Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 19,555 19,577 22 0.1% 19,341
High 19,771 19,686 -85 -0.4% 19,892
Low 19,430 19,345 -85 -0.4% 18,899
Close 19,451 19,484 33 0.2% 19,716
Range 341 341 0 0.0% 993
ATR 408 403 -5 -1.2% 0
Volume 87,611 89,722 2,111 2.4% 219,295
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,528 20,347 19,672
R3 20,187 20,006 19,578
R2 19,846 19,846 19,547
R1 19,665 19,665 19,515 19,585
PP 19,505 19,505 19,505 19,465
S1 19,324 19,324 19,453 19,244
S2 19,164 19,164 19,421
S3 18,823 18,983 19,390
S4 18,482 18,642 19,296
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 22,481 22,092 20,262
R3 21,488 21,099 19,989
R2 20,495 20,495 19,898
R1 20,106 20,106 19,807 20,301
PP 19,502 19,502 19,502 19,600
S1 19,113 19,113 19,625 19,308
S2 18,509 18,509 19,534
S3 17,516 18,120 19,443
S4 16,523 17,127 19,170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,892 18,928 964 4.9% 345 1.8% 58% False False 72,557
10 19,892 18,899 993 5.1% 365 1.9% 59% False False 40,743
20 20,735 18,899 1,836 9.4% 358 1.8% 32% False False 21,256
40 22,500 18,899 3,601 18.5% 304 1.6% 16% False False 10,911
60 22,500 18,899 3,601 18.5% 285 1.5% 16% False False 7,445
80 22,500 18,899 3,601 18.5% 284 1.5% 16% False False 5,638
100 22,500 18,899 3,601 18.5% 287 1.5% 16% False False 4,534
Crabel Price Patterns
NR False
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 84
Fibonacci Retracements and Extensions
4.250 21,135
2.618 20,579
1.618 20,238
1.000 20,027
0.618 19,897
HIGH 19,686
0.618 19,556
0.500 19,516
0.382 19,475
LOW 19,345
0.618 19,134
1.000 19,004
1.618 18,793
2.618 18,452
4.250 17,896
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 19,516 19,619
PP 19,505 19,574
S1 19,495 19,529

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

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