Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 20,098 19,899 -199 -1.0% 21,180
High 20,250 20,083 -167 -0.8% 21,368
Low 20,029 19,664 -365 -1.8% 20,444
Close 20,096 20,006 -90 -0.4% 20,866
Range 221 419 198 89.6% 924
ATR 338 345 7 2.0% 0
Volume 1,066 1,881 815 76.5% 4,156
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 21,175 21,009 20,236
R3 20,756 20,590 20,121
R2 20,337 20,337 20,083
R1 20,171 20,171 20,044 20,254
PP 19,918 19,918 19,918 19,959
S1 19,752 19,752 19,968 19,835
S2 19,499 19,499 19,929
S3 19,080 19,333 19,891
S4 18,661 18,914 19,776
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 23,665 23,189 21,374
R3 22,741 22,265 21,120
R2 21,817 21,817 21,035
R1 21,341 21,341 20,951 21,117
PP 20,893 20,893 20,893 20,781
S1 20,417 20,417 20,781 20,193
S2 19,969 19,969 20,697
S3 19,045 19,493 20,612
S4 18,121 18,569 20,358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,870 19,664 1,206 6.0% 262 1.3% 28% False True 1,275
10 21,368 19,664 1,704 8.5% 248 1.2% 20% False True 958
20 22,500 19,664 2,836 14.2% 267 1.3% 12% False True 686
40 22,500 19,664 2,836 14.2% 251 1.3% 12% False True 596
60 22,500 19,012 3,488 17.4% 256 1.3% 28% False False 491
80 22,500 19,012 3,488 17.4% 273 1.4% 28% False False 401
100 22,500 19,012 3,488 17.4% 264 1.3% 28% False False 330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 21,864
2.618 21,180
1.618 20,761
1.000 20,502
0.618 20,342
HIGH 20,083
0.618 19,923
0.500 19,874
0.382 19,824
LOW 19,664
0.618 19,405
1.000 19,245
1.618 18,986
2.618 18,567
4.250 17,883
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 19,962 20,200
PP 19,918 20,135
S1 19,874 20,071

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

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