 19,892 18,899 993 5.1% 364 1.9% 56% False False 31,913
20 20,735 18,899 1,836 9.4% 348 1.8% 30% False False 16,822
40 22,500 18,899 3,601 18.5% 301 1.5% 15% False False 8,686
60 22,500 18,899 3,601 18.5% 282 1.4% 15% False False 5,958
80 22,500 18,899 3,601 18.5% 285 1.5% 15% False False 4,519
100 22,500 18,899 3,601 18.5% 286 1.5% 15% False False 3,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,220
2.618 20,664
1.618 20,323
1.000 20,112
0.618 19,982
HIGH 19,771
0.618 19,641
0.500 19,601
0.382 19,560
LOW 19,430
0.618 19,219
1.000 19,089
1.618 18,878
2.618 18,537
4.250 17,981
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 19,601 19,437
PP 19,551 19,424
S1 19,501 19,410

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

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