Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
20-May-2010 24-May-2010 Change Change % Previous Week
Open 19,463 19,341 -122 -0.6% 19,723
High 19,663 19,690 27 0.1% 19,850
Low 19,183 19,326 143 0.7% 19,183
Close 19,401 19,520 119 0.6% 19,401
Range 480 364 -116 -24.2% 667
ATR 386 385 -2 -0.4% 0
Volume 3,934 6,819 2,885 73.3% 12,230
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 20,604 20,426 19,720
R3 20,240 20,062 19,620
R2 19,876 19,876 19,587
R1 19,698 19,698 19,553 19,787
PP 19,512 19,512 19,512 19,557
S1 19,334 19,334 19,487 19,423
S2 19,148 19,148 19,453
S3 18,784 18,970 19,420
S4 18,420 18,606 19,320
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 21,479 21,107 19,768
R3 20,812 20,440 19,584
R2 20,145 20,145 19,523
R1 19,773 19,773 19,462 19,626
PP 19,478 19,478 19,478 19,404
S1 19,106 19,106 19,340 18,959
S2 18,811 18,811 19,279
S3 18,144 18,439 19,218
S4 17,477 17,772 19,034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,850 19,183 667 3.4% 371 1.9% 51% False False 3,809
10 20,347 19,183 1,164 6.0% 368 1.9% 29% False False 2,890
20 21,368 19,183 2,185 11.2% 320 1.6% 15% False False 2,025
40 22,500 19,183 3,317 17.0% 296 1.5% 10% False False 1,280
60 22,500 19,183 3,317 17.0% 279 1.4% 10% False False 982
80 22,500 19,012 3,488 17.9% 283 1.5% 15% False False 779
100 22,500 19,012 3,488 17.9% 278 1.4% 15% False False 641
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 86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,237
2.618 20,643
1.618 20,279
1.000 20,054
0.618 19,915
HIGH 19,690
0.618 19,551
0.500 19,508
0.382 19,465
LOW 19,326
0.618 19,101
1.000 18,962
1.618 18,737
2.618 18,373
4.250 17,779
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 19,516 19,492
PP 19,512 19,464
S1 19,508 19,437

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

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