Hang Seng Index Future September 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 19,430 19,600 170 0.9% 19,162
High 19,430 19,650 220 1.1% 19,700
Low 19,188 19,540 352 1.8% 18,725
Close 19,300 19,610 310 1.6% 19,522
Range 242 110 -132 -54.5% 975
ATR 357 356 0 -0.1% 0
Volume 66 109 43 65.2% 1,137
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 19,930 19,880 19,671
R3 19,820 19,770 19,640
R2 19,710 19,710 19,630
R1 19,660 19,660 19,620 19,685
PP 19,600 19,600 19,600 19,613
S1 19,550 19,550 19,600 19,575
S2 19,490 19,490 19,590
S3 19,380 19,440 19,580
S4 19,270 19,330 19,550
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 22,241 21,856 20,058
R3 21,266 20,881 19,790
R2 20,291 20,291 19,701
R1 19,906 19,906 19,611 20,099
PP 19,316 19,316 19,316 19,412
S1 18,931 18,931 19,433 19,124
S2 18,341 18,341 19,343
S3 17,366 17,956 19,254
S4 16,391 16,981 18,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,700 19,188 512 2.6% 217 1.1% 82% False False 148
10 19,700 18,725 975 5.0% 290 1.5% 91% False False 185
20 20,166 18,725 1,441 7.3% 296 1.5% 61% False False 191
40 21,927 18,725 3,202 16.3% 244 1.2% 28% False False 152
60 21,927 18,725 3,202 16.3% 217 1.1% 28% False False 128
80 21,927 18,725 3,202 16.3% 202 1.0% 28% False False 107
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 52
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 20,118
2.618 19,938
1.618 19,828
1.000 19,760
0.618 19,718
HIGH 19,650
0.618 19,608
0.500 19,595
0.382 19,582
LOW 19,540
0.618 19,472
1.000 19,430
1.618 19,362
2.618 19,252
4.250 19,073
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 19,605 19,546
PP 19,600 19,483
S1 19,595 19,419

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

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