Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 20,050 19,723 -327 -1.6% 19,753
High 20,170 19,723 -447 -2.2% 20,347
Low 19,875 19,400 -475 -2.4% 19,753
Close 19,910 19,608 -302 -1.5% 19,910
Range 295 323 28 9.5% 594
ATR 367 377 10 2.8% 0
Volume 878 1,424 546 62.2% 9,857
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 20,546 20,400 19,786
R3 20,223 20,077 19,697
R2 19,900 19,900 19,667
R1 19,754 19,754 19,638 19,666
PP 19,577 19,577 19,577 19,533
S1 19,431 19,431 19,578 19,343
S2 19,254 19,254 19,549
S3 18,931 19,108 19,519
S4 18,608 18,785 19,430
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 19,400 947 4.8% 325 1.7% 22% False True 1,783
10 20,735 19,380 1,355 6.9% 350 1.8% 17% False False 1,769
20 21,467 19,380 2,087 10.6% 289 1.5% 11% False False 1,233
40 22,500 19,380 3,120 15.9% 278 1.4% 7% False False 872
60 22,500 19,380 3,120 15.9% 271 1.4% 7% False False 697
80 22,500 19,012 3,488 17.8% 282 1.4% 17% False False 564
100 22,500 19,012 3,488 17.8% 272 1.4% 17% False False 467
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 71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,096
2.618 20,569
1.618 20,246
1.000 20,046
0.618 19,923
HIGH 19,723
0.618 19,600
0.500 19,562
0.382 19,523
LOW 19,400
0.618 19,200
1.000 19,077
1.618 18,877
2.618 18,554
4.250 18,027
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 19,593 19,874
PP 19,577 19,785
S1 19,562 19,697

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

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