Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 19,577 19,799 222 1.1% 19,341
High 19,686 19,894 208 1.1% 19,892
Low 19,345 19,715 370 1.9% 18,899
Close 19,484 19,799 315 1.6% 19,716
Range 341 179 -162 -47.5% 993
ATR 403 404 0 0.1% 0
Volume 89,722 69,155 -20,567 -22.9% 219,295
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,340 20,248 19,897
R3 20,161 20,069 19,848
R2 19,982 19,982 19,832
R1 19,890 19,890 19,815 19,889
PP 19,803 19,803 19,803 19,802
S1 19,711 19,711 19,783 19,710
S2 19,624 19,624 19,766
S3 19,445 19,532 19,750
S4 19,266 19,353 19,701
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 19,894 18,928 966 4.9% 337 1.7% 90% True False 77,788
10 19,894 18,899 995 5.0% 350 1.8% 90% True False 47,444
20 20,347 18,899 1,448 7.3% 353 1.8% 62% False False 24,666
40 22,500 18,899 3,601 18.2% 302 1.5% 25% False False 12,631
60 22,500 18,899 3,601 18.2% 285 1.4% 25% False False 8,588
80 22,500 18,899 3,601 18.2% 282 1.4% 25% False False 6,501
100 22,500 18,899 3,601 18.2% 286 1.4% 25% False False 5,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 83
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 20,655
2.618 20,363
1.618 20,184
1.000 20,073
0.618 20,005
HIGH 19,894
0.618 19,826
0.500 19,805
0.382 19,783
LOW 19,715
0.618 19,604
1.000 19,536
1.618 19,425
2.618 19,246
4.250 18,954
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 19,805 19,739
PP 19,803 19,679
S1 19,801 19,620

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

View Archives - Comment on this page... - Back to Index of Symbols