Hang Seng Index Future September 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 19,290 19,162 -128 -0.7% 19,488
High 19,462 19,500 38 0.2% 19,643
Low 19,028 19,162 134 0.7% 19,028
Close 19,232 19,340 108 0.6% 19,232
Range 434 338 -96 -22.1% 615
ATR 351 350 -1 -0.3% 0
Volume 264 158 -106 -40.2% 947
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 20,348 20,182 19,526
R3 20,010 19,844 19,433
R2 19,672 19,672 19,402
R1 19,506 19,506 19,371 19,589
PP 19,334 19,334 19,334 19,376
S1 19,168 19,168 19,309 19,251
S2 18,996 18,996 19,278
S3 18,658 18,830 19,247
S4 18,320 18,492 19,154
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 21,146 20,804 19,570
R3 20,531 20,189 19,401
R2 19,916 19,916 19,345
R1 19,574 19,574 19,288 19,438
PP 19,301 19,301 19,301 19,233
S1 18,959 18,959 19,176 18,823
S2 18,686 18,686 19,119
S3 18,071 18,344 19,063
S4 17,456 17,729 18,894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,643 19,028 615 3.2% 327 1.7% 51% False False 221
10 20,166 19,028 1,138 5.9% 312 1.6% 27% False False 196
20 21,160 19,028 2,132 11.0% 260 1.3% 15% False False 174
40 21,927 19,028 2,899 15.0% 227 1.2% 11% False False 141
60 21,927 19,028 2,899 15.0% 209 1.1% 11% False False 116
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 64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,937
2.618 20,385
1.618 20,047
1.000 19,838
0.618 19,709
HIGH 19,500
0.618 19,371
0.500 19,331
0.382 19,291
LOW 19,162
0.618 18,953
1.000 18,824
1.618 18,615
2.618 18,277
4.250 17,726
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 19,337 19,316
PP 19,334 19,292
S1 19,331 19,269

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

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