Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	20,755	20,970	215	1.0%	21,250
High	20,950	21,078	128	0.6%	21,862
Low	20,636	20,970	334	1.6%	20,701
Close	20,881	21,142	261	1.2%	20,756
Range	314	108	-206	-65.6%	1,161
ATR	0	289	289		0
Volume	45	19	-26	-57.8%	119

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,387	21,373	21,201
R3	21,279	21,265	21,172
R2	21,171	21,171	21,162
R1	21,157	21,157	21,152	21,164
PP	21,063	21,063	21,063	21,067
S1	21,049	21,049	21,132	21,056
S2	20,955	20,955	21,122
S3	20,847	20,941	21,112
S4	20,739	20,833	21,083

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	21,078	20,525	553	2.6%	189	0.9%	112%	True	False	42
10	21,862	20,525	1,337	6.3%	264	1.2%	46%	False	False	31

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	34
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	21,537
2.618	21,361
1.618	21,253
1.000	21,186
0.618	21,145
HIGH	21,078
0.618	21,037
0.500	21,024
0.382	21,011
LOW	20,970
0.618	20,903
1.000	20,862
1.618	20,795
2.618	20,687
4.250	20,511

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	21,103	21,047
PP	21,063	20,952
S1	21,024	20,857

Download as Excel Spreadsheet

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

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