Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 20,201 20,050 -151 -0.7% 19,753
High 20,347 20,170 -177 -0.9% 20,347
Low 20,078 19,875 -203 -1.0% 19,753
Close 20,180 19,910 -270 -1.3% 19,910
Range 269 295 26 9.7% 594
ATR 372 367 -5 -1.3% 0
Volume 4,108 878 -3,230 -78.6% 9,857
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 20,870 20,685 20,072
R3 20,575 20,390 19,991
R2 20,280 20,280 19,964
R1 20,095 20,095 19,937 20,040
PP 19,985 19,985 19,985 19,958
S1 19,800 19,800 19,883 19,745
S2 19,690 19,690 19,856
S3 19,395 19,505 19,829
S4 19,100 19,210 19,748
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 19,753 594 3.0% 364 1.8% 26% False False 1,971
10 20,735 19,380 1,355 6.8% 332 1.7% 39% False False 1,730
20 21,467 19,380 2,087 10.5% 288 1.4% 25% False False 1,195
40 22,500 19,380 3,120 15.7% 277 1.4% 17% False False 843
60 22,500 19,380 3,120 15.7% 269 1.4% 17% False False 679
80 22,500 19,012 3,488 17.5% 281 1.4% 26% False False 547
100 22,500 19,012 3,488 17.5% 271 1.4% 26% False False 453
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 21,424
2.618 20,942
1.618 20,647
1.000 20,465
0.618 20,352
HIGH 20,170
0.618 20,057
0.500 20,023
0.382 19,988
LOW 19,875
0.618 19,693
1.000 19,580
1.618 19,398
2.618 19,103
4.250 18,621
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 20,023 20,074
PP 19,985 20,019
S1 19,948 19,965

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

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