Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 19,520 18,920 -600 -3.1% 19,470
High 19,623 19,149 -474 -2.4% 19,650
Low 19,450 18,890 -560 -2.9% 19,188
Close 19,608 19,142 -466 -2.4% 19,608
Range 173 259 86 49.7% 462
ATR 343 370 27 7.8% 0
Volume 187 115 -72 -38.5% 642
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 19,837 19,749 19,284
R3 19,578 19,490 19,213
R2 19,319 19,319 19,189
R1 19,231 19,231 19,166 19,275
PP 19,060 19,060 19,060 19,083
S1 18,972 18,972 19,118 19,016
S2 18,801 18,801 19,095
S3 18,542 18,713 19,071
S4 18,283 18,454 19,000
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,868 20,700 19,862
R3 20,406 20,238 19,735
R2 19,944 19,944 19,693
R1 19,776 19,776 19,650 19,860
PP 19,482 19,482 19,482 19,524
S1 19,314 19,314 19,566 19,398
S2 19,020 19,020 19,523
S3 18,558 18,852 19,481
S4 18,096 18,390 19,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,650 18,890 760 4.0% 218 1.1% 33% False True 109
10 19,700 18,725 975 5.1% 256 1.3% 43% False False 173
20 20,166 18,725 1,441 7.5% 284 1.5% 29% False False 185
40 21,927 18,725 3,202 16.7% 246 1.3% 13% False False 152
60 21,927 18,725 3,202 16.7% 220 1.2% 13% False False 131
80 21,927 18,725 3,202 16.7% 205 1.1% 13% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 20,250
2.618 19,827
1.618 19,568
1.000 19,408
0.618 19,309
HIGH 19,149
0.618 19,050
0.500 19,020
0.382 18,989
LOW 18,890
0.618 18,730
1.000 18,631
1.618 18,471
2.618 18,212
4.250 17,789
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 19,101 19,270
PP 19,060 19,227
S1 19,020 19,185

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

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