Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 19,296 19,065 -231 -1.2% 19,723
High 19,296 19,172 -124 -0.6% 19,850
Low 18,899 18,955 56 0.3% 19,183
Close 18,899 19,121 222 1.2% 19,401
Range 397 217 -180 -45.3% 667
ATR 402 392 -9 -2.3% 0
Volume 27,020 43,004 15,984 59.2% 12,230
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 19,734 19,644 19,240
R3 19,517 19,427 19,181
R2 19,300 19,300 19,161
R1 19,210 19,210 19,141 19,255
PP 19,083 19,083 19,083 19,105
S1 18,993 18,993 19,101 19,038
S2 18,866 18,866 19,081
S3 18,649 18,776 19,061
S4 18,432 18,559 19,002
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 19,690 18,899 791 4.1% 362 1.9% 28% False False 17,101
10 20,347 18,899 1,448 7.6% 336 1.8% 15% False False 9,499
20 20,870 18,899 1,971 10.3% 326 1.7% 11% False False 5,482
40 22,500 18,899 3,601 18.8% 297 1.6% 6% False False 3,005
60 22,500 18,899 3,601 18.8% 275 1.4% 6% False False 2,138
80 22,500 18,899 3,601 18.8% 284 1.5% 6% False False 1,650
100 22,500 18,899 3,601 18.8% 280 1.5% 6% False False 1,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 93
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 20,094
2.618 19,740
1.618 19,523
1.000 19,389
0.618 19,306
HIGH 19,172
0.618 19,089
0.500 19,064
0.382 19,038
LOW 18,955
0.618 18,821
1.000 18,738
1.618 18,604
2.618 18,387
4.250 18,033
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 19,102 19,295
PP 19,083 19,237
S1 19,064 19,179

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

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