Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	20,869	20,657	-212	-1.0%	21,250
High	20,870	20,710	-160	-0.8%	21,862
Low	20,701	20,525	-176	-0.9%	20,701
Close	20,756	20,525	-231	-1.1%	20,756
Range	169	185	16	9.5%	1,161
ATR
Volume	30	88	58	193.3%	119

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,142	21,018	20,627
R3	20,957	20,833	20,576
R2	20,772	20,772	20,559
R1	20,648	20,648	20,542	20,618
PP	20,587	20,587	20,587	20,571
S1	20,463	20,463	20,508	20,433
S2	20,402	20,402	20,491
S3	20,217	20,278	20,474
S4	20,032	20,093	20,423

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	24,589	23,834	21,395
R3	23,428	22,673	21,075
R2	22,267	22,267	20,969
R1	21,512	21,512	20,862	21,309
PP	21,106	21,106	21,106	21,005
S1	20,351	20,351	20,650	20,148
S2	19,945	19,945	20,543
S3	18,784	19,190	20,437
S4	17,623	18,029	20,117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,507	20,525	982	4.8%	222	1.1%	0%	False	True	39
10	21,862	20,525	1,337	6.5%	258	1.3%	0%	False	True	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,496
2.618	21,194
1.618	21,009
1.000	20,895
0.618	20,824
HIGH	20,710
0.618	20,639
0.500	20,618
0.382	20,596
LOW	20,525
0.618	20,411
1.000	20,340
1.618	20,226
2.618	20,041
4.250	19,739

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	20,618	20,878
PP	20,587	20,760
S1	20,556	20,643

Download as Excel Spreadsheet

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

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