Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	20,780	20,755	-25	-0.1%	21,250
High	20,830	20,950	120	0.6%	21,862
Low	20,660	20,636	-24	-0.1%	20,701
Close	20,649	20,881	232	1.1%	20,756
Range	170	314	144	84.7%	1,161
ATR
Volume	30	45	15	50.0%	119

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,764	21,637	21,054
R3	21,450	21,323	20,967
R2	21,136	21,136	20,939
R1	21,009	21,009	20,910	21,073
PP	20,822	20,822	20,822	20,854
S1	20,695	20,695	20,852	20,759
S2	20,508	20,508	20,823
S3	20,194	20,381	20,795
S4	19,880	20,067	20,708

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	21,230	20,525	705	3.4%	248	1.2%	50%	False	False	50
10	21,862	20,525	1,337	6.4%	274	1.3%	27%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	22,285
2.618	21,772
1.618	21,458
1.000	21,264
0.618	21,144
HIGH	20,950
0.618	20,830
0.500	20,793
0.382	20,756
LOW	20,636
0.618	20,442
1.000	20,322
1.618	20,128
2.618	19,814
4.250	19,302

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	20,852	20,833
PP	20,822	20,785
S1	20,793	20,738

Download as Excel Spreadsheet

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

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