Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	20,970	21,253	283	1.3%	20,657
High	21,078	21,355	277	1.3%	21,078
Low	20,970	21,231	261	1.2%	20,525
Close	21,142	21,070	-72	-0.3%	21,142
Range	108	124	16	14.8%	553
ATR	289	283	-5	-1.9%	0
Volume	19	140	121	636.8%	182

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	21,591	21,454	21,138
R3	21,467	21,330	21,104
R2	21,343	21,343	21,093
R1	21,206	21,206	21,081	21,213
PP	21,219	21,219	21,219	21,222
S1	21,082	21,082	21,059	21,089
S2	21,095	21,095	21,047
S3	20,971	20,958	21,036
S4	20,847	20,834	21,002

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	22,574	22,411	21,446
R3	22,021	21,858	21,294
R2	21,468	21,468	21,243
R1	21,305	21,305	21,193	21,387
PP	20,915	20,915	20,915	20,956
S1	20,752	20,752	21,091	20,834
S2	20,362	20,362	21,041
S3	19,809	20,199	20,990
S4	19,256	19,646	20,838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,355	20,525	830	3.9%	180	0.9%	66%	True	False	64
10	21,862	20,525	1,337	6.3%	250	1.2%	41%	False	False	44

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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,882
2.618	21,680
1.618	21,556
1.000	21,479
0.618	21,432
HIGH	21,355
0.618	21,308
0.500	21,293
0.382	21,278
LOW	21,231
0.618	21,154
1.000	21,107
1.618	21,030
2.618	20,906
4.250	20,704

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	21,293	21,045
PP	21,219	21,020
S1	21,144	20,996

Download as Excel Spreadsheet

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

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