Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 19,065 18,993 -72 -0.4% 19,723
High 19,172 19,513 341 1.8% 19,850
Low 18,955 18,928 -27 -0.1% 19,183
Close 19,121 19,386 265 1.4% 19,401
Range 217 585 368 169.6% 667
ATR 392 406 14 3.5% 0
Volume 43,004 58,476 15,472 36.0% 12,230
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 21,031 20,793 19,708
R3 20,446 20,208 19,547
R2 19,861 19,861 19,493
R1 19,623 19,623 19,440 19,742
PP 19,276 19,276 19,276 19,335
S1 19,038 19,038 19,332 19,157
S2 18,691 18,691 19,279
S3 18,106 18,453 19,225
S4 17,521 17,868 19,064
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% 409 2.1% 62% False False 27,850
10 20,347 18,899 1,448 7.5% 362 1.9% 34% False False 15,253
20 20,870 18,899 1,971 10.2% 345 1.8% 25% False False 8,357
40 22,500 18,899 3,601 18.6% 298 1.5% 14% False False 4,443
60 22,500 18,899 3,601 18.6% 278 1.4% 14% False False 3,106
80 22,500 18,899 3,601 18.6% 285 1.5% 14% False False 2,378
100 22,500 18,899 3,601 18.6% 285 1.5% 14% False False 1,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 83
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 21,999
2.618 21,045
1.618 20,460
1.000 20,098
0.618 19,875
HIGH 19,513
0.618 19,290
0.500 19,221
0.382 19,151
LOW 18,928
0.618 18,566
1.000 18,343
1.618 17,981
2.618 17,396
4.250 16,442
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 19,331 19,326
PP 19,276 19,266
S1 19,221 19,206

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

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